NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.667 |
5.532 |
-0.135 |
-2.4% |
5.495 |
High |
5.720 |
5.665 |
-0.055 |
-1.0% |
5.720 |
Low |
5.435 |
5.471 |
0.036 |
0.7% |
5.312 |
Close |
5.540 |
5.636 |
0.096 |
1.7% |
5.636 |
Range |
0.285 |
0.194 |
-0.091 |
-31.9% |
0.408 |
ATR |
0.257 |
0.253 |
-0.005 |
-1.8% |
0.000 |
Volume |
33,893 |
33,628 |
-265 |
-0.8% |
145,420 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.173 |
6.098 |
5.743 |
|
R3 |
5.979 |
5.904 |
5.689 |
|
R2 |
5.785 |
5.785 |
5.672 |
|
R1 |
5.710 |
5.710 |
5.654 |
5.748 |
PP |
5.591 |
5.591 |
5.591 |
5.609 |
S1 |
5.516 |
5.516 |
5.618 |
5.554 |
S2 |
5.397 |
5.397 |
5.600 |
|
S3 |
5.203 |
5.322 |
5.583 |
|
S4 |
5.009 |
5.128 |
5.529 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.780 |
6.616 |
5.860 |
|
R3 |
6.372 |
6.208 |
5.748 |
|
R2 |
5.964 |
5.964 |
5.711 |
|
R1 |
5.800 |
5.800 |
5.673 |
5.882 |
PP |
5.556 |
5.556 |
5.556 |
5.597 |
S1 |
5.392 |
5.392 |
5.599 |
5.474 |
S2 |
5.148 |
5.148 |
5.561 |
|
S3 |
4.740 |
4.984 |
5.524 |
|
S4 |
4.332 |
4.576 |
5.412 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.720 |
5.312 |
0.408 |
7.2% |
0.255 |
4.5% |
79% |
False |
False |
29,084 |
10 |
5.930 |
5.312 |
0.618 |
11.0% |
0.245 |
4.3% |
52% |
False |
False |
26,679 |
20 |
5.940 |
5.312 |
0.628 |
11.1% |
0.240 |
4.3% |
52% |
False |
False |
21,492 |
40 |
5.940 |
4.595 |
1.345 |
23.9% |
0.237 |
4.2% |
77% |
False |
False |
18,743 |
60 |
6.180 |
4.595 |
1.585 |
28.1% |
0.217 |
3.9% |
66% |
False |
False |
15,516 |
80 |
6.180 |
4.595 |
1.585 |
28.1% |
0.209 |
3.7% |
66% |
False |
False |
13,383 |
100 |
6.180 |
4.595 |
1.585 |
28.1% |
0.203 |
3.6% |
66% |
False |
False |
11,549 |
120 |
6.180 |
4.595 |
1.585 |
28.1% |
0.189 |
3.3% |
66% |
False |
False |
9,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.490 |
2.618 |
6.173 |
1.618 |
5.979 |
1.000 |
5.859 |
0.618 |
5.785 |
HIGH |
5.665 |
0.618 |
5.591 |
0.500 |
5.568 |
0.382 |
5.545 |
LOW |
5.471 |
0.618 |
5.351 |
1.000 |
5.277 |
1.618 |
5.157 |
2.618 |
4.963 |
4.250 |
4.647 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.613 |
5.607 |
PP |
5.591 |
5.578 |
S1 |
5.568 |
5.549 |
|