NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.658 |
5.821 |
0.163 |
2.9% |
5.640 |
High |
5.869 |
5.854 |
-0.015 |
-0.3% |
5.869 |
Low |
5.650 |
5.671 |
0.021 |
0.4% |
5.444 |
Close |
5.819 |
5.722 |
-0.097 |
-1.7% |
5.819 |
Range |
0.219 |
0.183 |
-0.036 |
-16.4% |
0.425 |
ATR |
0.274 |
0.267 |
-0.006 |
-2.4% |
0.000 |
Volume |
115,564 |
104,038 |
-11,526 |
-10.0% |
443,575 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.298 |
6.193 |
5.823 |
|
R3 |
6.115 |
6.010 |
5.772 |
|
R2 |
5.932 |
5.932 |
5.756 |
|
R1 |
5.827 |
5.827 |
5.739 |
5.788 |
PP |
5.749 |
5.749 |
5.749 |
5.730 |
S1 |
5.644 |
5.644 |
5.705 |
5.605 |
S2 |
5.566 |
5.566 |
5.688 |
|
S3 |
5.383 |
5.461 |
5.672 |
|
S4 |
5.200 |
5.278 |
5.621 |
|
|
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 |
7.4% |
0.212 |
3.7% |
65% |
False |
False |
109,522 |
10 |
5.869 |
5.354 |
0.515 |
9.0% |
0.245 |
4.3% |
71% |
False |
False |
119,866 |
20 |
6.108 |
5.354 |
0.754 |
13.2% |
0.261 |
4.6% |
49% |
False |
False |
97,205 |
40 |
6.108 |
4.520 |
1.588 |
27.8% |
0.271 |
4.7% |
76% |
False |
False |
72,433 |
60 |
6.108 |
4.520 |
1.588 |
27.8% |
0.249 |
4.4% |
76% |
False |
False |
52,998 |
80 |
6.300 |
4.520 |
1.780 |
31.1% |
0.241 |
4.2% |
68% |
False |
False |
41,403 |
100 |
6.300 |
4.520 |
1.780 |
31.1% |
0.236 |
4.1% |
68% |
False |
False |
33,682 |
120 |
6.300 |
4.520 |
1.780 |
31.1% |
0.215 |
3.8% |
68% |
False |
False |
28,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.632 |
2.618 |
6.333 |
1.618 |
6.150 |
1.000 |
6.037 |
0.618 |
5.967 |
HIGH |
5.854 |
0.618 |
5.784 |
0.500 |
5.763 |
0.382 |
5.741 |
LOW |
5.671 |
0.618 |
5.558 |
1.000 |
5.488 |
1.618 |
5.375 |
2.618 |
5.192 |
4.250 |
4.893 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.763 |
5.706 |
PP |
5.749 |
5.690 |
S1 |
5.736 |
5.675 |
|