NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.640 |
5.595 |
-0.045 |
-0.8% |
5.576 |
High |
5.687 |
5.625 |
-0.062 |
-1.1% |
5.804 |
Low |
5.444 |
5.464 |
0.020 |
0.4% |
5.354 |
Close |
5.557 |
5.496 |
-0.061 |
-1.1% |
5.691 |
Range |
0.243 |
0.161 |
-0.082 |
-33.7% |
0.450 |
ATR |
0.286 |
0.277 |
-0.009 |
-3.1% |
0.000 |
Volume |
105,406 |
150,327 |
44,921 |
42.6% |
651,055 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.011 |
5.915 |
5.585 |
|
R3 |
5.850 |
5.754 |
5.540 |
|
R2 |
5.689 |
5.689 |
5.526 |
|
R1 |
5.593 |
5.593 |
5.511 |
5.561 |
PP |
5.528 |
5.528 |
5.528 |
5.512 |
S1 |
5.432 |
5.432 |
5.481 |
5.400 |
S2 |
5.367 |
5.367 |
5.466 |
|
S3 |
5.206 |
5.271 |
5.452 |
|
S4 |
5.045 |
5.110 |
5.407 |
|
|
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 |
5.432 |
0.372 |
6.8% |
0.258 |
4.7% |
17% |
False |
False |
136,968 |
10 |
6.108 |
5.354 |
0.754 |
13.7% |
0.280 |
5.1% |
19% |
False |
False |
128,200 |
20 |
6.108 |
5.354 |
0.754 |
13.7% |
0.268 |
4.9% |
19% |
False |
False |
90,750 |
40 |
6.108 |
4.520 |
1.588 |
28.9% |
0.270 |
4.9% |
61% |
False |
False |
66,375 |
60 |
6.108 |
4.520 |
1.588 |
28.9% |
0.249 |
4.5% |
61% |
False |
False |
48,479 |
80 |
6.300 |
4.520 |
1.780 |
32.4% |
0.241 |
4.4% |
55% |
False |
False |
37,856 |
100 |
6.300 |
4.520 |
1.780 |
32.4% |
0.233 |
4.2% |
55% |
False |
False |
30,836 |
120 |
6.300 |
4.520 |
1.780 |
32.4% |
0.215 |
3.9% |
55% |
False |
False |
26,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.309 |
2.618 |
6.046 |
1.618 |
5.885 |
1.000 |
5.786 |
0.618 |
5.724 |
HIGH |
5.625 |
0.618 |
5.563 |
0.500 |
5.545 |
0.382 |
5.526 |
LOW |
5.464 |
0.618 |
5.365 |
1.000 |
5.303 |
1.618 |
5.204 |
2.618 |
5.043 |
4.250 |
4.780 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.545 |
5.588 |
PP |
5.528 |
5.557 |
S1 |
5.512 |
5.527 |
|