NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5.669 |
5.641 |
-0.028 |
-0.5% |
5.873 |
High |
5.698 |
5.780 |
0.082 |
1.4% |
5.884 |
Low |
5.599 |
5.570 |
-0.029 |
-0.5% |
5.548 |
Close |
5.693 |
5.726 |
0.033 |
0.6% |
5.726 |
Range |
0.099 |
0.210 |
0.111 |
112.1% |
0.336 |
ATR |
0.167 |
0.170 |
0.003 |
1.8% |
0.000 |
Volume |
2,858 |
1,779 |
-1,079 |
-37.8% |
14,963 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.322 |
6.234 |
5.842 |
|
R3 |
6.112 |
6.024 |
5.784 |
|
R2 |
5.902 |
5.902 |
5.765 |
|
R1 |
5.814 |
5.814 |
5.745 |
5.858 |
PP |
5.692 |
5.692 |
5.692 |
5.714 |
S1 |
5.604 |
5.604 |
5.707 |
5.648 |
S2 |
5.482 |
5.482 |
5.688 |
|
S3 |
5.272 |
5.394 |
5.668 |
|
S4 |
5.062 |
5.184 |
5.611 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.727 |
6.563 |
5.911 |
|
R3 |
6.391 |
6.227 |
5.818 |
|
R2 |
6.055 |
6.055 |
5.788 |
|
R1 |
5.891 |
5.891 |
5.757 |
5.805 |
PP |
5.719 |
5.719 |
5.719 |
5.677 |
S1 |
5.555 |
5.555 |
5.695 |
5.469 |
S2 |
5.383 |
5.383 |
5.664 |
|
S3 |
5.047 |
5.219 |
5.634 |
|
S4 |
4.711 |
4.883 |
5.541 |
|
|
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% |
0.158 |
2.8% |
53% |
False |
False |
2,992 |
10 |
5.884 |
5.511 |
0.373 |
6.5% |
0.154 |
2.7% |
58% |
False |
False |
2,364 |
20 |
5.987 |
5.390 |
0.597 |
10.4% |
0.137 |
2.4% |
56% |
False |
False |
2,110 |
40 |
6.160 |
5.390 |
0.770 |
13.4% |
0.151 |
2.6% |
44% |
False |
False |
2,127 |
60 |
6.160 |
4.970 |
1.190 |
20.8% |
0.158 |
2.8% |
64% |
False |
False |
2,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.673 |
2.618 |
6.330 |
1.618 |
6.120 |
1.000 |
5.990 |
0.618 |
5.910 |
HIGH |
5.780 |
0.618 |
5.700 |
0.500 |
5.675 |
0.382 |
5.650 |
LOW |
5.570 |
0.618 |
5.440 |
1.000 |
5.360 |
1.618 |
5.230 |
2.618 |
5.020 |
4.250 |
4.678 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5.709 |
5.705 |
PP |
5.692 |
5.685 |
S1 |
5.675 |
5.664 |
|