NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.488 |
5.670 |
0.182 |
3.3% |
5.609 |
High |
5.676 |
5.767 |
0.091 |
1.6% |
5.767 |
Low |
5.472 |
5.657 |
0.185 |
3.4% |
5.460 |
Close |
5.575 |
5.718 |
0.143 |
2.6% |
5.718 |
Range |
0.204 |
0.110 |
-0.094 |
-46.1% |
0.307 |
ATR |
0.226 |
0.224 |
-0.002 |
-1.1% |
0.000 |
Volume |
8,516 |
13,328 |
4,812 |
56.5% |
47,763 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.044 |
5.991 |
5.779 |
|
R3 |
5.934 |
5.881 |
5.748 |
|
R2 |
5.824 |
5.824 |
5.738 |
|
R1 |
5.771 |
5.771 |
5.728 |
5.798 |
PP |
5.714 |
5.714 |
5.714 |
5.727 |
S1 |
5.661 |
5.661 |
5.708 |
5.688 |
S2 |
5.604 |
5.604 |
5.698 |
|
S3 |
5.494 |
5.551 |
5.688 |
|
S4 |
5.384 |
5.441 |
5.658 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.569 |
6.451 |
5.887 |
|
R3 |
6.262 |
6.144 |
5.802 |
|
R2 |
5.955 |
5.955 |
5.774 |
|
R1 |
5.837 |
5.837 |
5.746 |
5.896 |
PP |
5.648 |
5.648 |
5.648 |
5.678 |
S1 |
5.530 |
5.530 |
5.690 |
5.589 |
S2 |
5.341 |
5.341 |
5.662 |
|
S3 |
5.034 |
5.223 |
5.634 |
|
S4 |
4.727 |
4.916 |
5.549 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.767 |
5.460 |
0.307 |
5.4% |
0.162 |
2.8% |
84% |
True |
False |
12,722 |
10 |
5.785 |
5.371 |
0.414 |
7.2% |
0.202 |
3.5% |
84% |
False |
False |
13,330 |
20 |
5.956 |
5.371 |
0.585 |
10.2% |
0.205 |
3.6% |
59% |
False |
False |
10,149 |
40 |
5.956 |
4.656 |
1.300 |
22.7% |
0.220 |
3.8% |
82% |
False |
False |
8,129 |
60 |
5.956 |
4.656 |
1.300 |
22.7% |
0.200 |
3.5% |
82% |
False |
False |
6,665 |
80 |
6.200 |
4.656 |
1.544 |
27.0% |
0.192 |
3.4% |
69% |
False |
False |
5,584 |
100 |
6.200 |
4.656 |
1.544 |
27.0% |
0.185 |
3.2% |
69% |
False |
False |
4,753 |
120 |
6.200 |
4.656 |
1.544 |
27.0% |
0.169 |
3.0% |
69% |
False |
False |
4,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.235 |
2.618 |
6.055 |
1.618 |
5.945 |
1.000 |
5.877 |
0.618 |
5.835 |
HIGH |
5.767 |
0.618 |
5.725 |
0.500 |
5.712 |
0.382 |
5.699 |
LOW |
5.657 |
0.618 |
5.589 |
1.000 |
5.547 |
1.618 |
5.479 |
2.618 |
5.369 |
4.250 |
5.190 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.716 |
5.684 |
PP |
5.714 |
5.650 |
S1 |
5.712 |
5.616 |
|