NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 28-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.430 |
5.264 |
-0.166 |
-3.1% |
5.609 |
High |
5.460 |
5.286 |
-0.174 |
-3.2% |
5.767 |
Low |
5.217 |
5.110 |
-0.107 |
-2.1% |
5.460 |
Close |
5.258 |
5.181 |
-0.077 |
-1.5% |
5.718 |
Range |
0.243 |
0.176 |
-0.067 |
-27.6% |
0.307 |
ATR |
0.221 |
0.218 |
-0.003 |
-1.5% |
0.000 |
Volume |
11,723 |
13,250 |
1,527 |
13.0% |
47,763 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.720 |
5.627 |
5.278 |
|
R3 |
5.544 |
5.451 |
5.229 |
|
R2 |
5.368 |
5.368 |
5.213 |
|
R1 |
5.275 |
5.275 |
5.197 |
5.234 |
PP |
5.192 |
5.192 |
5.192 |
5.172 |
S1 |
5.099 |
5.099 |
5.165 |
5.058 |
S2 |
5.016 |
5.016 |
5.149 |
|
S3 |
4.840 |
4.923 |
5.133 |
|
S4 |
4.664 |
4.747 |
5.084 |
|
|
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 |
5.110 |
0.657 |
12.7% |
0.181 |
3.5% |
11% |
False |
True |
13,369 |
10 |
5.767 |
5.110 |
0.657 |
12.7% |
0.187 |
3.6% |
11% |
False |
True |
13,582 |
20 |
5.956 |
5.110 |
0.846 |
16.3% |
0.208 |
4.0% |
8% |
False |
True |
11,517 |
40 |
5.956 |
4.656 |
1.300 |
25.1% |
0.210 |
4.1% |
40% |
False |
False |
9,100 |
60 |
5.956 |
4.656 |
1.300 |
25.1% |
0.201 |
3.9% |
40% |
False |
False |
7,312 |
80 |
6.200 |
4.656 |
1.544 |
29.8% |
0.192 |
3.7% |
34% |
False |
False |
6,136 |
100 |
6.200 |
4.656 |
1.544 |
29.8% |
0.188 |
3.6% |
34% |
False |
False |
5,244 |
120 |
6.200 |
4.656 |
1.544 |
29.8% |
0.171 |
3.3% |
34% |
False |
False |
4,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.034 |
2.618 |
5.747 |
1.618 |
5.571 |
1.000 |
5.462 |
0.618 |
5.395 |
HIGH |
5.286 |
0.618 |
5.219 |
0.500 |
5.198 |
0.382 |
5.177 |
LOW |
5.110 |
0.618 |
5.001 |
1.000 |
4.934 |
1.618 |
4.825 |
2.618 |
4.649 |
4.250 |
4.362 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.198 |
5.377 |
PP |
5.192 |
5.311 |
S1 |
5.187 |
5.246 |
|