NYMEX Natural Gas Future April 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 |
5.217 |
5.405 |
0.188 |
3.6% |
5.706 |
| High |
5.410 |
5.505 |
0.095 |
1.8% |
5.724 |
| Low |
5.214 |
5.357 |
0.143 |
2.7% |
5.056 |
| Close |
5.405 |
5.432 |
0.027 |
0.5% |
5.120 |
| Range |
0.196 |
0.148 |
-0.048 |
-24.5% |
0.668 |
| ATR |
0.233 |
0.227 |
-0.006 |
-2.6% |
0.000 |
| Volume |
25,506 |
31,847 |
6,341 |
24.9% |
137,313 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.875 |
5.802 |
5.513 |
|
| R3 |
5.727 |
5.654 |
5.473 |
|
| R2 |
5.579 |
5.579 |
5.459 |
|
| R1 |
5.506 |
5.506 |
5.446 |
5.543 |
| PP |
5.431 |
5.431 |
5.431 |
5.450 |
| S1 |
5.358 |
5.358 |
5.418 |
5.395 |
| S2 |
5.283 |
5.283 |
5.405 |
|
| S3 |
5.135 |
5.210 |
5.391 |
|
| S4 |
4.987 |
5.062 |
5.351 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.304 |
6.880 |
5.487 |
|
| R3 |
6.636 |
6.212 |
5.304 |
|
| R2 |
5.968 |
5.968 |
5.242 |
|
| R1 |
5.544 |
5.544 |
5.181 |
5.422 |
| PP |
5.300 |
5.300 |
5.300 |
5.239 |
| S1 |
4.876 |
4.876 |
5.059 |
4.754 |
| S2 |
4.632 |
4.632 |
4.998 |
|
| S3 |
3.964 |
4.208 |
4.936 |
|
| S4 |
3.296 |
3.540 |
4.753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.505 |
5.056 |
0.449 |
8.3% |
0.191 |
3.5% |
84% |
True |
False |
28,310 |
| 10 |
5.738 |
5.056 |
0.682 |
12.6% |
0.193 |
3.5% |
55% |
False |
False |
26,210 |
| 20 |
5.930 |
5.056 |
0.874 |
16.1% |
0.222 |
4.1% |
43% |
False |
False |
26,377 |
| 40 |
5.940 |
4.671 |
1.269 |
23.4% |
0.223 |
4.1% |
60% |
False |
False |
22,406 |
| 60 |
5.940 |
4.595 |
1.345 |
24.8% |
0.217 |
4.0% |
62% |
False |
False |
18,620 |
| 80 |
6.180 |
4.595 |
1.585 |
29.2% |
0.211 |
3.9% |
53% |
False |
False |
15,935 |
| 100 |
6.180 |
4.595 |
1.585 |
29.2% |
0.211 |
3.9% |
53% |
False |
False |
13,963 |
| 120 |
6.180 |
4.595 |
1.585 |
29.2% |
0.194 |
3.6% |
53% |
False |
False |
12,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.134 |
|
2.618 |
5.892 |
|
1.618 |
5.744 |
|
1.000 |
5.653 |
|
0.618 |
5.596 |
|
HIGH |
5.505 |
|
0.618 |
5.448 |
|
0.500 |
5.431 |
|
0.382 |
5.414 |
|
LOW |
5.357 |
|
0.618 |
5.266 |
|
1.000 |
5.209 |
|
1.618 |
5.118 |
|
2.618 |
4.970 |
|
4.250 |
4.728 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.432 |
5.386 |
| PP |
5.431 |
5.341 |
| S1 |
5.431 |
5.295 |
|