NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.873 |
5.733 |
-0.140 |
-2.4% |
5.689 |
High |
5.884 |
5.733 |
-0.151 |
-2.6% |
5.817 |
Low |
5.677 |
5.560 |
-0.117 |
-2.1% |
5.511 |
Close |
5.675 |
5.592 |
-0.083 |
-1.5% |
5.768 |
Range |
0.207 |
0.173 |
-0.034 |
-16.4% |
0.306 |
ATR |
0.178 |
0.178 |
0.000 |
-0.2% |
0.000 |
Volume |
3,341 |
2,302 |
-1,039 |
-31.1% |
8,686 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.147 |
6.043 |
5.687 |
|
R3 |
5.974 |
5.870 |
5.640 |
|
R2 |
5.801 |
5.801 |
5.624 |
|
R1 |
5.697 |
5.697 |
5.608 |
5.663 |
PP |
5.628 |
5.628 |
5.628 |
5.611 |
S1 |
5.524 |
5.524 |
5.576 |
5.490 |
S2 |
5.455 |
5.455 |
5.560 |
|
S3 |
5.282 |
5.351 |
5.544 |
|
S4 |
5.109 |
5.178 |
5.497 |
|
|
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 |
6.7% |
0.174 |
3.1% |
22% |
False |
False |
2,267 |
10 |
5.884 |
5.390 |
0.494 |
8.8% |
0.157 |
2.8% |
41% |
False |
False |
2,098 |
20 |
5.990 |
5.390 |
0.600 |
10.7% |
0.148 |
2.6% |
34% |
False |
False |
1,909 |
40 |
6.160 |
5.390 |
0.770 |
13.8% |
0.152 |
2.7% |
26% |
False |
False |
2,014 |
60 |
6.160 |
4.970 |
1.190 |
21.3% |
0.157 |
2.8% |
52% |
False |
False |
1,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.468 |
2.618 |
6.186 |
1.618 |
6.013 |
1.000 |
5.906 |
0.618 |
5.840 |
HIGH |
5.733 |
0.618 |
5.667 |
0.500 |
5.647 |
0.382 |
5.626 |
LOW |
5.560 |
0.618 |
5.453 |
1.000 |
5.387 |
1.618 |
5.280 |
2.618 |
5.107 |
4.250 |
4.825 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.647 |
5.722 |
PP |
5.628 |
5.679 |
S1 |
5.610 |
5.635 |
|