NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.220 |
5.169 |
-0.051 |
-1.0% |
5.706 |
High |
5.236 |
5.261 |
0.025 |
0.5% |
5.724 |
Low |
5.056 |
5.085 |
0.029 |
0.6% |
5.056 |
Close |
5.128 |
5.120 |
-0.008 |
-0.2% |
5.120 |
Range |
0.180 |
0.176 |
-0.004 |
-2.2% |
0.668 |
ATR |
0.233 |
0.229 |
-0.004 |
-1.7% |
0.000 |
Volume |
27,704 |
29,339 |
1,635 |
5.9% |
137,313 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.683 |
5.578 |
5.217 |
|
R3 |
5.507 |
5.402 |
5.168 |
|
R2 |
5.331 |
5.331 |
5.152 |
|
R1 |
5.226 |
5.226 |
5.136 |
5.191 |
PP |
5.155 |
5.155 |
5.155 |
5.138 |
S1 |
5.050 |
5.050 |
5.104 |
5.015 |
S2 |
4.979 |
4.979 |
5.088 |
|
S3 |
4.803 |
4.874 |
5.072 |
|
S4 |
4.627 |
4.698 |
5.023 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.304 |
6.880 |
5.487 |
|
R3 |
6.636 |
6.212 |
5.304 |
|
R2 |
5.968 |
5.968 |
5.242 |
|
R1 |
5.544 |
5.544 |
5.181 |
5.422 |
PP |
5.300 |
5.300 |
5.300 |
5.239 |
S1 |
4.876 |
4.876 |
5.059 |
4.754 |
S2 |
4.632 |
4.632 |
4.998 |
|
S3 |
3.964 |
4.208 |
4.936 |
|
S4 |
3.296 |
3.540 |
4.753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.724 |
5.056 |
0.668 |
13.0% |
0.207 |
4.0% |
10% |
False |
False |
27,462 |
10 |
5.738 |
5.056 |
0.682 |
13.3% |
0.199 |
3.9% |
9% |
False |
False |
25,441 |
20 |
5.930 |
5.056 |
0.874 |
17.1% |
0.228 |
4.5% |
7% |
False |
False |
24,869 |
40 |
5.940 |
4.595 |
1.345 |
26.3% |
0.225 |
4.4% |
39% |
False |
False |
21,728 |
60 |
5.940 |
4.595 |
1.345 |
26.3% |
0.217 |
4.2% |
39% |
False |
False |
17,925 |
80 |
6.180 |
4.595 |
1.585 |
31.0% |
0.211 |
4.1% |
33% |
False |
False |
15,452 |
100 |
6.180 |
4.595 |
1.585 |
31.0% |
0.210 |
4.1% |
33% |
False |
False |
13,480 |
120 |
6.180 |
4.595 |
1.585 |
31.0% |
0.192 |
3.8% |
33% |
False |
False |
11,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.009 |
2.618 |
5.722 |
1.618 |
5.546 |
1.000 |
5.437 |
0.618 |
5.370 |
HIGH |
5.261 |
0.618 |
5.194 |
0.500 |
5.173 |
0.382 |
5.152 |
LOW |
5.085 |
0.618 |
4.976 |
1.000 |
4.909 |
1.618 |
4.800 |
2.618 |
4.624 |
4.250 |
4.337 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.173 |
5.238 |
PP |
5.155 |
5.199 |
S1 |
5.138 |
5.159 |
|