NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.733 |
5.600 |
-0.133 |
-2.3% |
5.689 |
High |
5.733 |
5.649 |
-0.084 |
-1.5% |
5.817 |
Low |
5.560 |
5.548 |
-0.012 |
-0.2% |
5.511 |
Close |
5.592 |
5.600 |
0.008 |
0.1% |
5.768 |
Range |
0.173 |
0.101 |
-0.072 |
-41.6% |
0.306 |
ATR |
0.178 |
0.173 |
-0.006 |
-3.1% |
0.000 |
Volume |
2,302 |
4,683 |
2,381 |
103.4% |
8,686 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.902 |
5.852 |
5.656 |
|
R3 |
5.801 |
5.751 |
5.628 |
|
R2 |
5.700 |
5.700 |
5.619 |
|
R1 |
5.650 |
5.650 |
5.609 |
5.651 |
PP |
5.599 |
5.599 |
5.599 |
5.599 |
S1 |
5.549 |
5.549 |
5.591 |
5.550 |
S2 |
5.498 |
5.498 |
5.581 |
|
S3 |
5.397 |
5.448 |
5.572 |
|
S4 |
5.296 |
5.347 |
5.544 |
|
|
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% |
0.168 |
3.0% |
24% |
False |
False |
2,843 |
10 |
5.884 |
5.390 |
0.494 |
8.8% |
0.152 |
2.7% |
43% |
False |
False |
2,340 |
20 |
5.990 |
5.390 |
0.600 |
10.7% |
0.149 |
2.7% |
35% |
False |
False |
2,036 |
40 |
6.160 |
5.390 |
0.770 |
13.8% |
0.150 |
2.7% |
27% |
False |
False |
2,079 |
60 |
6.160 |
4.970 |
1.190 |
21.3% |
0.158 |
2.8% |
53% |
False |
False |
1,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.078 |
2.618 |
5.913 |
1.618 |
5.812 |
1.000 |
5.750 |
0.618 |
5.711 |
HIGH |
5.649 |
0.618 |
5.610 |
0.500 |
5.599 |
0.382 |
5.587 |
LOW |
5.548 |
0.618 |
5.486 |
1.000 |
5.447 |
1.618 |
5.385 |
2.618 |
5.284 |
4.250 |
5.119 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.600 |
5.716 |
PP |
5.599 |
5.677 |
S1 |
5.599 |
5.639 |
|