NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5.735 |
5.873 |
0.138 |
2.4% |
5.689 |
| High |
5.817 |
5.884 |
0.067 |
1.2% |
5.817 |
| Low |
5.647 |
5.677 |
0.030 |
0.5% |
5.511 |
| Close |
5.768 |
5.675 |
-0.093 |
-1.6% |
5.768 |
| Range |
0.170 |
0.207 |
0.037 |
21.8% |
0.306 |
| ATR |
0.176 |
0.178 |
0.002 |
1.2% |
0.000 |
| Volume |
2,244 |
3,341 |
1,097 |
48.9% |
8,686 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.366 |
6.228 |
5.789 |
|
| R3 |
6.159 |
6.021 |
5.732 |
|
| R2 |
5.952 |
5.952 |
5.713 |
|
| R1 |
5.814 |
5.814 |
5.694 |
5.780 |
| PP |
5.745 |
5.745 |
5.745 |
5.728 |
| S1 |
5.607 |
5.607 |
5.656 |
5.573 |
| S2 |
5.538 |
5.538 |
5.637 |
|
| S3 |
5.331 |
5.400 |
5.618 |
|
| S4 |
5.124 |
5.193 |
5.561 |
|
|
| 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 |
5.884 |
5.511 |
0.373 |
6.6% |
0.162 |
2.9% |
44% |
True |
False |
2,095 |
| 10 |
5.884 |
5.390 |
0.494 |
8.7% |
0.153 |
2.7% |
58% |
True |
False |
2,008 |
| 20 |
5.990 |
5.390 |
0.600 |
10.6% |
0.148 |
2.6% |
48% |
False |
False |
1,855 |
| 40 |
6.160 |
5.368 |
0.792 |
14.0% |
0.157 |
2.8% |
39% |
False |
False |
2,002 |
| 60 |
6.160 |
4.970 |
1.190 |
21.0% |
0.155 |
2.7% |
59% |
False |
False |
1,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.764 |
|
2.618 |
6.426 |
|
1.618 |
6.219 |
|
1.000 |
6.091 |
|
0.618 |
6.012 |
|
HIGH |
5.884 |
|
0.618 |
5.805 |
|
0.500 |
5.781 |
|
0.382 |
5.756 |
|
LOW |
5.677 |
|
0.618 |
5.549 |
|
1.000 |
5.470 |
|
1.618 |
5.342 |
|
2.618 |
5.135 |
|
4.250 |
4.797 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.781 |
5.698 |
| PP |
5.745 |
5.690 |
| S1 |
5.710 |
5.683 |
|