NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.611 |
5.555 |
-0.056 |
-1.0% |
5.531 |
High |
5.724 |
5.630 |
-0.094 |
-1.6% |
5.830 |
Low |
5.534 |
5.529 |
-0.005 |
-0.1% |
5.441 |
Close |
5.611 |
5.555 |
-0.056 |
-1.0% |
5.755 |
Range |
0.190 |
0.101 |
-0.089 |
-46.8% |
0.389 |
ATR |
|
|
|
|
|
Volume |
3,665 |
4,680 |
1,015 |
27.7% |
26,525 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.874 |
5.816 |
5.611 |
|
R3 |
5.773 |
5.715 |
5.583 |
|
R2 |
5.672 |
5.672 |
5.574 |
|
R1 |
5.614 |
5.614 |
5.564 |
5.606 |
PP |
5.571 |
5.571 |
5.571 |
5.567 |
S1 |
5.513 |
5.513 |
5.546 |
5.505 |
S2 |
5.470 |
5.470 |
5.536 |
|
S3 |
5.369 |
5.412 |
5.527 |
|
S4 |
5.268 |
5.311 |
5.499 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.842 |
6.688 |
5.969 |
|
R3 |
6.453 |
6.299 |
5.862 |
|
R2 |
6.064 |
6.064 |
5.826 |
|
R1 |
5.910 |
5.910 |
5.791 |
5.987 |
PP |
5.675 |
5.675 |
5.675 |
5.714 |
S1 |
5.521 |
5.521 |
5.719 |
5.598 |
S2 |
5.286 |
5.286 |
5.684 |
|
S3 |
4.897 |
5.132 |
5.648 |
|
S4 |
4.508 |
4.743 |
5.541 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.059 |
2.618 |
5.894 |
1.618 |
5.793 |
1.000 |
5.731 |
0.618 |
5.692 |
HIGH |
5.630 |
0.618 |
5.591 |
0.500 |
5.580 |
0.382 |
5.568 |
LOW |
5.529 |
0.618 |
5.467 |
1.000 |
5.428 |
1.618 |
5.366 |
2.618 |
5.265 |
4.250 |
5.100 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.580 |
5.653 |
PP |
5.571 |
5.620 |
S1 |
5.563 |
5.588 |
|