NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 11-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.760 |
5.616 |
-0.144 |
-2.5% |
5.855 |
High |
5.842 |
5.755 |
-0.087 |
-1.5% |
6.050 |
Low |
5.734 |
5.547 |
-0.187 |
-3.3% |
5.734 |
Close |
5.848 |
5.616 |
-0.232 |
-4.0% |
5.848 |
Range |
0.108 |
0.208 |
0.100 |
92.6% |
0.316 |
ATR |
0.211 |
0.217 |
0.006 |
3.1% |
0.000 |
Volume |
4,426 |
3,177 |
-1,249 |
-28.2% |
14,840 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.263 |
6.148 |
5.730 |
|
R3 |
6.055 |
5.940 |
5.673 |
|
R2 |
5.847 |
5.847 |
5.654 |
|
R1 |
5.732 |
5.732 |
5.635 |
5.720 |
PP |
5.639 |
5.639 |
5.639 |
5.634 |
S1 |
5.524 |
5.524 |
5.597 |
5.512 |
S2 |
5.431 |
5.431 |
5.578 |
|
S3 |
5.223 |
5.316 |
5.559 |
|
S4 |
5.015 |
5.108 |
5.502 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.825 |
6.653 |
6.022 |
|
R3 |
6.509 |
6.337 |
5.935 |
|
R2 |
6.193 |
6.193 |
5.906 |
|
R1 |
6.021 |
6.021 |
5.877 |
5.949 |
PP |
5.877 |
5.877 |
5.877 |
5.842 |
S1 |
5.705 |
5.705 |
5.819 |
5.633 |
S2 |
5.561 |
5.561 |
5.790 |
|
S3 |
5.245 |
5.389 |
5.761 |
|
S4 |
4.929 |
5.073 |
5.674 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.639 |
2.618 |
6.300 |
1.618 |
6.092 |
1.000 |
5.963 |
0.618 |
5.884 |
HIGH |
5.755 |
0.618 |
5.676 |
0.500 |
5.651 |
0.382 |
5.626 |
LOW |
5.547 |
0.618 |
5.418 |
1.000 |
5.339 |
1.618 |
5.210 |
2.618 |
5.002 |
4.250 |
4.663 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.651 |
5.799 |
PP |
5.639 |
5.738 |
S1 |
5.628 |
5.677 |
|