NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.954 |
5.763 |
-0.191 |
-3.2% |
5.677 |
High |
6.027 |
5.810 |
-0.217 |
-3.6% |
6.027 |
Low |
5.707 |
5.586 |
-0.121 |
-2.1% |
5.574 |
Close |
5.756 |
5.712 |
-0.044 |
-0.8% |
5.712 |
Range |
0.320 |
0.224 |
-0.096 |
-30.0% |
0.453 |
ATR |
0.273 |
0.270 |
-0.004 |
-1.3% |
0.000 |
Volume |
63,140 |
50,039 |
-13,101 |
-20.7% |
205,216 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.375 |
6.267 |
5.835 |
|
R3 |
6.151 |
6.043 |
5.774 |
|
R2 |
5.927 |
5.927 |
5.753 |
|
R1 |
5.819 |
5.819 |
5.733 |
5.761 |
PP |
5.703 |
5.703 |
5.703 |
5.674 |
S1 |
5.595 |
5.595 |
5.691 |
5.537 |
S2 |
5.479 |
5.479 |
5.671 |
|
S3 |
5.255 |
5.371 |
5.650 |
|
S4 |
5.031 |
5.147 |
5.589 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.130 |
6.874 |
5.961 |
|
R3 |
6.677 |
6.421 |
5.837 |
|
R2 |
6.224 |
6.224 |
5.795 |
|
R1 |
5.968 |
5.968 |
5.754 |
6.096 |
PP |
5.771 |
5.771 |
5.771 |
5.835 |
S1 |
5.515 |
5.515 |
5.670 |
5.643 |
S2 |
5.318 |
5.318 |
5.629 |
|
S3 |
4.865 |
5.062 |
5.587 |
|
S4 |
4.412 |
4.609 |
5.463 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.027 |
5.574 |
0.453 |
7.9% |
0.270 |
4.7% |
30% |
False |
False |
41,043 |
10 |
6.027 |
5.472 |
0.555 |
9.7% |
0.260 |
4.6% |
43% |
False |
False |
29,327 |
20 |
6.027 |
4.937 |
1.090 |
19.1% |
0.255 |
4.5% |
71% |
False |
False |
33,648 |
40 |
6.027 |
4.550 |
1.477 |
25.9% |
0.244 |
4.3% |
79% |
False |
False |
26,783 |
60 |
6.242 |
4.550 |
1.692 |
29.6% |
0.233 |
4.1% |
69% |
False |
False |
21,061 |
80 |
6.242 |
4.550 |
1.692 |
29.6% |
0.226 |
4.0% |
69% |
False |
False |
17,515 |
100 |
6.242 |
4.550 |
1.692 |
29.6% |
0.213 |
3.7% |
69% |
False |
False |
14,943 |
120 |
6.242 |
4.550 |
1.692 |
29.6% |
0.202 |
3.5% |
69% |
False |
False |
12,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.762 |
2.618 |
6.396 |
1.618 |
6.172 |
1.000 |
6.034 |
0.618 |
5.948 |
HIGH |
5.810 |
0.618 |
5.724 |
0.500 |
5.698 |
0.382 |
5.672 |
LOW |
5.586 |
0.618 |
5.448 |
1.000 |
5.362 |
1.618 |
5.224 |
2.618 |
5.000 |
4.250 |
4.634 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.707 |
5.807 |
PP |
5.703 |
5.775 |
S1 |
5.698 |
5.744 |
|