NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.735 |
5.873 |
0.138 |
2.4% |
5.689 |
High |
5.817 |
5.884 |
0.067 |
1.2% |
5.817 |
Low |
5.647 |
5.677 |
0.030 |
0.5% |
5.511 |
Close |
5.768 |
5.675 |
-0.093 |
-1.6% |
5.768 |
Range |
0.170 |
0.207 |
0.037 |
21.8% |
0.306 |
ATR |
0.176 |
0.178 |
0.002 |
1.2% |
0.000 |
Volume |
2,244 |
3,341 |
1,097 |
48.9% |
8,686 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.366 |
6.228 |
5.789 |
|
R3 |
6.159 |
6.021 |
5.732 |
|
R2 |
5.952 |
5.952 |
5.713 |
|
R1 |
5.814 |
5.814 |
5.694 |
5.780 |
PP |
5.745 |
5.745 |
5.745 |
5.728 |
S1 |
5.607 |
5.607 |
5.656 |
5.573 |
S2 |
5.538 |
5.538 |
5.637 |
|
S3 |
5.331 |
5.400 |
5.618 |
|
S4 |
5.124 |
5.193 |
5.561 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.617 |
6.498 |
5.936 |
|
R3 |
6.311 |
6.192 |
5.852 |
|
R2 |
6.005 |
6.005 |
5.824 |
|
R1 |
5.886 |
5.886 |
5.796 |
5.946 |
PP |
5.699 |
5.699 |
5.699 |
5.728 |
S1 |
5.580 |
5.580 |
5.740 |
5.640 |
S2 |
5.393 |
5.393 |
5.712 |
|
S3 |
5.087 |
5.274 |
5.684 |
|
S4 |
4.781 |
4.968 |
5.600 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.884 |
5.511 |
0.373 |
6.6% |
0.162 |
2.9% |
44% |
True |
False |
2,095 |
10 |
5.884 |
5.390 |
0.494 |
8.7% |
0.153 |
2.7% |
58% |
True |
False |
2,008 |
20 |
5.990 |
5.390 |
0.600 |
10.6% |
0.148 |
2.6% |
48% |
False |
False |
1,855 |
40 |
6.160 |
5.368 |
0.792 |
14.0% |
0.157 |
2.8% |
39% |
False |
False |
2,002 |
60 |
6.160 |
4.970 |
1.190 |
21.0% |
0.155 |
2.7% |
59% |
False |
False |
1,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.764 |
2.618 |
6.426 |
1.618 |
6.219 |
1.000 |
6.091 |
0.618 |
6.012 |
HIGH |
5.884 |
0.618 |
5.805 |
0.500 |
5.781 |
0.382 |
5.756 |
LOW |
5.677 |
0.618 |
5.549 |
1.000 |
5.470 |
1.618 |
5.342 |
2.618 |
5.135 |
4.250 |
4.797 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.781 |
5.698 |
PP |
5.745 |
5.690 |
S1 |
5.710 |
5.683 |
|