NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.510 |
5.667 |
0.157 |
2.8% |
5.661 |
High |
5.710 |
5.720 |
0.010 |
0.2% |
5.930 |
Low |
5.377 |
5.435 |
0.058 |
1.1% |
5.546 |
Close |
5.668 |
5.540 |
-0.128 |
-2.3% |
5.664 |
Range |
0.333 |
0.285 |
-0.048 |
-14.4% |
0.384 |
ATR |
0.255 |
0.257 |
0.002 |
0.8% |
0.000 |
Volume |
25,562 |
33,893 |
8,331 |
32.6% |
121,377 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.420 |
6.265 |
5.697 |
|
R3 |
6.135 |
5.980 |
5.618 |
|
R2 |
5.850 |
5.850 |
5.592 |
|
R1 |
5.695 |
5.695 |
5.566 |
5.630 |
PP |
5.565 |
5.565 |
5.565 |
5.533 |
S1 |
5.410 |
5.410 |
5.514 |
5.345 |
S2 |
5.280 |
5.280 |
5.488 |
|
S3 |
4.995 |
5.125 |
5.462 |
|
S4 |
4.710 |
4.840 |
5.383 |
|
|
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 |
5.741 |
5.312 |
0.429 |
7.7% |
0.255 |
4.6% |
53% |
False |
False |
28,784 |
10 |
5.930 |
5.312 |
0.618 |
11.2% |
0.257 |
4.6% |
37% |
False |
False |
24,296 |
20 |
5.940 |
5.312 |
0.628 |
11.3% |
0.237 |
4.3% |
36% |
False |
False |
20,712 |
40 |
5.940 |
4.595 |
1.345 |
24.3% |
0.236 |
4.3% |
70% |
False |
False |
18,152 |
60 |
6.180 |
4.595 |
1.585 |
28.6% |
0.216 |
3.9% |
60% |
False |
False |
15,062 |
80 |
6.180 |
4.595 |
1.585 |
28.6% |
0.208 |
3.8% |
60% |
False |
False |
13,028 |
100 |
6.180 |
4.595 |
1.585 |
28.6% |
0.203 |
3.7% |
60% |
False |
False |
11,237 |
120 |
6.180 |
4.595 |
1.585 |
28.6% |
0.188 |
3.4% |
60% |
False |
False |
9,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.931 |
2.618 |
6.466 |
1.618 |
6.181 |
1.000 |
6.005 |
0.618 |
5.896 |
HIGH |
5.720 |
0.618 |
5.611 |
0.500 |
5.578 |
0.382 |
5.544 |
LOW |
5.435 |
0.618 |
5.259 |
1.000 |
5.150 |
1.618 |
4.974 |
2.618 |
4.689 |
4.250 |
4.224 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.578 |
5.532 |
PP |
5.565 |
5.524 |
S1 |
5.553 |
5.516 |
|