NYMEX Natural Gas Future July 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 |
5.639 |
5.717 |
0.078 |
1.4% |
5.616 |
High |
5.729 |
5.776 |
0.047 |
0.8% |
5.900 |
Low |
5.616 |
5.621 |
0.005 |
0.1% |
5.547 |
Close |
5.639 |
5.717 |
0.078 |
1.4% |
5.835 |
Range |
0.113 |
0.155 |
0.042 |
37.2% |
0.353 |
ATR |
0.210 |
0.206 |
-0.004 |
-1.9% |
0.000 |
Volume |
4,642 |
1,532 |
-3,110 |
-67.0% |
25,490 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.170 |
6.098 |
5.802 |
|
R3 |
6.015 |
5.943 |
5.760 |
|
R2 |
5.860 |
5.860 |
5.745 |
|
R1 |
5.788 |
5.788 |
5.731 |
5.795 |
PP |
5.705 |
5.705 |
5.705 |
5.708 |
S1 |
5.633 |
5.633 |
5.703 |
5.640 |
S2 |
5.550 |
5.550 |
5.689 |
|
S3 |
5.395 |
5.478 |
5.674 |
|
S4 |
5.240 |
5.323 |
5.632 |
|
|
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 |
5.616 |
0.284 |
5.0% |
0.177 |
3.1% |
36% |
False |
False |
4,691 |
10 |
6.050 |
5.547 |
0.503 |
8.8% |
0.186 |
3.3% |
34% |
False |
False |
4,346 |
20 |
6.075 |
5.547 |
0.528 |
9.2% |
0.183 |
3.2% |
32% |
False |
False |
3,282 |
40 |
6.075 |
4.848 |
1.227 |
21.5% |
0.194 |
3.4% |
71% |
False |
False |
2,773 |
60 |
6.075 |
4.848 |
1.227 |
21.5% |
0.177 |
3.1% |
71% |
False |
False |
2,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.435 |
2.618 |
6.182 |
1.618 |
6.027 |
1.000 |
5.931 |
0.618 |
5.872 |
HIGH |
5.776 |
0.618 |
5.717 |
0.500 |
5.699 |
0.382 |
5.680 |
LOW |
5.621 |
0.618 |
5.525 |
1.000 |
5.466 |
1.618 |
5.370 |
2.618 |
5.215 |
4.250 |
4.962 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.711 |
5.715 |
PP |
5.705 |
5.713 |
S1 |
5.699 |
5.711 |
|