NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.717 |
5.846 |
0.129 |
2.3% |
5.694 |
High |
5.776 |
5.894 |
0.118 |
2.0% |
5.894 |
Low |
5.621 |
5.751 |
0.130 |
2.3% |
5.616 |
Close |
5.717 |
5.846 |
0.129 |
2.3% |
5.846 |
Range |
0.155 |
0.143 |
-0.012 |
-7.7% |
0.278 |
ATR |
0.206 |
0.204 |
-0.002 |
-1.0% |
0.000 |
Volume |
1,532 |
2,310 |
778 |
50.8% |
12,903 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.259 |
6.196 |
5.925 |
|
R3 |
6.116 |
6.053 |
5.885 |
|
R2 |
5.973 |
5.973 |
5.872 |
|
R1 |
5.910 |
5.910 |
5.859 |
5.918 |
PP |
5.830 |
5.830 |
5.830 |
5.834 |
S1 |
5.767 |
5.767 |
5.833 |
5.775 |
S2 |
5.687 |
5.687 |
5.820 |
|
S3 |
5.544 |
5.624 |
5.807 |
|
S4 |
5.401 |
5.481 |
5.767 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.619 |
6.511 |
5.999 |
|
R3 |
6.341 |
6.233 |
5.922 |
|
R2 |
6.063 |
6.063 |
5.897 |
|
R1 |
5.955 |
5.955 |
5.871 |
6.009 |
PP |
5.785 |
5.785 |
5.785 |
5.813 |
S1 |
5.677 |
5.677 |
5.821 |
5.731 |
S2 |
5.507 |
5.507 |
5.795 |
|
S3 |
5.229 |
5.399 |
5.770 |
|
S4 |
4.951 |
5.121 |
5.693 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.894 |
5.616 |
0.278 |
4.8% |
0.155 |
2.6% |
83% |
True |
False |
3,825 |
10 |
5.900 |
5.547 |
0.353 |
6.0% |
0.179 |
3.1% |
85% |
False |
False |
4,281 |
20 |
6.075 |
5.547 |
0.528 |
9.0% |
0.180 |
3.1% |
57% |
False |
False |
3,264 |
40 |
6.075 |
4.848 |
1.227 |
21.0% |
0.194 |
3.3% |
81% |
False |
False |
2,781 |
60 |
6.075 |
4.848 |
1.227 |
21.0% |
0.178 |
3.0% |
81% |
False |
False |
2,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.502 |
2.618 |
6.268 |
1.618 |
6.125 |
1.000 |
6.037 |
0.618 |
5.982 |
HIGH |
5.894 |
0.618 |
5.839 |
0.500 |
5.823 |
0.382 |
5.806 |
LOW |
5.751 |
0.618 |
5.663 |
1.000 |
5.608 |
1.618 |
5.520 |
2.618 |
5.377 |
4.250 |
5.143 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.838 |
5.816 |
PP |
5.830 |
5.785 |
S1 |
5.823 |
5.755 |
|