NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.615 |
5.385 |
-0.230 |
-4.1% |
5.600 |
High |
5.621 |
5.420 |
-0.201 |
-3.6% |
5.738 |
Low |
5.365 |
5.166 |
-0.199 |
-3.7% |
5.408 |
Close |
5.411 |
5.206 |
-0.205 |
-3.8% |
5.688 |
Range |
0.256 |
0.254 |
-0.002 |
-0.8% |
0.330 |
ATR |
0.236 |
0.237 |
0.001 |
0.6% |
0.000 |
Volume |
21,156 |
27,157 |
6,001 |
28.4% |
83,477 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.026 |
5.870 |
5.346 |
|
R3 |
5.772 |
5.616 |
5.276 |
|
R2 |
5.518 |
5.518 |
5.253 |
|
R1 |
5.362 |
5.362 |
5.229 |
5.313 |
PP |
5.264 |
5.264 |
5.264 |
5.240 |
S1 |
5.108 |
5.108 |
5.183 |
5.059 |
S2 |
5.010 |
5.010 |
5.159 |
|
S3 |
4.756 |
4.854 |
5.136 |
|
S4 |
4.502 |
4.600 |
5.066 |
|
|
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 |
5.166 |
0.572 |
11.0% |
0.217 |
4.2% |
7% |
False |
True |
24,925 |
10 |
5.738 |
5.166 |
0.572 |
11.0% |
0.225 |
4.3% |
7% |
False |
True |
25,683 |
20 |
5.940 |
5.166 |
0.774 |
14.9% |
0.230 |
4.4% |
5% |
False |
True |
23,325 |
40 |
5.940 |
4.595 |
1.345 |
25.8% |
0.228 |
4.4% |
45% |
False |
False |
20,831 |
60 |
5.940 |
4.595 |
1.345 |
25.8% |
0.220 |
4.2% |
45% |
False |
False |
17,250 |
80 |
6.180 |
4.595 |
1.585 |
30.4% |
0.212 |
4.1% |
39% |
False |
False |
14,890 |
100 |
6.180 |
4.595 |
1.585 |
30.4% |
0.210 |
4.0% |
39% |
False |
False |
13,005 |
120 |
6.180 |
4.595 |
1.585 |
30.4% |
0.193 |
3.7% |
39% |
False |
False |
11,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.500 |
2.618 |
6.085 |
1.618 |
5.831 |
1.000 |
5.674 |
0.618 |
5.577 |
HIGH |
5.420 |
0.618 |
5.323 |
0.500 |
5.293 |
0.382 |
5.263 |
LOW |
5.166 |
0.618 |
5.009 |
1.000 |
4.912 |
1.618 |
4.755 |
2.618 |
4.501 |
4.250 |
4.087 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.293 |
5.445 |
PP |
5.264 |
5.365 |
S1 |
5.235 |
5.286 |
|