NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.532 |
5.600 |
0.068 |
1.2% |
5.495 |
High |
5.665 |
5.618 |
-0.047 |
-0.8% |
5.720 |
Low |
5.471 |
5.408 |
-0.063 |
-1.2% |
5.312 |
Close |
5.636 |
5.499 |
-0.137 |
-2.4% |
5.636 |
Range |
0.194 |
0.210 |
0.016 |
8.2% |
0.408 |
ATR |
0.253 |
0.251 |
-0.002 |
-0.7% |
0.000 |
Volume |
33,628 |
16,035 |
-17,593 |
-52.3% |
145,420 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.138 |
6.029 |
5.615 |
|
R3 |
5.928 |
5.819 |
5.557 |
|
R2 |
5.718 |
5.718 |
5.538 |
|
R1 |
5.609 |
5.609 |
5.518 |
5.559 |
PP |
5.508 |
5.508 |
5.508 |
5.483 |
S1 |
5.399 |
5.399 |
5.480 |
5.349 |
S2 |
5.298 |
5.298 |
5.461 |
|
S3 |
5.088 |
5.189 |
5.441 |
|
S4 |
4.878 |
4.979 |
5.384 |
|
|
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 |
7.4% |
0.247 |
4.5% |
46% |
False |
False |
27,684 |
10 |
5.930 |
5.312 |
0.618 |
11.2% |
0.251 |
4.6% |
30% |
False |
False |
26,544 |
20 |
5.940 |
5.312 |
0.628 |
11.4% |
0.235 |
4.3% |
30% |
False |
False |
21,356 |
40 |
5.940 |
4.595 |
1.345 |
24.5% |
0.235 |
4.3% |
67% |
False |
False |
18,906 |
60 |
6.055 |
4.595 |
1.460 |
26.6% |
0.218 |
4.0% |
62% |
False |
False |
15,628 |
80 |
6.180 |
4.595 |
1.585 |
28.8% |
0.210 |
3.8% |
57% |
False |
False |
13,542 |
100 |
6.180 |
4.595 |
1.585 |
28.8% |
0.204 |
3.7% |
57% |
False |
False |
11,683 |
120 |
6.180 |
4.595 |
1.585 |
28.8% |
0.190 |
3.4% |
57% |
False |
False |
10,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.511 |
2.618 |
6.168 |
1.618 |
5.958 |
1.000 |
5.828 |
0.618 |
5.748 |
HIGH |
5.618 |
0.618 |
5.538 |
0.500 |
5.513 |
0.382 |
5.488 |
LOW |
5.408 |
0.618 |
5.278 |
1.000 |
5.198 |
1.618 |
5.068 |
2.618 |
4.858 |
4.250 |
4.516 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.513 |
5.564 |
PP |
5.508 |
5.542 |
S1 |
5.504 |
5.521 |
|