NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 06-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.760 |
5.584 |
-0.176 |
-3.1% |
5.725 |
High |
5.781 |
5.910 |
0.129 |
2.2% |
5.940 |
Low |
5.547 |
5.580 |
0.033 |
0.6% |
5.462 |
Close |
5.563 |
5.861 |
0.298 |
5.4% |
5.505 |
Range |
0.234 |
0.330 |
0.096 |
41.0% |
0.478 |
ATR |
0.241 |
0.248 |
0.008 |
3.2% |
0.000 |
Volume |
16,704 |
17,779 |
1,075 |
6.4% |
48,351 |
|
Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.774 |
6.647 |
6.043 |
|
R3 |
6.444 |
6.317 |
5.952 |
|
R2 |
6.114 |
6.114 |
5.922 |
|
R1 |
5.987 |
5.987 |
5.891 |
6.051 |
PP |
5.784 |
5.784 |
5.784 |
5.815 |
S1 |
5.657 |
5.657 |
5.831 |
5.721 |
S2 |
5.454 |
5.454 |
5.801 |
|
S3 |
5.124 |
5.327 |
5.770 |
|
S4 |
4.794 |
4.997 |
5.680 |
|
|
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 |
5.910 |
5.462 |
0.448 |
7.6% |
0.248 |
4.2% |
89% |
True |
False |
14,511 |
10 |
5.940 |
5.462 |
0.478 |
8.2% |
0.231 |
3.9% |
83% |
False |
False |
14,488 |
20 |
5.940 |
4.971 |
0.969 |
16.5% |
0.229 |
3.9% |
92% |
False |
False |
18,397 |
40 |
5.940 |
4.595 |
1.345 |
22.9% |
0.222 |
3.8% |
94% |
False |
False |
15,130 |
60 |
6.180 |
4.595 |
1.585 |
27.0% |
0.211 |
3.6% |
80% |
False |
False |
12,763 |
80 |
6.180 |
4.595 |
1.585 |
27.0% |
0.205 |
3.5% |
80% |
False |
False |
11,177 |
100 |
6.180 |
4.595 |
1.585 |
27.0% |
0.192 |
3.3% |
80% |
False |
False |
9,559 |
120 |
6.180 |
4.595 |
1.585 |
27.0% |
0.182 |
3.1% |
80% |
False |
False |
8,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.313 |
2.618 |
6.774 |
1.618 |
6.444 |
1.000 |
6.240 |
0.618 |
6.114 |
HIGH |
5.910 |
0.618 |
5.784 |
0.500 |
5.745 |
0.382 |
5.706 |
LOW |
5.580 |
0.618 |
5.376 |
1.000 |
5.250 |
1.618 |
5.046 |
2.618 |
4.716 |
4.250 |
4.178 |
|
|
Fisher Pivots for day following 06-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.822 |
5.817 |
PP |
5.784 |
5.773 |
S1 |
5.745 |
5.729 |
|