NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.846 |
5.774 |
-0.072 |
-1.2% |
5.694 |
High |
5.894 |
5.880 |
-0.014 |
-0.2% |
5.894 |
Low |
5.751 |
5.732 |
-0.019 |
-0.3% |
5.616 |
Close |
5.846 |
5.782 |
-0.064 |
-1.1% |
5.846 |
Range |
0.143 |
0.148 |
0.005 |
3.5% |
0.278 |
ATR |
0.204 |
0.200 |
-0.004 |
-2.0% |
0.000 |
Volume |
2,310 |
2,672 |
362 |
15.7% |
12,903 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.242 |
6.160 |
5.863 |
|
R3 |
6.094 |
6.012 |
5.823 |
|
R2 |
5.946 |
5.946 |
5.809 |
|
R1 |
5.864 |
5.864 |
5.796 |
5.905 |
PP |
5.798 |
5.798 |
5.798 |
5.819 |
S1 |
5.716 |
5.716 |
5.768 |
5.757 |
S2 |
5.650 |
5.650 |
5.755 |
|
S3 |
5.502 |
5.568 |
5.741 |
|
S4 |
5.354 |
5.420 |
5.701 |
|
|
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% |
0.148 |
2.6% |
60% |
False |
False |
3,115 |
10 |
5.900 |
5.547 |
0.353 |
6.1% |
0.183 |
3.2% |
67% |
False |
False |
4,106 |
20 |
6.075 |
5.547 |
0.528 |
9.1% |
0.177 |
3.1% |
45% |
False |
False |
3,258 |
40 |
6.075 |
4.848 |
1.227 |
21.2% |
0.194 |
3.4% |
76% |
False |
False |
2,821 |
60 |
6.075 |
4.848 |
1.227 |
21.2% |
0.179 |
3.1% |
76% |
False |
False |
2,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.509 |
2.618 |
6.267 |
1.618 |
6.119 |
1.000 |
6.028 |
0.618 |
5.971 |
HIGH |
5.880 |
0.618 |
5.823 |
0.500 |
5.806 |
0.382 |
5.789 |
LOW |
5.732 |
0.618 |
5.641 |
1.000 |
5.584 |
1.618 |
5.493 |
2.618 |
5.345 |
4.250 |
5.103 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.806 |
5.774 |
PP |
5.798 |
5.766 |
S1 |
5.790 |
5.758 |
|