NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.542 |
5.721 |
0.179 |
3.2% |
5.677 |
High |
5.755 |
5.769 |
0.014 |
0.2% |
6.027 |
Low |
5.399 |
5.458 |
0.059 |
1.1% |
5.574 |
Close |
5.704 |
5.570 |
-0.134 |
-2.3% |
5.712 |
Range |
0.356 |
0.311 |
-0.045 |
-12.6% |
0.453 |
ATR |
0.279 |
0.282 |
0.002 |
0.8% |
0.000 |
Volume |
50,083 |
91,159 |
41,076 |
82.0% |
205,216 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.532 |
6.362 |
5.741 |
|
R3 |
6.221 |
6.051 |
5.656 |
|
R2 |
5.910 |
5.910 |
5.627 |
|
R1 |
5.740 |
5.740 |
5.599 |
5.670 |
PP |
5.599 |
5.599 |
5.599 |
5.564 |
S1 |
5.429 |
5.429 |
5.541 |
5.359 |
S2 |
5.288 |
5.288 |
5.513 |
|
S3 |
4.977 |
5.118 |
5.484 |
|
S4 |
4.666 |
4.807 |
5.399 |
|
|
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 |
5.810 |
5.327 |
0.483 |
8.7% |
0.278 |
5.0% |
50% |
False |
False |
59,884 |
10 |
6.027 |
5.327 |
0.700 |
12.6% |
0.288 |
5.2% |
35% |
False |
False |
47,078 |
20 |
6.027 |
5.327 |
0.700 |
12.6% |
0.261 |
4.7% |
35% |
False |
False |
37,030 |
40 |
6.027 |
4.550 |
1.477 |
26.5% |
0.257 |
4.6% |
69% |
False |
False |
31,740 |
60 |
6.242 |
4.550 |
1.692 |
30.4% |
0.237 |
4.3% |
60% |
False |
False |
24,687 |
80 |
6.242 |
4.550 |
1.692 |
30.4% |
0.229 |
4.1% |
60% |
False |
False |
20,278 |
100 |
6.242 |
4.550 |
1.692 |
30.4% |
0.221 |
4.0% |
60% |
False |
False |
17,329 |
120 |
6.242 |
4.550 |
1.692 |
30.4% |
0.206 |
3.7% |
60% |
False |
False |
14,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.091 |
2.618 |
6.583 |
1.618 |
6.272 |
1.000 |
6.080 |
0.618 |
5.961 |
HIGH |
5.769 |
0.618 |
5.650 |
0.500 |
5.614 |
0.382 |
5.577 |
LOW |
5.458 |
0.618 |
5.266 |
1.000 |
5.147 |
1.618 |
4.955 |
2.618 |
4.644 |
4.250 |
4.136 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.614 |
5.563 |
PP |
5.599 |
5.555 |
S1 |
5.585 |
5.548 |
|