NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.689 |
5.721 |
0.032 |
0.6% |
5.879 |
High |
5.689 |
5.770 |
0.081 |
1.4% |
5.971 |
Low |
5.545 |
5.658 |
0.113 |
2.0% |
5.390 |
Close |
5.689 |
5.721 |
0.032 |
0.6% |
5.425 |
Range |
0.144 |
0.112 |
-0.032 |
-22.2% |
0.581 |
ATR |
0.184 |
0.179 |
-0.005 |
-2.8% |
0.000 |
Volume |
1,550 |
1,441 |
-109 |
-7.0% |
9,291 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.052 |
5.999 |
5.783 |
|
R3 |
5.940 |
5.887 |
5.752 |
|
R2 |
5.828 |
5.828 |
5.742 |
|
R1 |
5.775 |
5.775 |
5.731 |
5.777 |
PP |
5.716 |
5.716 |
5.716 |
5.718 |
S1 |
5.663 |
5.663 |
5.711 |
5.665 |
S2 |
5.604 |
5.604 |
5.700 |
|
S3 |
5.492 |
5.551 |
5.690 |
|
S4 |
5.380 |
5.439 |
5.659 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.338 |
6.963 |
5.745 |
|
R3 |
6.757 |
6.382 |
5.585 |
|
R2 |
6.176 |
6.176 |
5.532 |
|
R1 |
5.801 |
5.801 |
5.478 |
5.698 |
PP |
5.595 |
5.595 |
5.595 |
5.544 |
S1 |
5.220 |
5.220 |
5.372 |
5.117 |
S2 |
5.014 |
5.014 |
5.318 |
|
S3 |
4.433 |
4.639 |
5.265 |
|
S4 |
3.852 |
4.058 |
5.105 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.770 |
5.390 |
0.380 |
6.6% |
0.140 |
2.4% |
87% |
True |
False |
1,929 |
10 |
5.987 |
5.390 |
0.597 |
10.4% |
0.121 |
2.1% |
55% |
False |
False |
1,865 |
20 |
6.160 |
5.390 |
0.770 |
13.5% |
0.145 |
2.5% |
43% |
False |
False |
1,755 |
40 |
6.160 |
5.062 |
1.098 |
19.2% |
0.154 |
2.7% |
60% |
False |
False |
2,107 |
60 |
6.160 |
4.970 |
1.190 |
20.8% |
0.152 |
2.7% |
63% |
False |
False |
1,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.246 |
2.618 |
6.063 |
1.618 |
5.951 |
1.000 |
5.882 |
0.618 |
5.839 |
HIGH |
5.770 |
0.618 |
5.727 |
0.500 |
5.714 |
0.382 |
5.701 |
LOW |
5.658 |
0.618 |
5.589 |
1.000 |
5.546 |
1.618 |
5.477 |
2.618 |
5.365 |
4.250 |
5.182 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.719 |
5.675 |
PP |
5.716 |
5.629 |
S1 |
5.714 |
5.583 |
|