NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.706 |
5.615 |
-0.091 |
-1.6% |
5.600 |
High |
5.724 |
5.621 |
-0.103 |
-1.8% |
5.738 |
Low |
5.557 |
5.365 |
-0.192 |
-3.5% |
5.408 |
Close |
5.615 |
5.411 |
-0.204 |
-3.6% |
5.688 |
Range |
0.167 |
0.256 |
0.089 |
53.3% |
0.330 |
ATR |
0.234 |
0.236 |
0.002 |
0.7% |
0.000 |
Volume |
31,957 |
21,156 |
-10,801 |
-33.8% |
83,477 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.234 |
6.078 |
5.552 |
|
R3 |
5.978 |
5.822 |
5.481 |
|
R2 |
5.722 |
5.722 |
5.458 |
|
R1 |
5.566 |
5.566 |
5.434 |
5.516 |
PP |
5.466 |
5.466 |
5.466 |
5.441 |
S1 |
5.310 |
5.310 |
5.388 |
5.260 |
S2 |
5.210 |
5.210 |
5.364 |
|
S3 |
4.954 |
5.054 |
5.341 |
|
S4 |
4.698 |
4.798 |
5.270 |
|
|
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 |
5.365 |
0.373 |
6.9% |
0.194 |
3.6% |
12% |
False |
True |
24,111 |
10 |
5.738 |
5.312 |
0.426 |
7.9% |
0.221 |
4.1% |
23% |
False |
False |
25,897 |
20 |
5.940 |
5.312 |
0.628 |
11.6% |
0.227 |
4.2% |
16% |
False |
False |
22,586 |
40 |
5.940 |
4.595 |
1.345 |
24.9% |
0.233 |
4.3% |
61% |
False |
False |
20,591 |
60 |
5.940 |
4.595 |
1.345 |
24.9% |
0.218 |
4.0% |
61% |
False |
False |
16,951 |
80 |
6.180 |
4.595 |
1.585 |
29.3% |
0.211 |
3.9% |
51% |
False |
False |
14,631 |
100 |
6.180 |
4.595 |
1.585 |
29.3% |
0.209 |
3.9% |
51% |
False |
False |
12,759 |
120 |
6.180 |
4.595 |
1.585 |
29.3% |
0.191 |
3.5% |
51% |
False |
False |
11,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.709 |
2.618 |
6.291 |
1.618 |
6.035 |
1.000 |
5.877 |
0.618 |
5.779 |
HIGH |
5.621 |
0.618 |
5.523 |
0.500 |
5.493 |
0.382 |
5.463 |
LOW |
5.365 |
0.618 |
5.207 |
1.000 |
5.109 |
1.618 |
4.951 |
2.618 |
4.695 |
4.250 |
4.277 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.493 |
5.552 |
PP |
5.466 |
5.505 |
S1 |
5.438 |
5.458 |
|