NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.721 |
5.681 |
-0.040 |
-0.7% |
5.879 |
High |
5.770 |
5.800 |
0.030 |
0.5% |
5.971 |
Low |
5.658 |
5.669 |
0.011 |
0.2% |
5.390 |
Close |
5.721 |
5.681 |
-0.040 |
-0.7% |
5.425 |
Range |
0.112 |
0.131 |
0.019 |
17.0% |
0.581 |
ATR |
0.179 |
0.176 |
-0.003 |
-1.9% |
0.000 |
Volume |
1,441 |
1,803 |
362 |
25.1% |
9,291 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.110 |
6.026 |
5.753 |
|
R3 |
5.979 |
5.895 |
5.717 |
|
R2 |
5.848 |
5.848 |
5.705 |
|
R1 |
5.764 |
5.764 |
5.693 |
5.747 |
PP |
5.717 |
5.717 |
5.717 |
5.708 |
S1 |
5.633 |
5.633 |
5.669 |
5.616 |
S2 |
5.586 |
5.586 |
5.657 |
|
S3 |
5.455 |
5.502 |
5.645 |
|
S4 |
5.324 |
5.371 |
5.609 |
|
|
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 |
5.800 |
5.390 |
0.410 |
7.2% |
0.135 |
2.4% |
71% |
True |
False |
1,836 |
10 |
5.987 |
5.390 |
0.597 |
10.5% |
0.129 |
2.3% |
49% |
False |
False |
1,892 |
20 |
6.160 |
5.390 |
0.770 |
13.6% |
0.143 |
2.5% |
38% |
False |
False |
1,788 |
40 |
6.160 |
5.302 |
0.858 |
15.1% |
0.155 |
2.7% |
44% |
False |
False |
1,978 |
60 |
6.160 |
4.970 |
1.190 |
20.9% |
0.152 |
2.7% |
60% |
False |
False |
1,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.357 |
2.618 |
6.143 |
1.618 |
6.012 |
1.000 |
5.931 |
0.618 |
5.881 |
HIGH |
5.800 |
0.618 |
5.750 |
0.500 |
5.735 |
0.382 |
5.719 |
LOW |
5.669 |
0.618 |
5.588 |
1.000 |
5.538 |
1.618 |
5.457 |
2.618 |
5.326 |
4.250 |
5.112 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.735 |
5.678 |
PP |
5.717 |
5.675 |
S1 |
5.699 |
5.673 |
|