NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.463 |
5.484 |
0.021 |
0.4% |
5.292 |
| High |
5.500 |
5.597 |
0.097 |
1.8% |
5.597 |
| Low |
5.253 |
5.411 |
0.158 |
3.0% |
5.253 |
| Close |
5.428 |
5.535 |
0.107 |
2.0% |
5.535 |
| Range |
0.247 |
0.186 |
-0.061 |
-24.7% |
0.344 |
| ATR |
0.213 |
0.211 |
-0.002 |
-0.9% |
0.000 |
| Volume |
22,509 |
23,319 |
810 |
3.6% |
93,737 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.072 |
5.990 |
5.637 |
|
| R3 |
5.886 |
5.804 |
5.586 |
|
| R2 |
5.700 |
5.700 |
5.569 |
|
| R1 |
5.618 |
5.618 |
5.552 |
5.659 |
| PP |
5.514 |
5.514 |
5.514 |
5.535 |
| S1 |
5.432 |
5.432 |
5.518 |
5.473 |
| S2 |
5.328 |
5.328 |
5.501 |
|
| S3 |
5.142 |
5.246 |
5.484 |
|
| S4 |
4.956 |
5.060 |
5.433 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.494 |
6.358 |
5.724 |
|
| R3 |
6.150 |
6.014 |
5.630 |
|
| R2 |
5.806 |
5.806 |
5.598 |
|
| R1 |
5.670 |
5.670 |
5.567 |
5.738 |
| PP |
5.462 |
5.462 |
5.462 |
5.496 |
| S1 |
5.326 |
5.326 |
5.503 |
5.394 |
| S2 |
5.118 |
5.118 |
5.472 |
|
| S3 |
4.774 |
4.982 |
5.440 |
|
| S4 |
4.430 |
4.638 |
5.346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.597 |
5.253 |
0.344 |
6.2% |
0.188 |
3.4% |
82% |
True |
False |
18,747 |
| 10 |
5.754 |
5.110 |
0.644 |
11.6% |
0.191 |
3.4% |
66% |
False |
False |
16,250 |
| 20 |
5.785 |
5.110 |
0.675 |
12.2% |
0.196 |
3.5% |
63% |
False |
False |
14,790 |
| 40 |
5.956 |
5.067 |
0.889 |
16.1% |
0.206 |
3.7% |
53% |
False |
False |
10,970 |
| 60 |
5.956 |
4.656 |
1.300 |
23.5% |
0.204 |
3.7% |
68% |
False |
False |
8,717 |
| 80 |
6.200 |
4.656 |
1.544 |
27.9% |
0.195 |
3.5% |
57% |
False |
False |
7,335 |
| 100 |
6.200 |
4.656 |
1.544 |
27.9% |
0.188 |
3.4% |
57% |
False |
False |
6,284 |
| 120 |
6.200 |
4.656 |
1.544 |
27.9% |
0.176 |
3.2% |
57% |
False |
False |
5,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.388 |
|
2.618 |
6.084 |
|
1.618 |
5.898 |
|
1.000 |
5.783 |
|
0.618 |
5.712 |
|
HIGH |
5.597 |
|
0.618 |
5.526 |
|
0.500 |
5.504 |
|
0.382 |
5.482 |
|
LOW |
5.411 |
|
0.618 |
5.296 |
|
1.000 |
5.225 |
|
1.618 |
5.110 |
|
2.618 |
4.924 |
|
4.250 |
4.621 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.525 |
5.498 |
| PP |
5.514 |
5.462 |
| S1 |
5.504 |
5.425 |
|