NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.661 |
5.760 |
0.099 |
1.7% |
5.725 |
High |
5.810 |
5.781 |
-0.029 |
-0.5% |
5.940 |
Low |
5.661 |
5.547 |
-0.114 |
-2.0% |
5.462 |
Close |
5.802 |
5.563 |
-0.239 |
-4.1% |
5.505 |
Range |
0.149 |
0.234 |
0.085 |
57.0% |
0.478 |
ATR |
0.240 |
0.241 |
0.001 |
0.5% |
0.000 |
Volume |
17,392 |
16,704 |
-688 |
-4.0% |
48,351 |
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.332 |
6.182 |
5.692 |
|
R3 |
6.098 |
5.948 |
5.627 |
|
R2 |
5.864 |
5.864 |
5.606 |
|
R1 |
5.714 |
5.714 |
5.584 |
5.672 |
PP |
5.630 |
5.630 |
5.630 |
5.610 |
S1 |
5.480 |
5.480 |
5.542 |
5.438 |
S2 |
5.396 |
5.396 |
5.520 |
|
S3 |
5.162 |
5.246 |
5.499 |
|
S4 |
4.928 |
5.012 |
5.434 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.070 |
6.765 |
5.768 |
|
R3 |
6.592 |
6.287 |
5.636 |
|
R2 |
6.114 |
6.114 |
5.593 |
|
R1 |
5.809 |
5.809 |
5.549 |
5.723 |
PP |
5.636 |
5.636 |
5.636 |
5.592 |
S1 |
5.331 |
5.331 |
5.461 |
5.245 |
S2 |
5.158 |
5.158 |
5.417 |
|
S3 |
4.680 |
4.853 |
5.374 |
|
S4 |
4.202 |
4.375 |
5.242 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.940 |
5.462 |
0.478 |
8.6% |
0.218 |
3.9% |
21% |
False |
False |
14,011 |
10 |
5.940 |
5.462 |
0.478 |
8.6% |
0.226 |
4.1% |
21% |
False |
False |
14,341 |
20 |
5.940 |
4.820 |
1.120 |
20.1% |
0.229 |
4.1% |
66% |
False |
False |
18,190 |
40 |
5.940 |
4.595 |
1.345 |
24.2% |
0.216 |
3.9% |
72% |
False |
False |
14,887 |
60 |
6.180 |
4.595 |
1.585 |
28.5% |
0.209 |
3.8% |
61% |
False |
False |
12,576 |
80 |
6.180 |
4.595 |
1.585 |
28.5% |
0.206 |
3.7% |
61% |
False |
False |
11,023 |
100 |
6.180 |
4.595 |
1.585 |
28.5% |
0.190 |
3.4% |
61% |
False |
False |
9,402 |
120 |
6.180 |
4.595 |
1.585 |
28.5% |
0.182 |
3.3% |
61% |
False |
False |
8,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.776 |
2.618 |
6.394 |
1.618 |
6.160 |
1.000 |
6.015 |
0.618 |
5.926 |
HIGH |
5.781 |
0.618 |
5.692 |
0.500 |
5.664 |
0.382 |
5.636 |
LOW |
5.547 |
0.618 |
5.402 |
1.000 |
5.313 |
1.618 |
5.168 |
2.618 |
4.934 |
4.250 |
4.553 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.664 |
5.636 |
PP |
5.630 |
5.612 |
S1 |
5.597 |
5.587 |
|