NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.546 |
5.450 |
-0.096 |
-1.7% |
5.495 |
High |
5.553 |
5.634 |
0.081 |
1.5% |
5.720 |
Low |
5.413 |
5.413 |
0.000 |
0.0% |
5.312 |
Close |
5.438 |
5.529 |
0.091 |
1.7% |
5.636 |
Range |
0.140 |
0.221 |
0.081 |
57.9% |
0.408 |
ATR |
0.243 |
0.242 |
-0.002 |
-0.6% |
0.000 |
Volume |
23,086 |
19,095 |
-3,991 |
-17.3% |
145,420 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.188 |
6.080 |
5.651 |
|
R3 |
5.967 |
5.859 |
5.590 |
|
R2 |
5.746 |
5.746 |
5.570 |
|
R1 |
5.638 |
5.638 |
5.549 |
5.692 |
PP |
5.525 |
5.525 |
5.525 |
5.553 |
S1 |
5.417 |
5.417 |
5.509 |
5.471 |
S2 |
5.304 |
5.304 |
5.488 |
|
S3 |
5.083 |
5.196 |
5.468 |
|
S4 |
4.862 |
4.975 |
5.407 |
|
|
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 |
5.408 |
0.312 |
5.6% |
0.210 |
3.8% |
39% |
False |
False |
25,147 |
10 |
5.930 |
5.312 |
0.618 |
11.2% |
0.231 |
4.2% |
35% |
False |
False |
27,313 |
20 |
5.940 |
5.312 |
0.628 |
11.4% |
0.231 |
4.2% |
35% |
False |
False |
20,901 |
40 |
5.940 |
4.595 |
1.345 |
24.3% |
0.235 |
4.2% |
69% |
False |
False |
19,423 |
60 |
5.940 |
4.595 |
1.345 |
24.3% |
0.217 |
3.9% |
69% |
False |
False |
16,008 |
80 |
6.180 |
4.595 |
1.585 |
28.7% |
0.210 |
3.8% |
59% |
False |
False |
13,918 |
100 |
6.180 |
4.595 |
1.585 |
28.7% |
0.206 |
3.7% |
59% |
False |
False |
12,075 |
120 |
6.180 |
4.595 |
1.585 |
28.7% |
0.190 |
3.4% |
59% |
False |
False |
10,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.573 |
2.618 |
6.213 |
1.618 |
5.992 |
1.000 |
5.855 |
0.618 |
5.771 |
HIGH |
5.634 |
0.618 |
5.550 |
0.500 |
5.524 |
0.382 |
5.497 |
LOW |
5.413 |
0.618 |
5.276 |
1.000 |
5.192 |
1.618 |
5.055 |
2.618 |
4.834 |
4.250 |
4.474 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.527 |
5.526 |
PP |
5.525 |
5.524 |
S1 |
5.524 |
5.521 |
|