NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.555 |
5.640 |
0.085 |
1.5% |
5.531 |
High |
5.630 |
5.770 |
0.140 |
2.5% |
5.830 |
Low |
5.529 |
5.522 |
-0.007 |
-0.1% |
5.441 |
Close |
5.555 |
5.640 |
0.085 |
1.5% |
5.755 |
Range |
0.101 |
0.248 |
0.147 |
145.5% |
0.389 |
ATR |
|
|
|
|
|
Volume |
4,680 |
2,283 |
-2,397 |
-51.2% |
26,525 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.388 |
6.262 |
5.776 |
|
R3 |
6.140 |
6.014 |
5.708 |
|
R2 |
5.892 |
5.892 |
5.685 |
|
R1 |
5.766 |
5.766 |
5.663 |
5.764 |
PP |
5.644 |
5.644 |
5.644 |
5.643 |
S1 |
5.518 |
5.518 |
5.617 |
5.516 |
S2 |
5.396 |
5.396 |
5.595 |
|
S3 |
5.148 |
5.270 |
5.572 |
|
S4 |
4.900 |
5.022 |
5.504 |
|
|
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 |
6.824 |
2.618 |
6.419 |
1.618 |
6.171 |
1.000 |
6.018 |
0.618 |
5.923 |
HIGH |
5.770 |
0.618 |
5.675 |
0.500 |
5.646 |
0.382 |
5.617 |
LOW |
5.522 |
0.618 |
5.369 |
1.000 |
5.274 |
1.618 |
5.121 |
2.618 |
4.873 |
4.250 |
4.468 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.646 |
5.646 |
PP |
5.644 |
5.644 |
S1 |
5.642 |
5.642 |
|