NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.247 |
5.436 |
0.189 |
3.6% |
5.749 |
| High |
5.450 |
5.538 |
0.088 |
1.6% |
5.786 |
| Low |
5.236 |
5.378 |
0.142 |
2.7% |
5.060 |
| Close |
5.434 |
5.454 |
0.020 |
0.4% |
5.131 |
| Range |
0.214 |
0.160 |
-0.054 |
-25.2% |
0.726 |
| ATR |
0.254 |
0.247 |
-0.007 |
-2.6% |
0.000 |
| Volume |
79,679 |
106,102 |
26,423 |
33.2% |
466,919 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.937 |
5.855 |
5.542 |
|
| R3 |
5.777 |
5.695 |
5.498 |
|
| R2 |
5.617 |
5.617 |
5.483 |
|
| R1 |
5.535 |
5.535 |
5.469 |
5.576 |
| PP |
5.457 |
5.457 |
5.457 |
5.477 |
| S1 |
5.375 |
5.375 |
5.439 |
5.416 |
| S2 |
5.297 |
5.297 |
5.425 |
|
| S3 |
5.137 |
5.215 |
5.410 |
|
| S4 |
4.977 |
5.055 |
5.366 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.504 |
7.043 |
5.530 |
|
| R3 |
6.778 |
6.317 |
5.331 |
|
| R2 |
6.052 |
6.052 |
5.264 |
|
| R1 |
5.591 |
5.591 |
5.198 |
5.459 |
| PP |
5.326 |
5.326 |
5.326 |
5.259 |
| S1 |
4.865 |
4.865 |
5.064 |
4.733 |
| S2 |
4.600 |
4.600 |
4.998 |
|
| S3 |
3.874 |
4.139 |
4.931 |
|
| S4 |
3.148 |
3.413 |
4.732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.538 |
5.060 |
0.478 |
8.8% |
0.204 |
3.7% |
82% |
True |
False |
102,426 |
| 10 |
5.804 |
5.060 |
0.744 |
13.6% |
0.208 |
3.8% |
53% |
False |
False |
84,611 |
| 20 |
6.027 |
5.060 |
0.967 |
17.7% |
0.243 |
4.5% |
41% |
False |
False |
72,045 |
| 40 |
6.027 |
4.580 |
1.447 |
26.5% |
0.245 |
4.5% |
60% |
False |
False |
52,439 |
| 60 |
6.027 |
4.550 |
1.477 |
27.1% |
0.237 |
4.3% |
61% |
False |
False |
39,802 |
| 80 |
6.242 |
4.550 |
1.692 |
31.0% |
0.231 |
4.2% |
53% |
False |
False |
31,955 |
| 100 |
6.242 |
4.550 |
1.692 |
31.0% |
0.230 |
4.2% |
53% |
False |
False |
26,910 |
| 120 |
6.242 |
4.550 |
1.692 |
31.0% |
0.212 |
3.9% |
53% |
False |
False |
23,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.218 |
|
2.618 |
5.957 |
|
1.618 |
5.797 |
|
1.000 |
5.698 |
|
0.618 |
5.637 |
|
HIGH |
5.538 |
|
0.618 |
5.477 |
|
0.500 |
5.458 |
|
0.382 |
5.439 |
|
LOW |
5.378 |
|
0.618 |
5.279 |
|
1.000 |
5.218 |
|
1.618 |
5.119 |
|
2.618 |
4.959 |
|
4.250 |
4.698 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.458 |
5.408 |
| PP |
5.457 |
5.362 |
| S1 |
5.455 |
5.316 |
|