NYMEX Natural Gas Future September 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 |
5.672 |
5.735 |
0.063 |
1.1% |
5.689 |
| High |
5.702 |
5.817 |
0.115 |
2.0% |
5.817 |
| Low |
5.511 |
5.647 |
0.136 |
2.5% |
5.511 |
| Close |
5.672 |
5.768 |
0.096 |
1.7% |
5.768 |
| Range |
0.191 |
0.170 |
-0.021 |
-11.0% |
0.306 |
| ATR |
0.177 |
0.176 |
0.000 |
-0.3% |
0.000 |
| Volume |
1,648 |
2,244 |
596 |
36.2% |
8,686 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.254 |
6.181 |
5.862 |
|
| R3 |
6.084 |
6.011 |
5.815 |
|
| R2 |
5.914 |
5.914 |
5.799 |
|
| R1 |
5.841 |
5.841 |
5.784 |
5.878 |
| PP |
5.744 |
5.744 |
5.744 |
5.762 |
| S1 |
5.671 |
5.671 |
5.752 |
5.708 |
| S2 |
5.574 |
5.574 |
5.737 |
|
| S3 |
5.404 |
5.501 |
5.721 |
|
| S4 |
5.234 |
5.331 |
5.675 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.617 |
6.498 |
5.936 |
|
| R3 |
6.311 |
6.192 |
5.852 |
|
| R2 |
6.005 |
6.005 |
5.824 |
|
| R1 |
5.886 |
5.886 |
5.796 |
5.946 |
| PP |
5.699 |
5.699 |
5.699 |
5.728 |
| S1 |
5.580 |
5.580 |
5.740 |
5.640 |
| S2 |
5.393 |
5.393 |
5.712 |
|
| S3 |
5.087 |
5.274 |
5.684 |
|
| S4 |
4.781 |
4.968 |
5.600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.817 |
5.511 |
0.306 |
5.3% |
0.150 |
2.6% |
84% |
True |
False |
1,737 |
| 10 |
5.971 |
5.390 |
0.581 |
10.1% |
0.142 |
2.5% |
65% |
False |
False |
1,797 |
| 20 |
5.990 |
5.390 |
0.600 |
10.4% |
0.143 |
2.5% |
63% |
False |
False |
1,753 |
| 40 |
6.160 |
5.363 |
0.797 |
13.8% |
0.157 |
2.7% |
51% |
False |
False |
1,999 |
| 60 |
6.160 |
4.970 |
1.190 |
20.6% |
0.154 |
2.7% |
67% |
False |
False |
1,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.540 |
|
2.618 |
6.262 |
|
1.618 |
6.092 |
|
1.000 |
5.987 |
|
0.618 |
5.922 |
|
HIGH |
5.817 |
|
0.618 |
5.752 |
|
0.500 |
5.732 |
|
0.382 |
5.712 |
|
LOW |
5.647 |
|
0.618 |
5.542 |
|
1.000 |
5.477 |
|
1.618 |
5.372 |
|
2.618 |
5.202 |
|
4.250 |
4.925 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.756 |
5.733 |
| PP |
5.744 |
5.699 |
| S1 |
5.732 |
5.664 |
|