NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.545 |
5.599 |
0.054 |
1.0% |
5.591 |
| High |
5.545 |
5.607 |
0.062 |
1.1% |
5.726 |
| Low |
5.447 |
5.502 |
0.055 |
1.0% |
5.404 |
| Close |
5.502 |
5.599 |
0.097 |
1.8% |
5.677 |
| Range |
0.098 |
0.105 |
0.007 |
7.1% |
0.322 |
| ATR |
0.188 |
0.182 |
-0.006 |
-3.2% |
0.000 |
| Volume |
8,060 |
7,550 |
-510 |
-6.3% |
19,755 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.884 |
5.847 |
5.657 |
|
| R3 |
5.779 |
5.742 |
5.628 |
|
| R2 |
5.674 |
5.674 |
5.618 |
|
| R1 |
5.637 |
5.637 |
5.609 |
5.652 |
| PP |
5.569 |
5.569 |
5.569 |
5.577 |
| S1 |
5.532 |
5.532 |
5.589 |
5.547 |
| S2 |
5.464 |
5.464 |
5.580 |
|
| S3 |
5.359 |
5.427 |
5.570 |
|
| S4 |
5.254 |
5.322 |
5.541 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.568 |
6.445 |
5.854 |
|
| R3 |
6.246 |
6.123 |
5.766 |
|
| R2 |
5.924 |
5.924 |
5.736 |
|
| R1 |
5.801 |
5.801 |
5.707 |
5.863 |
| PP |
5.602 |
5.602 |
5.602 |
5.633 |
| S1 |
5.479 |
5.479 |
5.647 |
5.541 |
| S2 |
5.280 |
5.280 |
5.618 |
|
| S3 |
4.958 |
5.157 |
5.588 |
|
| S4 |
4.636 |
4.835 |
5.500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.810 |
5.447 |
0.363 |
6.5% |
0.159 |
2.8% |
42% |
False |
False |
7,023 |
| 10 |
5.810 |
5.290 |
0.520 |
9.3% |
0.160 |
2.9% |
59% |
False |
False |
5,517 |
| 20 |
5.900 |
5.265 |
0.635 |
11.3% |
0.165 |
2.9% |
53% |
False |
False |
4,656 |
| 40 |
6.075 |
5.265 |
0.810 |
14.5% |
0.175 |
3.1% |
41% |
False |
False |
3,735 |
| 60 |
6.075 |
4.848 |
1.227 |
21.9% |
0.185 |
3.3% |
61% |
False |
False |
3,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.053 |
|
2.618 |
5.882 |
|
1.618 |
5.777 |
|
1.000 |
5.712 |
|
0.618 |
5.672 |
|
HIGH |
5.607 |
|
0.618 |
5.567 |
|
0.500 |
5.555 |
|
0.382 |
5.542 |
|
LOW |
5.502 |
|
0.618 |
5.437 |
|
1.000 |
5.397 |
|
1.618 |
5.332 |
|
2.618 |
5.227 |
|
4.250 |
5.056 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.584 |
5.582 |
| PP |
5.569 |
5.565 |
| S1 |
5.555 |
5.549 |
|