NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.707 |
5.460 |
-0.247 |
-4.3% |
5.640 |
High |
5.721 |
5.482 |
-0.239 |
-4.2% |
5.869 |
Low |
5.434 |
5.223 |
-0.211 |
-3.9% |
5.444 |
Close |
5.485 |
5.274 |
-0.211 |
-3.8% |
5.819 |
Range |
0.287 |
0.259 |
-0.028 |
-9.8% |
0.425 |
ATR |
0.269 |
0.268 |
0.000 |
-0.2% |
0.000 |
Volume |
85,294 |
65,645 |
-19,649 |
-23.0% |
443,575 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.103 |
5.948 |
5.416 |
|
R3 |
5.844 |
5.689 |
5.345 |
|
R2 |
5.585 |
5.585 |
5.321 |
|
R1 |
5.430 |
5.430 |
5.298 |
5.378 |
PP |
5.326 |
5.326 |
5.326 |
5.301 |
S1 |
5.171 |
5.171 |
5.250 |
5.119 |
S2 |
5.067 |
5.067 |
5.227 |
|
S3 |
4.808 |
4.912 |
5.203 |
|
S4 |
4.549 |
4.653 |
5.132 |
|
|
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 |
5.223 |
0.646 |
12.2% |
0.241 |
4.6% |
8% |
False |
True |
88,563 |
10 |
5.869 |
5.223 |
0.646 |
12.2% |
0.250 |
4.7% |
8% |
False |
True |
112,766 |
20 |
6.108 |
5.223 |
0.885 |
16.8% |
0.263 |
5.0% |
6% |
False |
True |
101,034 |
40 |
6.108 |
4.520 |
1.588 |
30.1% |
0.263 |
5.0% |
47% |
False |
False |
75,031 |
60 |
6.108 |
4.520 |
1.588 |
30.1% |
0.251 |
4.8% |
47% |
False |
False |
55,254 |
80 |
6.300 |
4.520 |
1.780 |
33.8% |
0.243 |
4.6% |
42% |
False |
False |
43,177 |
100 |
6.300 |
4.520 |
1.780 |
33.8% |
0.239 |
4.5% |
42% |
False |
False |
35,152 |
120 |
6.300 |
4.520 |
1.780 |
33.8% |
0.217 |
4.1% |
42% |
False |
False |
29,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.583 |
2.618 |
6.160 |
1.618 |
5.901 |
1.000 |
5.741 |
0.618 |
5.642 |
HIGH |
5.482 |
0.618 |
5.383 |
0.500 |
5.353 |
0.382 |
5.322 |
LOW |
5.223 |
0.618 |
5.063 |
1.000 |
4.964 |
1.618 |
4.804 |
2.618 |
4.545 |
4.250 |
4.122 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.353 |
5.539 |
PP |
5.326 |
5.450 |
S1 |
5.300 |
5.362 |
|