NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 11-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.703 |
5.495 |
-0.208 |
-3.6% |
5.661 |
High |
5.741 |
5.580 |
-0.161 |
-2.8% |
5.930 |
Low |
5.546 |
5.331 |
-0.215 |
-3.9% |
5.546 |
Close |
5.664 |
5.405 |
-0.259 |
-4.6% |
5.664 |
Range |
0.195 |
0.249 |
0.054 |
27.7% |
0.384 |
ATR |
0.246 |
0.252 |
0.006 |
2.5% |
0.000 |
Volume |
32,131 |
23,034 |
-9,097 |
-28.3% |
121,377 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.186 |
6.044 |
5.542 |
|
R3 |
5.937 |
5.795 |
5.473 |
|
R2 |
5.688 |
5.688 |
5.451 |
|
R1 |
5.546 |
5.546 |
5.428 |
5.493 |
PP |
5.439 |
5.439 |
5.439 |
5.412 |
S1 |
5.297 |
5.297 |
5.382 |
5.244 |
S2 |
5.190 |
5.190 |
5.359 |
|
S3 |
4.941 |
5.048 |
5.337 |
|
S4 |
4.692 |
4.799 |
5.268 |
|
|
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 |
5.331 |
0.599 |
11.1% |
0.255 |
4.7% |
12% |
False |
True |
25,403 |
10 |
5.940 |
5.331 |
0.609 |
11.3% |
0.234 |
4.3% |
12% |
False |
True |
19,276 |
20 |
5.940 |
5.256 |
0.684 |
12.7% |
0.221 |
4.1% |
22% |
False |
False |
19,333 |
40 |
5.940 |
4.595 |
1.345 |
24.9% |
0.228 |
4.2% |
60% |
False |
False |
16,604 |
60 |
6.180 |
4.595 |
1.585 |
29.3% |
0.212 |
3.9% |
51% |
False |
False |
13,939 |
80 |
6.180 |
4.595 |
1.585 |
29.3% |
0.205 |
3.8% |
51% |
False |
False |
12,123 |
100 |
6.180 |
4.595 |
1.585 |
29.3% |
0.197 |
3.6% |
51% |
False |
False |
10,411 |
120 |
6.180 |
4.595 |
1.585 |
29.3% |
0.185 |
3.4% |
51% |
False |
False |
9,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.638 |
2.618 |
6.232 |
1.618 |
5.983 |
1.000 |
5.829 |
0.618 |
5.734 |
HIGH |
5.580 |
0.618 |
5.485 |
0.500 |
5.456 |
0.382 |
5.426 |
LOW |
5.331 |
0.618 |
5.177 |
1.000 |
5.082 |
1.618 |
4.928 |
2.618 |
4.679 |
4.250 |
4.273 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.456 |
5.631 |
PP |
5.439 |
5.555 |
S1 |
5.422 |
5.480 |
|