NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.570 |
5.706 |
0.136 |
2.4% |
5.600 |
High |
5.738 |
5.724 |
-0.014 |
-0.2% |
5.738 |
Low |
5.551 |
5.557 |
0.006 |
0.1% |
5.408 |
Close |
5.688 |
5.615 |
-0.073 |
-1.3% |
5.688 |
Range |
0.187 |
0.167 |
-0.020 |
-10.7% |
0.330 |
ATR |
0.239 |
0.234 |
-0.005 |
-2.2% |
0.000 |
Volume |
25,261 |
31,957 |
6,696 |
26.5% |
83,477 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.133 |
6.041 |
5.707 |
|
R3 |
5.966 |
5.874 |
5.661 |
|
R2 |
5.799 |
5.799 |
5.646 |
|
R1 |
5.707 |
5.707 |
5.630 |
5.670 |
PP |
5.632 |
5.632 |
5.632 |
5.613 |
S1 |
5.540 |
5.540 |
5.600 |
5.503 |
S2 |
5.465 |
5.465 |
5.584 |
|
S3 |
5.298 |
5.373 |
5.569 |
|
S4 |
5.131 |
5.206 |
5.523 |
|
|
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 |
5.9% |
0.185 |
3.3% |
63% |
False |
False |
23,086 |
10 |
5.738 |
5.312 |
0.426 |
7.6% |
0.220 |
3.9% |
71% |
False |
False |
26,085 |
20 |
5.940 |
5.312 |
0.628 |
11.2% |
0.228 |
4.1% |
48% |
False |
False |
22,229 |
40 |
5.940 |
4.595 |
1.345 |
24.0% |
0.235 |
4.2% |
76% |
False |
False |
20,361 |
60 |
5.940 |
4.595 |
1.345 |
24.0% |
0.218 |
3.9% |
76% |
False |
False |
16,728 |
80 |
6.180 |
4.595 |
1.585 |
28.2% |
0.209 |
3.7% |
64% |
False |
False |
14,500 |
100 |
6.180 |
4.595 |
1.585 |
28.2% |
0.208 |
3.7% |
64% |
False |
False |
12,590 |
120 |
6.180 |
4.595 |
1.585 |
28.2% |
0.190 |
3.4% |
64% |
False |
False |
10,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.434 |
2.618 |
6.161 |
1.618 |
5.994 |
1.000 |
5.891 |
0.618 |
5.827 |
HIGH |
5.724 |
0.618 |
5.660 |
0.500 |
5.641 |
0.382 |
5.621 |
LOW |
5.557 |
0.618 |
5.454 |
1.000 |
5.390 |
1.618 |
5.287 |
2.618 |
5.120 |
4.250 |
4.847 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.641 |
5.602 |
PP |
5.632 |
5.589 |
S1 |
5.624 |
5.576 |
|