NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.264 |
5.225 |
-0.039 |
-0.7% |
5.731 |
High |
5.286 |
5.305 |
0.019 |
0.4% |
5.754 |
Low |
5.110 |
5.139 |
0.029 |
0.6% |
5.110 |
Close |
5.181 |
5.171 |
-0.010 |
-0.2% |
5.171 |
Range |
0.176 |
0.166 |
-0.010 |
-5.7% |
0.644 |
ATR |
0.218 |
0.214 |
-0.004 |
-1.7% |
0.000 |
Volume |
13,250 |
15,249 |
1,999 |
15.1% |
68,767 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.703 |
5.603 |
5.262 |
|
R3 |
5.537 |
5.437 |
5.217 |
|
R2 |
5.371 |
5.371 |
5.201 |
|
R1 |
5.271 |
5.271 |
5.186 |
5.238 |
PP |
5.205 |
5.205 |
5.205 |
5.189 |
S1 |
5.105 |
5.105 |
5.156 |
5.072 |
S2 |
5.039 |
5.039 |
5.141 |
|
S3 |
4.873 |
4.939 |
5.125 |
|
S4 |
4.707 |
4.773 |
5.080 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.277 |
6.868 |
5.525 |
|
R3 |
6.633 |
6.224 |
5.348 |
|
R2 |
5.989 |
5.989 |
5.289 |
|
R1 |
5.580 |
5.580 |
5.230 |
5.463 |
PP |
5.345 |
5.345 |
5.345 |
5.286 |
S1 |
4.936 |
4.936 |
5.112 |
4.819 |
S2 |
4.701 |
4.701 |
5.053 |
|
S3 |
4.057 |
4.292 |
4.994 |
|
S4 |
3.413 |
3.648 |
4.817 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.754 |
5.110 |
0.644 |
12.5% |
0.193 |
3.7% |
9% |
False |
False |
13,753 |
10 |
5.767 |
5.110 |
0.657 |
12.7% |
0.177 |
3.4% |
9% |
False |
False |
13,238 |
20 |
5.956 |
5.110 |
0.846 |
16.4% |
0.206 |
4.0% |
7% |
False |
False |
12,104 |
40 |
5.956 |
4.656 |
1.300 |
25.1% |
0.210 |
4.1% |
40% |
False |
False |
9,371 |
60 |
5.956 |
4.656 |
1.300 |
25.1% |
0.201 |
3.9% |
40% |
False |
False |
7,507 |
80 |
6.200 |
4.656 |
1.544 |
29.9% |
0.192 |
3.7% |
33% |
False |
False |
6,303 |
100 |
6.200 |
4.656 |
1.544 |
29.9% |
0.189 |
3.7% |
33% |
False |
False |
5,389 |
120 |
6.200 |
4.656 |
1.544 |
29.9% |
0.172 |
3.3% |
33% |
False |
False |
4,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.011 |
2.618 |
5.740 |
1.618 |
5.574 |
1.000 |
5.471 |
0.618 |
5.408 |
HIGH |
5.305 |
0.618 |
5.242 |
0.500 |
5.222 |
0.382 |
5.202 |
LOW |
5.139 |
0.618 |
5.036 |
1.000 |
4.973 |
1.618 |
4.870 |
2.618 |
4.704 |
4.250 |
4.434 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.222 |
5.285 |
PP |
5.205 |
5.247 |
S1 |
5.188 |
5.209 |
|