NYMEX Natural Gas Future September 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 |
5.600 |
5.669 |
0.069 |
1.2% |
5.689 |
| High |
5.649 |
5.698 |
0.049 |
0.9% |
5.817 |
| Low |
5.548 |
5.599 |
0.051 |
0.9% |
5.511 |
| Close |
5.600 |
5.693 |
0.093 |
1.7% |
5.768 |
| Range |
0.101 |
0.099 |
-0.002 |
-2.0% |
0.306 |
| ATR |
0.173 |
0.167 |
-0.005 |
-3.0% |
0.000 |
| Volume |
4,683 |
2,858 |
-1,825 |
-39.0% |
8,686 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.960 |
5.926 |
5.747 |
|
| R3 |
5.861 |
5.827 |
5.720 |
|
| R2 |
5.762 |
5.762 |
5.711 |
|
| R1 |
5.728 |
5.728 |
5.702 |
5.745 |
| PP |
5.663 |
5.663 |
5.663 |
5.672 |
| S1 |
5.629 |
5.629 |
5.684 |
5.646 |
| S2 |
5.564 |
5.564 |
5.675 |
|
| S3 |
5.465 |
5.530 |
5.666 |
|
| S4 |
5.366 |
5.431 |
5.639 |
|
|
| 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 |
5.548 |
0.336 |
5.9% |
0.150 |
2.6% |
43% |
False |
False |
3,085 |
| 10 |
5.884 |
5.396 |
0.488 |
8.6% |
0.149 |
2.6% |
61% |
False |
False |
2,494 |
| 20 |
5.990 |
5.390 |
0.600 |
10.5% |
0.139 |
2.4% |
51% |
False |
False |
2,112 |
| 40 |
6.160 |
5.390 |
0.770 |
13.5% |
0.148 |
2.6% |
39% |
False |
False |
2,117 |
| 60 |
6.160 |
4.970 |
1.190 |
20.9% |
0.158 |
2.8% |
61% |
False |
False |
2,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.119 |
|
2.618 |
5.957 |
|
1.618 |
5.858 |
|
1.000 |
5.797 |
|
0.618 |
5.759 |
|
HIGH |
5.698 |
|
0.618 |
5.660 |
|
0.500 |
5.649 |
|
0.382 |
5.637 |
|
LOW |
5.599 |
|
0.618 |
5.538 |
|
1.000 |
5.500 |
|
1.618 |
5.439 |
|
2.618 |
5.340 |
|
4.250 |
5.178 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.678 |
5.676 |
| PP |
5.663 |
5.658 |
| S1 |
5.649 |
5.641 |
|