NYMEX Natural Gas Future May 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 |
5.440 |
5.463 |
0.023 |
0.4% |
5.731 |
| High |
5.571 |
5.500 |
-0.071 |
-1.3% |
5.754 |
| Low |
5.397 |
5.253 |
-0.144 |
-2.7% |
5.110 |
| Close |
5.436 |
5.428 |
-0.008 |
-0.1% |
5.171 |
| Range |
0.174 |
0.247 |
0.073 |
42.0% |
0.644 |
| ATR |
0.211 |
0.213 |
0.003 |
1.2% |
0.000 |
| Volume |
17,977 |
22,509 |
4,532 |
25.2% |
68,767 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.135 |
6.028 |
5.564 |
|
| R3 |
5.888 |
5.781 |
5.496 |
|
| R2 |
5.641 |
5.641 |
5.473 |
|
| R1 |
5.534 |
5.534 |
5.451 |
5.464 |
| PP |
5.394 |
5.394 |
5.394 |
5.359 |
| S1 |
5.287 |
5.287 |
5.405 |
5.217 |
| S2 |
5.147 |
5.147 |
5.383 |
|
| S3 |
4.900 |
5.040 |
5.360 |
|
| S4 |
4.653 |
4.793 |
5.292 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.277 |
6.868 |
5.525 |
|
| R3 |
6.633 |
6.224 |
5.348 |
|
| R2 |
5.989 |
5.989 |
5.289 |
|
| R1 |
5.580 |
5.580 |
5.230 |
5.463 |
| PP |
5.345 |
5.345 |
5.345 |
5.286 |
| S1 |
4.936 |
4.936 |
5.112 |
4.819 |
| S2 |
4.701 |
4.701 |
5.053 |
|
| S3 |
4.057 |
4.292 |
4.994 |
|
| S4 |
3.413 |
3.648 |
4.817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.571 |
5.139 |
0.432 |
8.0% |
0.184 |
3.4% |
67% |
False |
False |
17,133 |
| 10 |
5.767 |
5.110 |
0.657 |
12.1% |
0.183 |
3.4% |
48% |
False |
False |
15,251 |
| 20 |
5.956 |
5.110 |
0.846 |
15.6% |
0.200 |
3.7% |
38% |
False |
False |
14,311 |
| 40 |
5.956 |
5.067 |
0.889 |
16.4% |
0.205 |
3.8% |
41% |
False |
False |
10,575 |
| 60 |
5.956 |
4.656 |
1.300 |
23.9% |
0.204 |
3.8% |
59% |
False |
False |
8,397 |
| 80 |
6.200 |
4.656 |
1.544 |
28.4% |
0.194 |
3.6% |
50% |
False |
False |
7,061 |
| 100 |
6.200 |
4.656 |
1.544 |
28.4% |
0.188 |
3.5% |
50% |
False |
False |
6,058 |
| 120 |
6.200 |
4.656 |
1.544 |
28.4% |
0.175 |
3.2% |
50% |
False |
False |
5,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.550 |
|
2.618 |
6.147 |
|
1.618 |
5.900 |
|
1.000 |
5.747 |
|
0.618 |
5.653 |
|
HIGH |
5.500 |
|
0.618 |
5.406 |
|
0.500 |
5.377 |
|
0.382 |
5.347 |
|
LOW |
5.253 |
|
0.618 |
5.100 |
|
1.000 |
5.006 |
|
1.618 |
4.853 |
|
2.618 |
4.606 |
|
4.250 |
4.203 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.411 |
5.423 |
| PP |
5.394 |
5.417 |
| S1 |
5.377 |
5.412 |
|