NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.721 |
5.681 |
-0.040 |
-0.7% |
5.879 |
| High |
5.770 |
5.800 |
0.030 |
0.5% |
5.971 |
| Low |
5.658 |
5.669 |
0.011 |
0.2% |
5.390 |
| Close |
5.721 |
5.681 |
-0.040 |
-0.7% |
5.425 |
| Range |
0.112 |
0.131 |
0.019 |
17.0% |
0.581 |
| ATR |
0.179 |
0.176 |
-0.003 |
-1.9% |
0.000 |
| Volume |
1,441 |
1,803 |
362 |
25.1% |
9,291 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.110 |
6.026 |
5.753 |
|
| R3 |
5.979 |
5.895 |
5.717 |
|
| R2 |
5.848 |
5.848 |
5.705 |
|
| R1 |
5.764 |
5.764 |
5.693 |
5.747 |
| PP |
5.717 |
5.717 |
5.717 |
5.708 |
| S1 |
5.633 |
5.633 |
5.669 |
5.616 |
| S2 |
5.586 |
5.586 |
5.657 |
|
| S3 |
5.455 |
5.502 |
5.645 |
|
| S4 |
5.324 |
5.371 |
5.609 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.338 |
6.963 |
5.745 |
|
| R3 |
6.757 |
6.382 |
5.585 |
|
| R2 |
6.176 |
6.176 |
5.532 |
|
| R1 |
5.801 |
5.801 |
5.478 |
5.698 |
| PP |
5.595 |
5.595 |
5.595 |
5.544 |
| S1 |
5.220 |
5.220 |
5.372 |
5.117 |
| S2 |
5.014 |
5.014 |
5.318 |
|
| S3 |
4.433 |
4.639 |
5.265 |
|
| S4 |
3.852 |
4.058 |
5.105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.800 |
5.390 |
0.410 |
7.2% |
0.135 |
2.4% |
71% |
True |
False |
1,836 |
| 10 |
5.987 |
5.390 |
0.597 |
10.5% |
0.129 |
2.3% |
49% |
False |
False |
1,892 |
| 20 |
6.160 |
5.390 |
0.770 |
13.6% |
0.143 |
2.5% |
38% |
False |
False |
1,788 |
| 40 |
6.160 |
5.302 |
0.858 |
15.1% |
0.155 |
2.7% |
44% |
False |
False |
1,978 |
| 60 |
6.160 |
4.970 |
1.190 |
20.9% |
0.152 |
2.7% |
60% |
False |
False |
1,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.357 |
|
2.618 |
6.143 |
|
1.618 |
6.012 |
|
1.000 |
5.931 |
|
0.618 |
5.881 |
|
HIGH |
5.800 |
|
0.618 |
5.750 |
|
0.500 |
5.735 |
|
0.382 |
5.719 |
|
LOW |
5.669 |
|
0.618 |
5.588 |
|
1.000 |
5.538 |
|
1.618 |
5.457 |
|
2.618 |
5.326 |
|
4.250 |
5.112 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.735 |
5.678 |
| PP |
5.717 |
5.675 |
| S1 |
5.699 |
5.673 |
|