NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.450 |
5.570 |
0.120 |
2.2% |
5.600 |
High |
5.634 |
5.738 |
0.104 |
1.8% |
5.738 |
Low |
5.413 |
5.551 |
0.138 |
2.5% |
5.408 |
Close |
5.529 |
5.688 |
0.159 |
2.9% |
5.688 |
Range |
0.221 |
0.187 |
-0.034 |
-15.4% |
0.330 |
ATR |
0.242 |
0.239 |
-0.002 |
-1.0% |
0.000 |
Volume |
19,095 |
25,261 |
6,166 |
32.3% |
83,477 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.220 |
6.141 |
5.791 |
|
R3 |
6.033 |
5.954 |
5.739 |
|
R2 |
5.846 |
5.846 |
5.722 |
|
R1 |
5.767 |
5.767 |
5.705 |
5.807 |
PP |
5.659 |
5.659 |
5.659 |
5.679 |
S1 |
5.580 |
5.580 |
5.671 |
5.620 |
S2 |
5.472 |
5.472 |
5.654 |
|
S3 |
5.285 |
5.393 |
5.637 |
|
S4 |
5.098 |
5.206 |
5.585 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.601 |
6.475 |
5.870 |
|
R3 |
6.271 |
6.145 |
5.779 |
|
R2 |
5.941 |
5.941 |
5.749 |
|
R1 |
5.815 |
5.815 |
5.718 |
5.878 |
PP |
5.611 |
5.611 |
5.611 |
5.643 |
S1 |
5.485 |
5.485 |
5.658 |
5.548 |
S2 |
5.281 |
5.281 |
5.628 |
|
S3 |
4.951 |
5.155 |
5.597 |
|
S4 |
4.621 |
4.825 |
5.507 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.738 |
5.408 |
0.330 |
5.8% |
0.190 |
3.3% |
85% |
True |
False |
23,421 |
10 |
5.741 |
5.312 |
0.429 |
7.5% |
0.223 |
3.9% |
88% |
False |
False |
26,102 |
20 |
5.940 |
5.312 |
0.628 |
11.0% |
0.230 |
4.0% |
60% |
False |
False |
21,426 |
40 |
5.940 |
4.595 |
1.345 |
23.6% |
0.236 |
4.1% |
81% |
False |
False |
19,770 |
60 |
5.940 |
4.595 |
1.345 |
23.6% |
0.217 |
3.8% |
81% |
False |
False |
16,312 |
80 |
6.180 |
4.595 |
1.585 |
27.9% |
0.211 |
3.7% |
69% |
False |
False |
14,168 |
100 |
6.180 |
4.595 |
1.585 |
27.9% |
0.207 |
3.6% |
69% |
False |
False |
12,298 |
120 |
6.180 |
4.595 |
1.585 |
27.9% |
0.190 |
3.3% |
69% |
False |
False |
10,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.533 |
2.618 |
6.228 |
1.618 |
6.041 |
1.000 |
5.925 |
0.618 |
5.854 |
HIGH |
5.738 |
0.618 |
5.667 |
0.500 |
5.645 |
0.382 |
5.622 |
LOW |
5.551 |
0.618 |
5.435 |
1.000 |
5.364 |
1.618 |
5.248 |
2.618 |
5.061 |
4.250 |
4.756 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.674 |
5.651 |
PP |
5.659 |
5.613 |
S1 |
5.645 |
5.576 |
|