NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.485 |
5.588 |
0.103 |
1.9% |
5.705 |
High |
5.605 |
5.785 |
0.180 |
3.2% |
6.108 |
Low |
5.354 |
5.432 |
0.078 |
1.5% |
5.615 |
Close |
5.591 |
5.733 |
0.142 |
2.5% |
5.749 |
Range |
0.251 |
0.353 |
0.102 |
40.6% |
0.493 |
ATR |
0.288 |
0.293 |
0.005 |
1.6% |
0.000 |
Volume |
120,791 |
109,931 |
-10,860 |
-9.0% |
513,483 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.709 |
6.574 |
5.927 |
|
R3 |
6.356 |
6.221 |
5.830 |
|
R2 |
6.003 |
6.003 |
5.798 |
|
R1 |
5.868 |
5.868 |
5.765 |
5.936 |
PP |
5.650 |
5.650 |
5.650 |
5.684 |
S1 |
5.515 |
5.515 |
5.701 |
5.583 |
S2 |
5.297 |
5.297 |
5.668 |
|
S3 |
4.944 |
5.162 |
5.636 |
|
S4 |
4.591 |
4.809 |
5.539 |
|
|
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 |
5.354 |
0.754 |
13.2% |
0.287 |
5.0% |
50% |
False |
False |
121,519 |
10 |
6.108 |
5.354 |
0.754 |
13.2% |
0.289 |
5.0% |
50% |
False |
False |
95,631 |
20 |
6.108 |
5.354 |
0.754 |
13.2% |
0.269 |
4.7% |
50% |
False |
False |
76,854 |
40 |
6.108 |
4.520 |
1.588 |
27.7% |
0.269 |
4.7% |
76% |
False |
False |
53,638 |
60 |
6.300 |
4.520 |
1.780 |
31.0% |
0.246 |
4.3% |
68% |
False |
False |
39,333 |
80 |
6.300 |
4.520 |
1.780 |
31.0% |
0.238 |
4.1% |
68% |
False |
False |
30,806 |
100 |
6.300 |
4.520 |
1.780 |
31.0% |
0.227 |
4.0% |
68% |
False |
False |
25,197 |
120 |
6.300 |
4.520 |
1.780 |
31.0% |
0.211 |
3.7% |
68% |
False |
False |
21,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.285 |
2.618 |
6.709 |
1.618 |
6.356 |
1.000 |
6.138 |
0.618 |
6.003 |
HIGH |
5.785 |
0.618 |
5.650 |
0.500 |
5.609 |
0.382 |
5.567 |
LOW |
5.432 |
0.618 |
5.214 |
1.000 |
5.079 |
1.618 |
4.861 |
2.618 |
4.508 |
4.250 |
3.932 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.692 |
5.679 |
PP |
5.650 |
5.624 |
S1 |
5.609 |
5.570 |
|