NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.487 |
5.658 |
0.171 |
3.1% |
5.640 |
High |
5.736 |
5.869 |
0.133 |
2.3% |
5.869 |
Low |
5.480 |
5.650 |
0.170 |
3.1% |
5.444 |
Close |
5.615 |
5.819 |
0.204 |
3.6% |
5.819 |
Range |
0.256 |
0.219 |
-0.037 |
-14.5% |
0.425 |
ATR |
0.275 |
0.274 |
-0.002 |
-0.6% |
0.000 |
Volume |
72,278 |
115,564 |
43,286 |
59.9% |
443,575 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.436 |
6.347 |
5.939 |
|
R3 |
6.217 |
6.128 |
5.879 |
|
R2 |
5.998 |
5.998 |
5.859 |
|
R1 |
5.909 |
5.909 |
5.839 |
5.954 |
PP |
5.779 |
5.779 |
5.779 |
5.802 |
S1 |
5.690 |
5.690 |
5.799 |
5.735 |
S2 |
5.560 |
5.560 |
5.779 |
|
S3 |
5.341 |
5.471 |
5.759 |
|
S4 |
5.122 |
5.252 |
5.699 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.986 |
6.827 |
6.053 |
|
R3 |
6.561 |
6.402 |
5.936 |
|
R2 |
6.136 |
6.136 |
5.897 |
|
R1 |
5.977 |
5.977 |
5.858 |
6.057 |
PP |
5.711 |
5.711 |
5.711 |
5.750 |
S1 |
5.552 |
5.552 |
5.780 |
5.632 |
S2 |
5.286 |
5.286 |
5.741 |
|
S3 |
4.861 |
5.127 |
5.702 |
|
S4 |
4.436 |
4.702 |
5.585 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.869 |
5.444 |
0.425 |
7.3% |
0.218 |
3.8% |
88% |
True |
False |
120,873 |
10 |
5.869 |
5.354 |
0.515 |
8.9% |
0.250 |
4.3% |
90% |
True |
False |
122,974 |
20 |
6.108 |
5.354 |
0.754 |
13.0% |
0.265 |
4.5% |
62% |
False |
False |
94,689 |
40 |
6.108 |
4.520 |
1.588 |
27.3% |
0.272 |
4.7% |
82% |
False |
False |
70,338 |
60 |
6.108 |
4.520 |
1.588 |
27.3% |
0.249 |
4.3% |
82% |
False |
False |
51,393 |
80 |
6.300 |
4.520 |
1.780 |
30.6% |
0.243 |
4.2% |
73% |
False |
False |
40,134 |
100 |
6.300 |
4.520 |
1.780 |
30.6% |
0.235 |
4.0% |
73% |
False |
False |
32,663 |
120 |
6.300 |
4.520 |
1.780 |
30.6% |
0.216 |
3.7% |
73% |
False |
False |
27,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.800 |
2.618 |
6.442 |
1.618 |
6.223 |
1.000 |
6.088 |
0.618 |
6.004 |
HIGH |
5.869 |
0.618 |
5.785 |
0.500 |
5.760 |
0.382 |
5.734 |
LOW |
5.650 |
0.618 |
5.515 |
1.000 |
5.431 |
1.618 |
5.296 |
2.618 |
5.077 |
4.250 |
4.719 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.799 |
5.768 |
PP |
5.779 |
5.717 |
S1 |
5.760 |
5.667 |
|