NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.414 |
5.510 |
0.096 |
1.8% |
5.661 |
High |
5.524 |
5.710 |
0.186 |
3.4% |
5.930 |
Low |
5.312 |
5.377 |
0.065 |
1.2% |
5.546 |
Close |
5.520 |
5.668 |
0.148 |
2.7% |
5.664 |
Range |
0.212 |
0.333 |
0.121 |
57.1% |
0.384 |
ATR |
0.249 |
0.255 |
0.006 |
2.4% |
0.000 |
Volume |
29,303 |
25,562 |
-3,741 |
-12.8% |
121,377 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.584 |
6.459 |
5.851 |
|
R3 |
6.251 |
6.126 |
5.760 |
|
R2 |
5.918 |
5.918 |
5.729 |
|
R1 |
5.793 |
5.793 |
5.699 |
5.856 |
PP |
5.585 |
5.585 |
5.585 |
5.616 |
S1 |
5.460 |
5.460 |
5.637 |
5.523 |
S2 |
5.252 |
5.252 |
5.607 |
|
S3 |
4.919 |
5.127 |
5.576 |
|
S4 |
4.586 |
4.794 |
5.485 |
|
|
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 |
5.312 |
0.618 |
10.9% |
0.252 |
4.4% |
58% |
False |
False |
29,480 |
10 |
5.930 |
5.312 |
0.618 |
10.9% |
0.250 |
4.4% |
58% |
False |
False |
21,996 |
20 |
5.940 |
5.312 |
0.628 |
11.1% |
0.229 |
4.0% |
57% |
False |
False |
19,824 |
40 |
5.940 |
4.595 |
1.345 |
23.7% |
0.234 |
4.1% |
80% |
False |
False |
17,557 |
60 |
6.180 |
4.595 |
1.585 |
28.0% |
0.214 |
3.8% |
68% |
False |
False |
14,632 |
80 |
6.180 |
4.595 |
1.585 |
28.0% |
0.206 |
3.6% |
68% |
False |
False |
12,663 |
100 |
6.180 |
4.595 |
1.585 |
28.0% |
0.201 |
3.5% |
68% |
False |
False |
10,919 |
120 |
6.180 |
4.595 |
1.585 |
28.0% |
0.187 |
3.3% |
68% |
False |
False |
9,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.125 |
2.618 |
6.582 |
1.618 |
6.249 |
1.000 |
6.043 |
0.618 |
5.916 |
HIGH |
5.710 |
0.618 |
5.583 |
0.500 |
5.544 |
0.382 |
5.504 |
LOW |
5.377 |
0.618 |
5.171 |
1.000 |
5.044 |
1.618 |
4.838 |
2.618 |
4.505 |
4.250 |
3.962 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.627 |
5.616 |
PP |
5.585 |
5.563 |
S1 |
5.544 |
5.511 |
|