NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.821 |
5.707 |
-0.114 |
-2.0% |
5.640 |
High |
5.854 |
5.721 |
-0.133 |
-2.3% |
5.869 |
Low |
5.671 |
5.434 |
-0.237 |
-4.2% |
5.444 |
Close |
5.722 |
5.485 |
-0.237 |
-4.1% |
5.819 |
Range |
0.183 |
0.287 |
0.104 |
56.8% |
0.425 |
ATR |
0.267 |
0.269 |
0.001 |
0.5% |
0.000 |
Volume |
104,038 |
85,294 |
-18,744 |
-18.0% |
443,575 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.408 |
6.233 |
5.643 |
|
R3 |
6.121 |
5.946 |
5.564 |
|
R2 |
5.834 |
5.834 |
5.538 |
|
R1 |
5.659 |
5.659 |
5.511 |
5.603 |
PP |
5.547 |
5.547 |
5.547 |
5.519 |
S1 |
5.372 |
5.372 |
5.459 |
5.316 |
S2 |
5.260 |
5.260 |
5.432 |
|
S3 |
4.973 |
5.085 |
5.406 |
|
S4 |
4.686 |
4.798 |
5.327 |
|
|
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 |
5.434 |
0.435 |
7.9% |
0.221 |
4.0% |
12% |
False |
True |
105,500 |
10 |
5.869 |
5.354 |
0.515 |
9.4% |
0.249 |
4.5% |
25% |
False |
False |
118,280 |
20 |
6.108 |
5.354 |
0.754 |
13.7% |
0.260 |
4.7% |
17% |
False |
False |
99,463 |
40 |
6.108 |
4.520 |
1.588 |
29.0% |
0.268 |
4.9% |
61% |
False |
False |
74,017 |
60 |
6.108 |
4.520 |
1.588 |
29.0% |
0.250 |
4.6% |
61% |
False |
False |
54,344 |
80 |
6.300 |
4.520 |
1.780 |
32.5% |
0.243 |
4.4% |
54% |
False |
False |
42,408 |
100 |
6.300 |
4.520 |
1.780 |
32.5% |
0.237 |
4.3% |
54% |
False |
False |
34,516 |
120 |
6.300 |
4.520 |
1.780 |
32.5% |
0.217 |
3.9% |
54% |
False |
False |
29,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.941 |
2.618 |
6.472 |
1.618 |
6.185 |
1.000 |
6.008 |
0.618 |
5.898 |
HIGH |
5.721 |
0.618 |
5.611 |
0.500 |
5.578 |
0.382 |
5.544 |
LOW |
5.434 |
0.618 |
5.257 |
1.000 |
5.147 |
1.618 |
4.970 |
2.618 |
4.683 |
4.250 |
4.214 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.578 |
5.652 |
PP |
5.547 |
5.596 |
S1 |
5.516 |
5.541 |
|