NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.600 |
5.669 |
0.069 |
1.2% |
5.689 |
High |
5.649 |
5.698 |
0.049 |
0.9% |
5.817 |
Low |
5.548 |
5.599 |
0.051 |
0.9% |
5.511 |
Close |
5.600 |
5.693 |
0.093 |
1.7% |
5.768 |
Range |
0.101 |
0.099 |
-0.002 |
-2.0% |
0.306 |
ATR |
0.173 |
0.167 |
-0.005 |
-3.0% |
0.000 |
Volume |
4,683 |
2,858 |
-1,825 |
-39.0% |
8,686 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.960 |
5.926 |
5.747 |
|
R3 |
5.861 |
5.827 |
5.720 |
|
R2 |
5.762 |
5.762 |
5.711 |
|
R1 |
5.728 |
5.728 |
5.702 |
5.745 |
PP |
5.663 |
5.663 |
5.663 |
5.672 |
S1 |
5.629 |
5.629 |
5.684 |
5.646 |
S2 |
5.564 |
5.564 |
5.675 |
|
S3 |
5.465 |
5.530 |
5.666 |
|
S4 |
5.366 |
5.431 |
5.639 |
|
|
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 |
5.548 |
0.336 |
5.9% |
0.150 |
2.6% |
43% |
False |
False |
3,085 |
10 |
5.884 |
5.396 |
0.488 |
8.6% |
0.149 |
2.6% |
61% |
False |
False |
2,494 |
20 |
5.990 |
5.390 |
0.600 |
10.5% |
0.139 |
2.4% |
51% |
False |
False |
2,112 |
40 |
6.160 |
5.390 |
0.770 |
13.5% |
0.148 |
2.6% |
39% |
False |
False |
2,117 |
60 |
6.160 |
4.970 |
1.190 |
20.9% |
0.158 |
2.8% |
61% |
False |
False |
2,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.119 |
2.618 |
5.957 |
1.618 |
5.858 |
1.000 |
5.797 |
0.618 |
5.759 |
HIGH |
5.698 |
0.618 |
5.660 |
0.500 |
5.649 |
0.382 |
5.637 |
LOW |
5.599 |
0.618 |
5.538 |
1.000 |
5.500 |
1.618 |
5.439 |
2.618 |
5.340 |
4.250 |
5.178 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.678 |
5.676 |
PP |
5.663 |
5.658 |
S1 |
5.649 |
5.641 |
|