NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 06-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.800 |
5.652 |
-0.148 |
-2.6% |
5.804 |
High |
5.821 |
6.000 |
0.179 |
3.1% |
5.992 |
Low |
5.574 |
5.617 |
0.043 |
0.8% |
5.472 |
Close |
5.593 |
5.941 |
0.348 |
6.2% |
5.532 |
Range |
0.247 |
0.383 |
0.136 |
55.1% |
0.520 |
ATR |
0.259 |
0.270 |
0.011 |
4.1% |
0.000 |
Volume |
31,238 |
36,431 |
5,193 |
16.6% |
66,220 |
|
Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.002 |
6.854 |
6.152 |
|
R3 |
6.619 |
6.471 |
6.046 |
|
R2 |
6.236 |
6.236 |
6.011 |
|
R1 |
6.088 |
6.088 |
5.976 |
6.162 |
PP |
5.853 |
5.853 |
5.853 |
5.890 |
S1 |
5.705 |
5.705 |
5.906 |
5.779 |
S2 |
5.470 |
5.470 |
5.871 |
|
S3 |
5.087 |
5.322 |
5.836 |
|
S4 |
4.704 |
4.939 |
5.730 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.225 |
6.899 |
5.818 |
|
R3 |
6.705 |
6.379 |
5.675 |
|
R2 |
6.185 |
6.185 |
5.627 |
|
R1 |
5.859 |
5.859 |
5.580 |
5.762 |
PP |
5.665 |
5.665 |
5.665 |
5.617 |
S1 |
5.339 |
5.339 |
5.484 |
5.242 |
S2 |
5.145 |
5.145 |
5.437 |
|
S3 |
4.625 |
4.819 |
5.389 |
|
S4 |
4.105 |
4.299 |
5.246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.000 |
5.472 |
0.528 |
8.9% |
0.279 |
4.7% |
89% |
True |
False |
25,199 |
10 |
6.000 |
5.472 |
0.528 |
8.9% |
0.252 |
4.2% |
89% |
True |
False |
23,289 |
20 |
6.000 |
4.937 |
1.063 |
17.9% |
0.251 |
4.2% |
94% |
True |
False |
34,115 |
40 |
6.000 |
4.550 |
1.450 |
24.4% |
0.240 |
4.0% |
96% |
True |
False |
24,759 |
60 |
6.242 |
4.550 |
1.692 |
28.5% |
0.232 |
3.9% |
82% |
False |
False |
19,439 |
80 |
6.242 |
4.550 |
1.692 |
28.5% |
0.225 |
3.8% |
82% |
False |
False |
16,292 |
100 |
6.242 |
4.550 |
1.692 |
28.5% |
0.209 |
3.5% |
82% |
False |
False |
13,873 |
120 |
6.242 |
4.550 |
1.692 |
28.5% |
0.200 |
3.4% |
82% |
False |
False |
12,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.628 |
2.618 |
7.003 |
1.618 |
6.620 |
1.000 |
6.383 |
0.618 |
6.237 |
HIGH |
6.000 |
0.618 |
5.854 |
0.500 |
5.809 |
0.382 |
5.763 |
LOW |
5.617 |
0.618 |
5.380 |
1.000 |
5.234 |
1.618 |
4.997 |
2.618 |
4.614 |
4.250 |
3.989 |
|
|
Fisher Pivots for day following 06-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.897 |
5.890 |
PP |
5.853 |
5.838 |
S1 |
5.809 |
5.787 |
|