NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.566 |
5.609 |
0.043 |
0.8% |
5.457 |
High |
5.716 |
5.658 |
-0.058 |
-1.0% |
5.752 |
Low |
5.521 |
5.460 |
-0.061 |
-1.1% |
5.371 |
Close |
5.687 |
5.546 |
-0.141 |
-2.5% |
5.687 |
Range |
0.195 |
0.198 |
0.003 |
1.5% |
0.381 |
ATR |
0.238 |
0.238 |
-0.001 |
-0.3% |
0.000 |
Volume |
15,851 |
11,843 |
-4,008 |
-25.3% |
72,526 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.149 |
6.045 |
5.655 |
|
R3 |
5.951 |
5.847 |
5.600 |
|
R2 |
5.753 |
5.753 |
5.582 |
|
R1 |
5.649 |
5.649 |
5.564 |
5.602 |
PP |
5.555 |
5.555 |
5.555 |
5.531 |
S1 |
5.451 |
5.451 |
5.528 |
5.404 |
S2 |
5.357 |
5.357 |
5.510 |
|
S3 |
5.159 |
5.253 |
5.492 |
|
S4 |
4.961 |
5.055 |
5.437 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.746 |
6.598 |
5.897 |
|
R3 |
6.365 |
6.217 |
5.792 |
|
R2 |
5.984 |
5.984 |
5.757 |
|
R1 |
5.836 |
5.836 |
5.722 |
5.910 |
PP |
5.603 |
5.603 |
5.603 |
5.641 |
S1 |
5.455 |
5.455 |
5.652 |
5.529 |
S2 |
5.222 |
5.222 |
5.617 |
|
S3 |
4.841 |
5.074 |
5.582 |
|
S4 |
4.460 |
4.693 |
5.477 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.752 |
5.371 |
0.381 |
6.9% |
0.233 |
4.2% |
46% |
False |
False |
14,339 |
10 |
5.956 |
5.371 |
0.585 |
10.5% |
0.231 |
4.2% |
30% |
False |
False |
12,586 |
20 |
5.956 |
5.371 |
0.585 |
10.5% |
0.215 |
3.9% |
30% |
False |
False |
9,725 |
40 |
5.956 |
4.656 |
1.300 |
23.4% |
0.222 |
4.0% |
68% |
False |
False |
7,474 |
60 |
6.120 |
4.656 |
1.464 |
26.4% |
0.202 |
3.7% |
61% |
False |
False |
6,230 |
80 |
6.200 |
4.656 |
1.544 |
27.8% |
0.191 |
3.4% |
58% |
False |
False |
5,230 |
100 |
6.200 |
4.656 |
1.544 |
27.8% |
0.183 |
3.3% |
58% |
False |
False |
4,432 |
120 |
6.200 |
4.656 |
1.544 |
27.8% |
0.169 |
3.0% |
58% |
False |
False |
3,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.500 |
2.618 |
6.176 |
1.618 |
5.978 |
1.000 |
5.856 |
0.618 |
5.780 |
HIGH |
5.658 |
0.618 |
5.582 |
0.500 |
5.559 |
0.382 |
5.536 |
LOW |
5.460 |
0.618 |
5.338 |
1.000 |
5.262 |
1.618 |
5.140 |
2.618 |
4.942 |
4.250 |
4.619 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.559 |
5.606 |
PP |
5.555 |
5.586 |
S1 |
5.550 |
5.566 |
|