NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.584 |
5.870 |
0.286 |
5.1% |
5.725 |
High |
5.910 |
5.930 |
0.020 |
0.3% |
5.940 |
Low |
5.580 |
5.661 |
0.081 |
1.5% |
5.462 |
Close |
5.861 |
5.704 |
-0.157 |
-2.7% |
5.505 |
Range |
0.330 |
0.269 |
-0.061 |
-18.5% |
0.478 |
ATR |
0.248 |
0.250 |
0.001 |
0.6% |
0.000 |
Volume |
17,779 |
37,371 |
19,592 |
110.2% |
48,351 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.572 |
6.407 |
5.852 |
|
R3 |
6.303 |
6.138 |
5.778 |
|
R2 |
6.034 |
6.034 |
5.753 |
|
R1 |
5.869 |
5.869 |
5.729 |
5.817 |
PP |
5.765 |
5.765 |
5.765 |
5.739 |
S1 |
5.600 |
5.600 |
5.679 |
5.548 |
S2 |
5.496 |
5.496 |
5.655 |
|
S3 |
5.227 |
5.331 |
5.630 |
|
S4 |
4.958 |
5.062 |
5.556 |
|
|
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 |
5.930 |
5.462 |
0.468 |
8.2% |
0.260 |
4.6% |
52% |
True |
False |
19,808 |
10 |
5.940 |
5.462 |
0.478 |
8.4% |
0.238 |
4.2% |
51% |
False |
False |
16,750 |
20 |
5.940 |
4.971 |
0.969 |
17.0% |
0.236 |
4.1% |
76% |
False |
False |
19,102 |
40 |
5.940 |
4.595 |
1.345 |
23.6% |
0.224 |
3.9% |
82% |
False |
False |
15,822 |
60 |
6.180 |
4.595 |
1.585 |
27.8% |
0.214 |
3.7% |
70% |
False |
False |
13,294 |
80 |
6.180 |
4.595 |
1.585 |
27.8% |
0.205 |
3.6% |
70% |
False |
False |
11,562 |
100 |
6.180 |
4.595 |
1.585 |
27.8% |
0.194 |
3.4% |
70% |
False |
False |
9,905 |
120 |
6.180 |
4.595 |
1.585 |
27.8% |
0.183 |
3.2% |
70% |
False |
False |
8,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.073 |
2.618 |
6.634 |
1.618 |
6.365 |
1.000 |
6.199 |
0.618 |
6.096 |
HIGH |
5.930 |
0.618 |
5.827 |
0.500 |
5.796 |
0.382 |
5.764 |
LOW |
5.661 |
0.618 |
5.495 |
1.000 |
5.392 |
1.618 |
5.226 |
2.618 |
4.957 |
4.250 |
4.518 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.796 |
5.739 |
PP |
5.765 |
5.727 |
S1 |
5.735 |
5.716 |
|