NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.879 |
5.797 |
-0.082 |
-1.4% |
5.791 |
High |
5.971 |
5.797 |
-0.174 |
-2.9% |
5.987 |
Low |
5.867 |
5.668 |
-0.199 |
-3.4% |
5.728 |
Close |
5.879 |
5.706 |
-0.173 |
-2.9% |
5.941 |
Range |
0.104 |
0.129 |
0.025 |
24.0% |
0.259 |
ATR |
0.178 |
0.181 |
0.002 |
1.3% |
0.000 |
Volume |
1,233 |
1,402 |
169 |
13.7% |
7,850 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.111 |
6.037 |
5.777 |
|
R3 |
5.982 |
5.908 |
5.741 |
|
R2 |
5.853 |
5.853 |
5.730 |
|
R1 |
5.779 |
5.779 |
5.718 |
5.752 |
PP |
5.724 |
5.724 |
5.724 |
5.710 |
S1 |
5.650 |
5.650 |
5.694 |
5.623 |
S2 |
5.595 |
5.595 |
5.682 |
|
S3 |
5.466 |
5.521 |
5.671 |
|
S4 |
5.337 |
5.392 |
5.635 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.662 |
6.561 |
6.083 |
|
R3 |
6.403 |
6.302 |
6.012 |
|
R2 |
6.144 |
6.144 |
5.988 |
|
R1 |
6.043 |
6.043 |
5.965 |
6.094 |
PP |
5.885 |
5.885 |
5.885 |
5.911 |
S1 |
5.784 |
5.784 |
5.917 |
5.835 |
S2 |
5.626 |
5.626 |
5.894 |
|
S3 |
5.367 |
5.525 |
5.870 |
|
S4 |
5.108 |
5.266 |
5.799 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.987 |
5.668 |
0.319 |
5.6% |
0.101 |
1.8% |
12% |
False |
True |
1,800 |
10 |
5.990 |
5.668 |
0.322 |
5.6% |
0.139 |
2.4% |
12% |
False |
True |
1,720 |
20 |
6.160 |
5.651 |
0.509 |
8.9% |
0.147 |
2.6% |
11% |
False |
False |
1,787 |
40 |
6.160 |
4.970 |
1.190 |
20.9% |
0.160 |
2.8% |
62% |
False |
False |
2,106 |
60 |
6.160 |
4.970 |
1.190 |
20.9% |
0.153 |
2.7% |
62% |
False |
False |
1,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.345 |
2.618 |
6.135 |
1.618 |
6.006 |
1.000 |
5.926 |
0.618 |
5.877 |
HIGH |
5.797 |
0.618 |
5.748 |
0.500 |
5.733 |
0.382 |
5.717 |
LOW |
5.668 |
0.618 |
5.588 |
1.000 |
5.539 |
1.618 |
5.459 |
2.618 |
5.330 |
4.250 |
5.120 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.733 |
5.828 |
PP |
5.724 |
5.787 |
S1 |
5.715 |
5.747 |
|