NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
6.033 |
5.827 |
-0.206 |
-3.4% |
5.705 |
High |
6.108 |
5.853 |
-0.255 |
-4.2% |
6.108 |
Low |
5.763 |
5.621 |
-0.142 |
-2.5% |
5.615 |
Close |
5.806 |
5.749 |
-0.057 |
-1.0% |
5.749 |
Range |
0.345 |
0.232 |
-0.113 |
-32.8% |
0.493 |
ATR |
0.288 |
0.284 |
-0.004 |
-1.4% |
0.000 |
Volume |
140,611 |
135,113 |
-5,498 |
-3.9% |
513,483 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.437 |
6.325 |
5.877 |
|
R3 |
6.205 |
6.093 |
5.813 |
|
R2 |
5.973 |
5.973 |
5.792 |
|
R1 |
5.861 |
5.861 |
5.770 |
5.801 |
PP |
5.741 |
5.741 |
5.741 |
5.711 |
S1 |
5.629 |
5.629 |
5.728 |
5.569 |
S2 |
5.509 |
5.509 |
5.706 |
|
S3 |
5.277 |
5.397 |
5.685 |
|
S4 |
5.045 |
5.165 |
5.621 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.303 |
7.019 |
6.020 |
|
R3 |
6.810 |
6.526 |
5.885 |
|
R2 |
6.317 |
6.317 |
5.839 |
|
R1 |
6.033 |
6.033 |
5.794 |
6.175 |
PP |
5.824 |
5.824 |
5.824 |
5.895 |
S1 |
5.540 |
5.540 |
5.704 |
5.682 |
S2 |
5.331 |
5.331 |
5.659 |
|
S3 |
4.838 |
5.047 |
5.613 |
|
S4 |
4.345 |
4.554 |
5.478 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.108 |
5.615 |
0.493 |
8.6% |
0.287 |
5.0% |
27% |
False |
False |
102,696 |
10 |
6.108 |
5.505 |
0.603 |
10.5% |
0.277 |
4.8% |
40% |
False |
False |
74,545 |
20 |
6.108 |
4.897 |
1.211 |
21.1% |
0.272 |
4.7% |
70% |
False |
False |
68,566 |
40 |
6.108 |
4.520 |
1.588 |
27.6% |
0.258 |
4.5% |
77% |
False |
False |
46,634 |
60 |
6.300 |
4.520 |
1.780 |
31.0% |
0.244 |
4.2% |
69% |
False |
False |
34,114 |
80 |
6.300 |
4.520 |
1.780 |
31.0% |
0.237 |
4.1% |
69% |
False |
False |
26,808 |
100 |
6.300 |
4.520 |
1.780 |
31.0% |
0.221 |
3.9% |
69% |
False |
False |
21,912 |
120 |
6.300 |
4.520 |
1.780 |
31.0% |
0.209 |
3.6% |
69% |
False |
False |
18,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.839 |
2.618 |
6.460 |
1.618 |
6.228 |
1.000 |
6.085 |
0.618 |
5.996 |
HIGH |
5.853 |
0.618 |
5.764 |
0.500 |
5.737 |
0.382 |
5.710 |
LOW |
5.621 |
0.618 |
5.478 |
1.000 |
5.389 |
1.618 |
5.246 |
2.618 |
5.014 |
4.250 |
4.635 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.745 |
5.865 |
PP |
5.741 |
5.826 |
S1 |
5.737 |
5.788 |
|