NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.670 |
5.731 |
0.061 |
1.1% |
5.609 |
High |
5.767 |
5.754 |
-0.013 |
-0.2% |
5.767 |
Low |
5.657 |
5.595 |
-0.062 |
-1.1% |
5.460 |
Close |
5.718 |
5.651 |
-0.067 |
-1.2% |
5.718 |
Range |
0.110 |
0.159 |
0.049 |
44.5% |
0.307 |
ATR |
0.224 |
0.219 |
-0.005 |
-2.1% |
0.000 |
Volume |
13,328 |
18,213 |
4,885 |
36.7% |
47,763 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.144 |
6.056 |
5.738 |
|
R3 |
5.985 |
5.897 |
5.695 |
|
R2 |
5.826 |
5.826 |
5.680 |
|
R1 |
5.738 |
5.738 |
5.666 |
5.703 |
PP |
5.667 |
5.667 |
5.667 |
5.649 |
S1 |
5.579 |
5.579 |
5.636 |
5.544 |
S2 |
5.508 |
5.508 |
5.622 |
|
S3 |
5.349 |
5.420 |
5.607 |
|
S4 |
5.190 |
5.261 |
5.564 |
|
|
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% |
0.155 |
2.7% |
62% |
False |
False |
13,195 |
10 |
5.767 |
5.371 |
0.396 |
7.0% |
0.198 |
3.5% |
71% |
False |
False |
13,850 |
20 |
5.956 |
5.371 |
0.585 |
10.4% |
0.203 |
3.6% |
48% |
False |
False |
10,708 |
40 |
5.956 |
4.656 |
1.300 |
23.0% |
0.220 |
3.9% |
77% |
False |
False |
8,523 |
60 |
5.956 |
4.656 |
1.300 |
23.0% |
0.200 |
3.5% |
77% |
False |
False |
6,926 |
80 |
6.200 |
4.656 |
1.544 |
27.3% |
0.191 |
3.4% |
64% |
False |
False |
5,799 |
100 |
6.200 |
4.656 |
1.544 |
27.3% |
0.186 |
3.3% |
64% |
False |
False |
4,931 |
120 |
6.200 |
4.656 |
1.544 |
27.3% |
0.169 |
3.0% |
64% |
False |
False |
4,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.430 |
2.618 |
6.170 |
1.618 |
6.011 |
1.000 |
5.913 |
0.618 |
5.852 |
HIGH |
5.754 |
0.618 |
5.693 |
0.500 |
5.675 |
0.382 |
5.656 |
LOW |
5.595 |
0.618 |
5.497 |
1.000 |
5.436 |
1.618 |
5.338 |
2.618 |
5.179 |
4.250 |
4.919 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.675 |
5.641 |
PP |
5.667 |
5.630 |
S1 |
5.659 |
5.620 |
|