NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.728 |
5.739 |
0.011 |
0.2% |
5.810 |
High |
5.838 |
5.810 |
-0.028 |
-0.5% |
5.953 |
Low |
5.711 |
5.593 |
-0.118 |
-2.1% |
5.486 |
Close |
5.837 |
5.608 |
-0.229 |
-3.9% |
5.545 |
Range |
0.127 |
0.217 |
0.090 |
70.9% |
0.467 |
ATR |
0.227 |
0.228 |
0.001 |
0.5% |
0.000 |
Volume |
5,936 |
6,097 |
161 |
2.7% |
22,972 |
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.321 |
6.182 |
5.727 |
|
R3 |
6.104 |
5.965 |
5.668 |
|
R2 |
5.887 |
5.887 |
5.648 |
|
R1 |
5.748 |
5.748 |
5.628 |
5.709 |
PP |
5.670 |
5.670 |
5.670 |
5.651 |
S1 |
5.531 |
5.531 |
5.588 |
5.492 |
S2 |
5.453 |
5.453 |
5.568 |
|
S3 |
5.236 |
5.314 |
5.548 |
|
S4 |
5.019 |
5.097 |
5.489 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.062 |
6.771 |
5.802 |
|
R3 |
6.595 |
6.304 |
5.673 |
|
R2 |
6.128 |
6.128 |
5.631 |
|
R1 |
5.837 |
5.837 |
5.588 |
5.749 |
PP |
5.661 |
5.661 |
5.661 |
5.618 |
S1 |
5.370 |
5.370 |
5.502 |
5.282 |
S2 |
5.194 |
5.194 |
5.459 |
|
S3 |
4.727 |
4.903 |
5.417 |
|
S4 |
4.260 |
4.436 |
5.288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.953 |
5.486 |
0.467 |
8.3% |
0.203 |
3.6% |
26% |
False |
False |
5,756 |
10 |
5.953 |
5.486 |
0.467 |
8.3% |
0.206 |
3.7% |
26% |
False |
False |
5,954 |
20 |
5.953 |
4.853 |
1.100 |
19.6% |
0.216 |
3.8% |
69% |
False |
False |
6,658 |
40 |
5.953 |
4.656 |
1.297 |
23.1% |
0.202 |
3.6% |
73% |
False |
False |
5,283 |
60 |
6.200 |
4.656 |
1.544 |
27.5% |
0.191 |
3.4% |
62% |
False |
False |
4,526 |
80 |
6.200 |
4.656 |
1.544 |
27.5% |
0.186 |
3.3% |
62% |
False |
False |
3,899 |
100 |
6.200 |
4.656 |
1.544 |
27.5% |
0.169 |
3.0% |
62% |
False |
False |
3,278 |
120 |
6.200 |
4.656 |
1.544 |
27.5% |
0.161 |
2.9% |
62% |
False |
False |
2,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.732 |
2.618 |
6.378 |
1.618 |
6.161 |
1.000 |
6.027 |
0.618 |
5.944 |
HIGH |
5.810 |
0.618 |
5.727 |
0.500 |
5.702 |
0.382 |
5.676 |
LOW |
5.593 |
0.618 |
5.459 |
1.000 |
5.376 |
1.618 |
5.242 |
2.618 |
5.025 |
4.250 |
4.671 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.702 |
5.662 |
PP |
5.670 |
5.644 |
S1 |
5.639 |
5.626 |
|