NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.587 |
5.640 |
0.053 |
0.9% |
5.576 |
High |
5.732 |
5.687 |
-0.045 |
-0.8% |
5.804 |
Low |
5.519 |
5.444 |
-0.075 |
-1.4% |
5.354 |
Close |
5.691 |
5.557 |
-0.134 |
-2.4% |
5.691 |
Range |
0.213 |
0.243 |
0.030 |
14.1% |
0.450 |
ATR |
0.289 |
0.286 |
-0.003 |
-1.0% |
0.000 |
Volume |
160,793 |
105,406 |
-55,387 |
-34.4% |
651,055 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.292 |
6.167 |
5.691 |
|
R3 |
6.049 |
5.924 |
5.624 |
|
R2 |
5.806 |
5.806 |
5.602 |
|
R1 |
5.681 |
5.681 |
5.579 |
5.622 |
PP |
5.563 |
5.563 |
5.563 |
5.533 |
S1 |
5.438 |
5.438 |
5.535 |
5.379 |
S2 |
5.320 |
5.320 |
5.512 |
|
S3 |
5.077 |
5.195 |
5.490 |
|
S4 |
4.834 |
4.952 |
5.423 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.966 |
6.779 |
5.939 |
|
R3 |
6.516 |
6.329 |
5.815 |
|
R2 |
6.066 |
6.066 |
5.774 |
|
R1 |
5.879 |
5.879 |
5.732 |
5.973 |
PP |
5.616 |
5.616 |
5.616 |
5.663 |
S1 |
5.429 |
5.429 |
5.650 |
5.523 |
S2 |
5.166 |
5.166 |
5.609 |
|
S3 |
4.716 |
4.979 |
5.567 |
|
S4 |
4.266 |
4.529 |
5.444 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.804 |
5.354 |
0.450 |
8.1% |
0.276 |
5.0% |
45% |
False |
False |
131,061 |
10 |
6.108 |
5.354 |
0.754 |
13.6% |
0.288 |
5.2% |
27% |
False |
False |
121,053 |
20 |
6.108 |
5.354 |
0.754 |
13.6% |
0.269 |
4.8% |
27% |
False |
False |
87,791 |
40 |
6.108 |
4.520 |
1.588 |
28.6% |
0.270 |
4.9% |
65% |
False |
False |
63,065 |
60 |
6.172 |
4.520 |
1.652 |
29.7% |
0.250 |
4.5% |
63% |
False |
False |
46,120 |
80 |
6.300 |
4.520 |
1.780 |
32.0% |
0.241 |
4.3% |
58% |
False |
False |
36,024 |
100 |
6.300 |
4.520 |
1.780 |
32.0% |
0.232 |
4.2% |
58% |
False |
False |
29,352 |
120 |
6.300 |
4.520 |
1.780 |
32.0% |
0.215 |
3.9% |
58% |
False |
False |
24,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.720 |
2.618 |
6.323 |
1.618 |
6.080 |
1.000 |
5.930 |
0.618 |
5.837 |
HIGH |
5.687 |
0.618 |
5.594 |
0.500 |
5.566 |
0.382 |
5.537 |
LOW |
5.444 |
0.618 |
5.294 |
1.000 |
5.201 |
1.618 |
5.051 |
2.618 |
4.808 |
4.250 |
4.411 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.566 |
5.624 |
PP |
5.563 |
5.602 |
S1 |
5.560 |
5.579 |
|