NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.441 |
5.406 |
-0.035 |
-0.6% |
5.749 |
| High |
5.558 |
5.500 |
-0.058 |
-1.0% |
5.786 |
| Low |
5.360 |
5.227 |
-0.133 |
-2.5% |
5.060 |
| Close |
5.419 |
5.416 |
-0.003 |
-0.1% |
5.131 |
| Range |
0.198 |
0.273 |
0.075 |
37.9% |
0.726 |
| ATR |
0.243 |
0.246 |
0.002 |
0.9% |
0.000 |
| Volume |
104,917 |
97,203 |
-7,714 |
-7.4% |
466,919 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.200 |
6.081 |
5.566 |
|
| R3 |
5.927 |
5.808 |
5.491 |
|
| R2 |
5.654 |
5.654 |
5.466 |
|
| R1 |
5.535 |
5.535 |
5.441 |
5.595 |
| PP |
5.381 |
5.381 |
5.381 |
5.411 |
| S1 |
5.262 |
5.262 |
5.391 |
5.322 |
| S2 |
5.108 |
5.108 |
5.366 |
|
| S3 |
4.835 |
4.989 |
5.341 |
|
| S4 |
4.562 |
4.716 |
5.266 |
|
|
| 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 |
5.558 |
5.094 |
0.464 |
8.6% |
0.207 |
3.8% |
69% |
False |
False |
98,981 |
| 10 |
5.804 |
5.060 |
0.744 |
13.7% |
0.217 |
4.0% |
48% |
False |
False |
92,193 |
| 20 |
6.027 |
5.060 |
0.967 |
17.9% |
0.235 |
4.3% |
37% |
False |
False |
78,767 |
| 40 |
6.027 |
4.937 |
1.090 |
20.1% |
0.243 |
4.5% |
44% |
False |
False |
56,441 |
| 60 |
6.027 |
4.550 |
1.477 |
27.3% |
0.238 |
4.4% |
59% |
False |
False |
42,762 |
| 80 |
6.242 |
4.550 |
1.692 |
31.2% |
0.233 |
4.3% |
51% |
False |
False |
34,271 |
| 100 |
6.242 |
4.550 |
1.692 |
31.2% |
0.227 |
4.2% |
51% |
False |
False |
28,787 |
| 120 |
6.242 |
4.550 |
1.692 |
31.2% |
0.214 |
3.9% |
51% |
False |
False |
24,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.660 |
|
2.618 |
6.215 |
|
1.618 |
5.942 |
|
1.000 |
5.773 |
|
0.618 |
5.669 |
|
HIGH |
5.500 |
|
0.618 |
5.396 |
|
0.500 |
5.364 |
|
0.382 |
5.331 |
|
LOW |
5.227 |
|
0.618 |
5.058 |
|
1.000 |
4.954 |
|
1.618 |
4.785 |
|
2.618 |
4.512 |
|
4.250 |
4.067 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.399 |
5.408 |
| PP |
5.381 |
5.400 |
| S1 |
5.364 |
5.393 |
|