NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.588 |
5.754 |
0.166 |
3.0% |
5.705 |
High |
5.785 |
5.804 |
0.019 |
0.3% |
6.108 |
Low |
5.432 |
5.483 |
0.051 |
0.9% |
5.615 |
Close |
5.733 |
5.588 |
-0.145 |
-2.5% |
5.749 |
Range |
0.353 |
0.321 |
-0.032 |
-9.1% |
0.493 |
ATR |
0.293 |
0.295 |
0.002 |
0.7% |
0.000 |
Volume |
109,931 |
158,387 |
48,456 |
44.1% |
513,483 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.588 |
6.409 |
5.765 |
|
R3 |
6.267 |
6.088 |
5.676 |
|
R2 |
5.946 |
5.946 |
5.647 |
|
R1 |
5.767 |
5.767 |
5.617 |
5.696 |
PP |
5.625 |
5.625 |
5.625 |
5.590 |
S1 |
5.446 |
5.446 |
5.559 |
5.375 |
S2 |
5.304 |
5.304 |
5.529 |
|
S3 |
4.983 |
5.125 |
5.500 |
|
S4 |
4.662 |
4.804 |
5.411 |
|
|
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 |
5.853 |
5.354 |
0.499 |
8.9% |
0.282 |
5.1% |
47% |
False |
False |
125,075 |
10 |
6.108 |
5.354 |
0.754 |
13.5% |
0.298 |
5.3% |
31% |
False |
False |
105,984 |
20 |
6.108 |
5.354 |
0.754 |
13.5% |
0.275 |
4.9% |
31% |
False |
False |
82,627 |
40 |
6.108 |
4.520 |
1.588 |
28.4% |
0.271 |
4.8% |
67% |
False |
False |
57,179 |
60 |
6.300 |
4.520 |
1.780 |
31.9% |
0.248 |
4.4% |
60% |
False |
False |
41,871 |
80 |
6.300 |
4.520 |
1.780 |
31.9% |
0.240 |
4.3% |
60% |
False |
False |
32,757 |
100 |
6.300 |
4.520 |
1.780 |
31.9% |
0.230 |
4.1% |
60% |
False |
False |
26,759 |
120 |
6.300 |
4.520 |
1.780 |
31.9% |
0.213 |
3.8% |
60% |
False |
False |
22,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.168 |
2.618 |
6.644 |
1.618 |
6.323 |
1.000 |
6.125 |
0.618 |
6.002 |
HIGH |
5.804 |
0.618 |
5.681 |
0.500 |
5.644 |
0.382 |
5.606 |
LOW |
5.483 |
0.618 |
5.285 |
1.000 |
5.162 |
1.618 |
4.964 |
2.618 |
4.643 |
4.250 |
4.119 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.644 |
5.585 |
PP |
5.625 |
5.582 |
S1 |
5.607 |
5.579 |
|