NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.399 |
5.328 |
-0.071 |
-1.3% |
5.217 |
| High |
5.442 |
5.353 |
-0.089 |
-1.6% |
5.557 |
| Low |
5.238 |
5.222 |
-0.016 |
-0.3% |
5.203 |
| Close |
5.265 |
5.278 |
0.013 |
0.2% |
5.483 |
| Range |
0.204 |
0.131 |
-0.073 |
-35.8% |
0.354 |
| ATR |
0.227 |
0.220 |
-0.007 |
-3.0% |
0.000 |
| Volume |
53,036 |
69,154 |
16,118 |
30.4% |
166,312 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.677 |
5.609 |
5.350 |
|
| R3 |
5.546 |
5.478 |
5.314 |
|
| R2 |
5.415 |
5.415 |
5.302 |
|
| R1 |
5.347 |
5.347 |
5.290 |
5.316 |
| PP |
5.284 |
5.284 |
5.284 |
5.269 |
| S1 |
5.216 |
5.216 |
5.266 |
5.185 |
| S2 |
5.153 |
5.153 |
5.254 |
|
| S3 |
5.022 |
5.085 |
5.242 |
|
| S4 |
4.891 |
4.954 |
5.206 |
|
|
| 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 |
8.2% |
0.214 |
4.0% |
17% |
False |
False |
50,161 |
| 10 |
5.638 |
5.056 |
0.582 |
11.0% |
0.196 |
3.7% |
38% |
False |
False |
39,851 |
| 20 |
5.738 |
5.056 |
0.682 |
12.9% |
0.210 |
4.0% |
33% |
False |
False |
32,767 |
| 40 |
5.940 |
5.056 |
0.884 |
16.7% |
0.216 |
4.1% |
25% |
False |
False |
26,099 |
| 60 |
5.940 |
4.595 |
1.345 |
25.5% |
0.223 |
4.2% |
51% |
False |
False |
22,378 |
| 80 |
6.180 |
4.595 |
1.585 |
30.0% |
0.213 |
4.0% |
43% |
False |
False |
18,924 |
| 100 |
6.180 |
4.595 |
1.585 |
30.0% |
0.206 |
3.9% |
43% |
False |
False |
16,477 |
| 120 |
6.180 |
4.595 |
1.585 |
30.0% |
0.200 |
3.8% |
43% |
False |
False |
14,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.910 |
|
2.618 |
5.696 |
|
1.618 |
5.565 |
|
1.000 |
5.484 |
|
0.618 |
5.434 |
|
HIGH |
5.353 |
|
0.618 |
5.303 |
|
0.500 |
5.288 |
|
0.382 |
5.272 |
|
LOW |
5.222 |
|
0.618 |
5.141 |
|
1.000 |
5.091 |
|
1.618 |
5.010 |
|
2.618 |
4.879 |
|
4.250 |
4.665 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.288 |
5.430 |
| PP |
5.284 |
5.379 |
| S1 |
5.281 |
5.329 |
|