NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.600 |
5.546 |
-0.054 |
-1.0% |
5.495 |
High |
5.618 |
5.553 |
-0.065 |
-1.2% |
5.720 |
Low |
5.408 |
5.413 |
0.005 |
0.1% |
5.312 |
Close |
5.499 |
5.438 |
-0.061 |
-1.1% |
5.636 |
Range |
0.210 |
0.140 |
-0.070 |
-33.3% |
0.408 |
ATR |
0.251 |
0.243 |
-0.008 |
-3.2% |
0.000 |
Volume |
16,035 |
23,086 |
7,051 |
44.0% |
145,420 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.888 |
5.803 |
5.515 |
|
R3 |
5.748 |
5.663 |
5.477 |
|
R2 |
5.608 |
5.608 |
5.464 |
|
R1 |
5.523 |
5.523 |
5.451 |
5.496 |
PP |
5.468 |
5.468 |
5.468 |
5.454 |
S1 |
5.383 |
5.383 |
5.425 |
5.356 |
S2 |
5.328 |
5.328 |
5.412 |
|
S3 |
5.188 |
5.243 |
5.400 |
|
S4 |
5.048 |
5.103 |
5.361 |
|
|
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 |
5.377 |
0.343 |
6.3% |
0.232 |
4.3% |
18% |
False |
False |
26,440 |
10 |
5.930 |
5.312 |
0.618 |
11.4% |
0.242 |
4.4% |
20% |
False |
False |
27,182 |
20 |
5.940 |
5.312 |
0.628 |
11.5% |
0.234 |
4.3% |
20% |
False |
False |
20,762 |
40 |
5.940 |
4.595 |
1.345 |
24.7% |
0.235 |
4.3% |
63% |
False |
False |
19,197 |
60 |
5.971 |
4.595 |
1.376 |
25.3% |
0.217 |
4.0% |
61% |
False |
False |
15,828 |
80 |
6.180 |
4.595 |
1.585 |
29.1% |
0.209 |
3.8% |
53% |
False |
False |
13,764 |
100 |
6.180 |
4.595 |
1.585 |
29.1% |
0.205 |
3.8% |
53% |
False |
False |
11,901 |
120 |
6.180 |
4.595 |
1.585 |
29.1% |
0.189 |
3.5% |
53% |
False |
False |
10,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.148 |
2.618 |
5.920 |
1.618 |
5.780 |
1.000 |
5.693 |
0.618 |
5.640 |
HIGH |
5.553 |
0.618 |
5.500 |
0.500 |
5.483 |
0.382 |
5.466 |
LOW |
5.413 |
0.618 |
5.326 |
1.000 |
5.273 |
1.618 |
5.186 |
2.618 |
5.046 |
4.250 |
4.818 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.483 |
5.537 |
PP |
5.468 |
5.504 |
S1 |
5.453 |
5.471 |
|