NYMEX Natural Gas Future September 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 |
5.681 |
5.672 |
-0.009 |
-0.2% |
5.879 |
| High |
5.800 |
5.702 |
-0.098 |
-1.7% |
5.971 |
| Low |
5.669 |
5.511 |
-0.158 |
-2.8% |
5.390 |
| Close |
5.681 |
5.672 |
-0.009 |
-0.2% |
5.425 |
| Range |
0.131 |
0.191 |
0.060 |
45.8% |
0.581 |
| ATR |
0.176 |
0.177 |
0.001 |
0.6% |
0.000 |
| Volume |
1,803 |
1,648 |
-155 |
-8.6% |
9,291 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.201 |
6.128 |
5.777 |
|
| R3 |
6.010 |
5.937 |
5.725 |
|
| R2 |
5.819 |
5.819 |
5.707 |
|
| R1 |
5.746 |
5.746 |
5.690 |
5.768 |
| PP |
5.628 |
5.628 |
5.628 |
5.639 |
| S1 |
5.555 |
5.555 |
5.654 |
5.577 |
| S2 |
5.437 |
5.437 |
5.637 |
|
| S3 |
5.246 |
5.364 |
5.619 |
|
| S4 |
5.055 |
5.173 |
5.567 |
|
|
| 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 |
5.396 |
0.404 |
7.1% |
0.147 |
2.6% |
68% |
False |
False |
1,903 |
| 10 |
5.987 |
5.390 |
0.597 |
10.5% |
0.135 |
2.4% |
47% |
False |
False |
1,762 |
| 20 |
6.160 |
5.390 |
0.770 |
13.6% |
0.145 |
2.6% |
37% |
False |
False |
1,761 |
| 40 |
6.160 |
5.363 |
0.797 |
14.1% |
0.156 |
2.7% |
39% |
False |
False |
1,979 |
| 60 |
6.160 |
4.970 |
1.190 |
21.0% |
0.154 |
2.7% |
59% |
False |
False |
1,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.514 |
|
2.618 |
6.202 |
|
1.618 |
6.011 |
|
1.000 |
5.893 |
|
0.618 |
5.820 |
|
HIGH |
5.702 |
|
0.618 |
5.629 |
|
0.500 |
5.607 |
|
0.382 |
5.584 |
|
LOW |
5.511 |
|
0.618 |
5.393 |
|
1.000 |
5.320 |
|
1.618 |
5.202 |
|
2.618 |
5.011 |
|
4.250 |
4.699 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.650 |
5.667 |
| PP |
5.628 |
5.661 |
| S1 |
5.607 |
5.656 |
|