NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.350 |
5.368 |
0.018 |
0.3% |
5.774 |
High |
5.434 |
5.450 |
0.016 |
0.3% |
5.880 |
Low |
5.265 |
5.290 |
0.025 |
0.5% |
5.265 |
Close |
5.333 |
5.322 |
-0.011 |
-0.2% |
5.322 |
Range |
0.169 |
0.160 |
-0.009 |
-5.3% |
0.615 |
ATR |
0.201 |
0.198 |
-0.003 |
-1.5% |
0.000 |
Volume |
4,237 |
5,443 |
1,206 |
28.5% |
17,628 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.834 |
5.738 |
5.410 |
|
R3 |
5.674 |
5.578 |
5.366 |
|
R2 |
5.514 |
5.514 |
5.351 |
|
R1 |
5.418 |
5.418 |
5.337 |
5.386 |
PP |
5.354 |
5.354 |
5.354 |
5.338 |
S1 |
5.258 |
5.258 |
5.307 |
5.226 |
S2 |
5.194 |
5.194 |
5.293 |
|
S3 |
5.034 |
5.098 |
5.278 |
|
S4 |
4.874 |
4.938 |
5.234 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.334 |
6.943 |
5.660 |
|
R3 |
6.719 |
6.328 |
5.491 |
|
R2 |
6.104 |
6.104 |
5.435 |
|
R1 |
5.713 |
5.713 |
5.378 |
5.601 |
PP |
5.489 |
5.489 |
5.489 |
5.433 |
S1 |
5.098 |
5.098 |
5.266 |
4.986 |
S2 |
4.874 |
4.874 |
5.209 |
|
S3 |
4.259 |
4.483 |
5.153 |
|
S4 |
3.644 |
3.868 |
4.984 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.880 |
5.265 |
0.615 |
11.6% |
0.166 |
3.1% |
9% |
False |
False |
3,525 |
10 |
5.894 |
5.265 |
0.629 |
11.8% |
0.161 |
3.0% |
9% |
False |
False |
3,675 |
20 |
6.050 |
5.265 |
0.785 |
14.8% |
0.181 |
3.4% |
7% |
False |
False |
3,631 |
40 |
6.075 |
4.848 |
1.227 |
23.1% |
0.186 |
3.5% |
39% |
False |
False |
3,024 |
60 |
6.075 |
4.848 |
1.227 |
23.1% |
0.178 |
3.3% |
39% |
False |
False |
2,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.130 |
2.618 |
5.869 |
1.618 |
5.709 |
1.000 |
5.610 |
0.618 |
5.549 |
HIGH |
5.450 |
0.618 |
5.389 |
0.500 |
5.370 |
0.382 |
5.351 |
LOW |
5.290 |
0.618 |
5.191 |
1.000 |
5.130 |
1.618 |
5.031 |
2.618 |
4.871 |
4.250 |
4.610 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.370 |
5.420 |
PP |
5.354 |
5.387 |
S1 |
5.338 |
5.355 |
|