NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.835 |
5.694 |
-0.141 |
-2.4% |
5.616 |
High |
5.856 |
5.805 |
-0.051 |
-0.9% |
5.900 |
Low |
5.674 |
5.625 |
-0.049 |
-0.9% |
5.547 |
Close |
5.835 |
5.694 |
-0.141 |
-2.4% |
5.835 |
Range |
0.182 |
0.180 |
-0.002 |
-1.1% |
0.353 |
ATR |
0.218 |
0.218 |
-0.001 |
-0.3% |
0.000 |
Volume |
6,225 |
4,419 |
-1,806 |
-29.0% |
25,490 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.248 |
6.151 |
5.793 |
|
R3 |
6.068 |
5.971 |
5.744 |
|
R2 |
5.888 |
5.888 |
5.727 |
|
R1 |
5.791 |
5.791 |
5.711 |
5.784 |
PP |
5.708 |
5.708 |
5.708 |
5.705 |
S1 |
5.611 |
5.611 |
5.678 |
5.604 |
S2 |
5.528 |
5.528 |
5.661 |
|
S3 |
5.348 |
5.431 |
5.645 |
|
S4 |
5.168 |
5.251 |
5.595 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.820 |
6.680 |
6.029 |
|
R3 |
6.467 |
6.327 |
5.932 |
|
R2 |
6.114 |
6.114 |
5.900 |
|
R1 |
5.974 |
5.974 |
5.867 |
6.044 |
PP |
5.761 |
5.761 |
5.761 |
5.796 |
S1 |
5.621 |
5.621 |
5.803 |
5.691 |
S2 |
5.408 |
5.408 |
5.770 |
|
S3 |
5.055 |
5.268 |
5.738 |
|
S4 |
4.702 |
4.915 |
5.641 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.900 |
5.565 |
0.335 |
5.9% |
0.213 |
3.7% |
39% |
False |
False |
5,346 |
10 |
6.050 |
5.547 |
0.503 |
8.8% |
0.199 |
3.5% |
29% |
False |
False |
4,195 |
20 |
6.075 |
5.547 |
0.528 |
9.3% |
0.190 |
3.3% |
28% |
False |
False |
3,281 |
40 |
6.075 |
4.848 |
1.227 |
21.5% |
0.196 |
3.4% |
69% |
False |
False |
2,684 |
60 |
6.194 |
4.848 |
1.346 |
23.6% |
0.179 |
3.1% |
63% |
False |
False |
2,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.570 |
2.618 |
6.276 |
1.618 |
6.096 |
1.000 |
5.985 |
0.618 |
5.916 |
HIGH |
5.805 |
0.618 |
5.736 |
0.500 |
5.715 |
0.382 |
5.694 |
LOW |
5.625 |
0.618 |
5.514 |
1.000 |
5.445 |
1.618 |
5.334 |
2.618 |
5.154 |
4.250 |
4.860 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.715 |
5.763 |
PP |
5.708 |
5.740 |
S1 |
5.701 |
5.717 |
|