NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.870 |
5.703 |
-0.167 |
-2.8% |
5.661 |
High |
5.930 |
5.741 |
-0.189 |
-3.2% |
5.930 |
Low |
5.661 |
5.546 |
-0.115 |
-2.0% |
5.546 |
Close |
5.704 |
5.664 |
-0.040 |
-0.7% |
5.664 |
Range |
0.269 |
0.195 |
-0.074 |
-27.5% |
0.384 |
ATR |
0.250 |
0.246 |
-0.004 |
-1.6% |
0.000 |
Volume |
37,371 |
32,131 |
-5,240 |
-14.0% |
121,377 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.235 |
6.145 |
5.771 |
|
R3 |
6.040 |
5.950 |
5.718 |
|
R2 |
5.845 |
5.845 |
5.700 |
|
R1 |
5.755 |
5.755 |
5.682 |
5.703 |
PP |
5.650 |
5.650 |
5.650 |
5.624 |
S1 |
5.560 |
5.560 |
5.646 |
5.508 |
S2 |
5.455 |
5.455 |
5.628 |
|
S3 |
5.260 |
5.365 |
5.610 |
|
S4 |
5.065 |
5.170 |
5.557 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.865 |
6.649 |
5.875 |
|
R3 |
6.481 |
6.265 |
5.770 |
|
R2 |
6.097 |
6.097 |
5.734 |
|
R1 |
5.881 |
5.881 |
5.699 |
5.989 |
PP |
5.713 |
5.713 |
5.713 |
5.768 |
S1 |
5.497 |
5.497 |
5.629 |
5.605 |
S2 |
5.329 |
5.329 |
5.594 |
|
S3 |
4.945 |
5.113 |
5.558 |
|
S4 |
4.561 |
4.729 |
5.453 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.930 |
5.546 |
0.384 |
6.8% |
0.235 |
4.2% |
31% |
False |
True |
24,275 |
10 |
5.940 |
5.462 |
0.478 |
8.4% |
0.235 |
4.2% |
42% |
False |
False |
18,373 |
20 |
5.940 |
4.971 |
0.969 |
17.1% |
0.231 |
4.1% |
72% |
False |
False |
19,193 |
40 |
5.940 |
4.595 |
1.345 |
23.7% |
0.224 |
4.0% |
79% |
False |
False |
16,256 |
60 |
6.180 |
4.595 |
1.585 |
28.0% |
0.211 |
3.7% |
67% |
False |
False |
13,697 |
80 |
6.180 |
4.595 |
1.585 |
28.0% |
0.205 |
3.6% |
67% |
False |
False |
11,884 |
100 |
6.180 |
4.595 |
1.585 |
28.0% |
0.195 |
3.4% |
67% |
False |
False |
10,199 |
120 |
6.180 |
4.595 |
1.585 |
28.0% |
0.184 |
3.2% |
67% |
False |
False |
8,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.570 |
2.618 |
6.252 |
1.618 |
6.057 |
1.000 |
5.936 |
0.618 |
5.862 |
HIGH |
5.741 |
0.618 |
5.667 |
0.500 |
5.644 |
0.382 |
5.620 |
LOW |
5.546 |
0.618 |
5.425 |
1.000 |
5.351 |
1.618 |
5.230 |
2.618 |
5.035 |
4.250 |
4.717 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.657 |
5.738 |
PP |
5.650 |
5.713 |
S1 |
5.644 |
5.689 |
|