NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.749 |
5.660 |
-0.089 |
-1.5% |
5.596 |
High |
5.786 |
5.668 |
-0.118 |
-2.0% |
5.804 |
Low |
5.604 |
5.383 |
-0.221 |
-3.9% |
5.431 |
Close |
5.663 |
5.430 |
-0.233 |
-4.1% |
5.750 |
Range |
0.182 |
0.285 |
0.103 |
56.6% |
0.373 |
ATR |
0.255 |
0.257 |
0.002 |
0.8% |
0.000 |
Volume |
85,156 |
55,414 |
-29,742 |
-34.9% |
263,979 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.349 |
6.174 |
5.587 |
|
R3 |
6.064 |
5.889 |
5.508 |
|
R2 |
5.779 |
5.779 |
5.482 |
|
R1 |
5.604 |
5.604 |
5.456 |
5.549 |
PP |
5.494 |
5.494 |
5.494 |
5.466 |
S1 |
5.319 |
5.319 |
5.404 |
5.264 |
S2 |
5.209 |
5.209 |
5.378 |
|
S3 |
4.924 |
5.034 |
5.352 |
|
S4 |
4.639 |
4.749 |
5.273 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.781 |
6.638 |
5.955 |
|
R3 |
6.408 |
6.265 |
5.853 |
|
R2 |
6.035 |
6.035 |
5.818 |
|
R1 |
5.892 |
5.892 |
5.784 |
5.964 |
PP |
5.662 |
5.662 |
5.662 |
5.697 |
S1 |
5.519 |
5.519 |
5.716 |
5.591 |
S2 |
5.289 |
5.289 |
5.682 |
|
S3 |
4.916 |
5.146 |
5.647 |
|
S4 |
4.543 |
4.773 |
5.545 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.804 |
5.383 |
0.421 |
7.8% |
0.212 |
3.9% |
11% |
False |
True |
66,797 |
10 |
5.804 |
5.327 |
0.477 |
8.8% |
0.240 |
4.4% |
22% |
False |
False |
70,190 |
20 |
6.027 |
5.327 |
0.700 |
12.9% |
0.249 |
4.6% |
15% |
False |
False |
50,967 |
40 |
6.027 |
4.550 |
1.477 |
27.2% |
0.255 |
4.7% |
60% |
False |
False |
41,987 |
60 |
6.027 |
4.550 |
1.477 |
27.2% |
0.238 |
4.4% |
60% |
False |
False |
32,123 |
80 |
6.242 |
4.550 |
1.692 |
31.2% |
0.232 |
4.3% |
52% |
False |
False |
26,044 |
100 |
6.242 |
4.550 |
1.692 |
31.2% |
0.228 |
4.2% |
52% |
False |
False |
22,027 |
120 |
6.242 |
4.550 |
1.692 |
31.2% |
0.209 |
3.8% |
52% |
False |
False |
18,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.879 |
2.618 |
6.414 |
1.618 |
6.129 |
1.000 |
5.953 |
0.618 |
5.844 |
HIGH |
5.668 |
0.618 |
5.559 |
0.500 |
5.526 |
0.382 |
5.492 |
LOW |
5.383 |
0.618 |
5.207 |
1.000 |
5.098 |
1.618 |
4.922 |
2.618 |
4.637 |
4.250 |
4.172 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.526 |
5.594 |
PP |
5.494 |
5.539 |
S1 |
5.462 |
5.485 |
|