NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.445 |
5.580 |
0.135 |
2.5% |
5.217 |
| High |
5.557 |
5.638 |
0.081 |
1.5% |
5.557 |
| Low |
5.357 |
5.367 |
0.010 |
0.2% |
5.203 |
| Close |
5.483 |
5.371 |
-0.112 |
-2.0% |
5.483 |
| Range |
0.200 |
0.271 |
0.071 |
35.5% |
0.354 |
| ATR |
0.225 |
0.229 |
0.003 |
1.4% |
0.000 |
| Volume |
40,875 |
52,970 |
12,095 |
29.6% |
166,312 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.272 |
6.092 |
5.520 |
|
| R3 |
6.001 |
5.821 |
5.446 |
|
| R2 |
5.730 |
5.730 |
5.421 |
|
| R1 |
5.550 |
5.550 |
5.396 |
5.505 |
| PP |
5.459 |
5.459 |
5.459 |
5.436 |
| S1 |
5.279 |
5.279 |
5.346 |
5.234 |
| S2 |
5.188 |
5.188 |
5.321 |
|
| S3 |
4.917 |
5.008 |
5.296 |
|
| S4 |
4.646 |
4.737 |
5.222 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.476 |
6.334 |
5.678 |
|
| R3 |
6.122 |
5.980 |
5.580 |
|
| R2 |
5.768 |
5.768 |
5.548 |
|
| R1 |
5.626 |
5.626 |
5.515 |
5.697 |
| PP |
5.414 |
5.414 |
5.414 |
5.450 |
| S1 |
5.272 |
5.272 |
5.451 |
5.343 |
| S2 |
5.060 |
5.060 |
5.418 |
|
| S3 |
4.706 |
4.918 |
5.386 |
|
| S4 |
4.352 |
4.564 |
5.288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.638 |
5.203 |
0.435 |
8.1% |
0.215 |
4.0% |
39% |
True |
False |
38,755 |
| 10 |
5.638 |
5.056 |
0.582 |
10.8% |
0.214 |
4.0% |
54% |
True |
False |
32,463 |
| 20 |
5.738 |
5.056 |
0.682 |
12.7% |
0.217 |
4.0% |
46% |
False |
False |
29,274 |
| 40 |
5.940 |
4.971 |
0.969 |
18.0% |
0.224 |
4.2% |
41% |
False |
False |
24,233 |
| 60 |
5.940 |
4.595 |
1.345 |
25.0% |
0.222 |
4.1% |
58% |
False |
False |
20,596 |
| 80 |
6.180 |
4.595 |
1.585 |
29.5% |
0.213 |
4.0% |
49% |
False |
False |
17,591 |
| 100 |
6.180 |
4.595 |
1.585 |
29.5% |
0.208 |
3.9% |
49% |
False |
False |
15,362 |
| 120 |
6.180 |
4.595 |
1.585 |
29.5% |
0.199 |
3.7% |
49% |
False |
False |
13,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.790 |
|
2.618 |
6.347 |
|
1.618 |
6.076 |
|
1.000 |
5.909 |
|
0.618 |
5.805 |
|
HIGH |
5.638 |
|
0.618 |
5.534 |
|
0.500 |
5.503 |
|
0.382 |
5.471 |
|
LOW |
5.367 |
|
0.618 |
5.200 |
|
1.000 |
5.096 |
|
1.618 |
4.929 |
|
2.618 |
4.658 |
|
4.250 |
4.215 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.503 |
5.421 |
| PP |
5.459 |
5.404 |
| S1 |
5.415 |
5.388 |
|