NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.449 |
5.542 |
0.093 |
1.7% |
5.677 |
High |
5.565 |
5.755 |
0.190 |
3.4% |
6.027 |
Low |
5.327 |
5.399 |
0.072 |
1.4% |
5.574 |
Close |
5.552 |
5.704 |
0.152 |
2.7% |
5.712 |
Range |
0.238 |
0.356 |
0.118 |
49.6% |
0.453 |
ATR |
0.274 |
0.279 |
0.006 |
2.2% |
0.000 |
Volume |
62,121 |
50,083 |
-12,038 |
-19.4% |
205,216 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.687 |
6.552 |
5.900 |
|
R3 |
6.331 |
6.196 |
5.802 |
|
R2 |
5.975 |
5.975 |
5.769 |
|
R1 |
5.840 |
5.840 |
5.737 |
5.908 |
PP |
5.619 |
5.619 |
5.619 |
5.653 |
S1 |
5.484 |
5.484 |
5.671 |
5.552 |
S2 |
5.263 |
5.263 |
5.639 |
|
S3 |
4.907 |
5.128 |
5.606 |
|
S4 |
4.551 |
4.772 |
5.508 |
|
|
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 |
5.327 |
0.700 |
12.3% |
0.280 |
4.9% |
54% |
False |
False |
54,281 |
10 |
6.027 |
5.327 |
0.700 |
12.3% |
0.279 |
4.9% |
54% |
False |
False |
39,740 |
20 |
6.027 |
5.327 |
0.700 |
12.3% |
0.254 |
4.5% |
54% |
False |
False |
33,742 |
40 |
6.027 |
4.550 |
1.477 |
25.9% |
0.255 |
4.5% |
78% |
False |
False |
29,772 |
60 |
6.242 |
4.550 |
1.692 |
29.7% |
0.235 |
4.1% |
68% |
False |
False |
23,304 |
80 |
6.242 |
4.550 |
1.692 |
29.7% |
0.227 |
4.0% |
68% |
False |
False |
19,200 |
100 |
6.242 |
4.550 |
1.692 |
29.7% |
0.219 |
3.8% |
68% |
False |
False |
16,452 |
120 |
6.242 |
4.550 |
1.692 |
29.7% |
0.205 |
3.6% |
68% |
False |
False |
14,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.268 |
2.618 |
6.687 |
1.618 |
6.331 |
1.000 |
6.111 |
0.618 |
5.975 |
HIGH |
5.755 |
0.618 |
5.619 |
0.500 |
5.577 |
0.382 |
5.535 |
LOW |
5.399 |
0.618 |
5.179 |
1.000 |
5.043 |
1.618 |
4.823 |
2.618 |
4.467 |
4.250 |
3.886 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.662 |
5.650 |
PP |
5.619 |
5.595 |
S1 |
5.577 |
5.541 |
|