NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.797 |
5.641 |
-0.156 |
-2.7% |
5.791 |
High |
5.797 |
5.641 |
-0.156 |
-2.7% |
5.987 |
Low |
5.668 |
5.487 |
-0.181 |
-3.2% |
5.728 |
Close |
5.706 |
5.518 |
-0.188 |
-3.3% |
5.941 |
Range |
0.129 |
0.154 |
0.025 |
19.4% |
0.259 |
ATR |
0.181 |
0.183 |
0.003 |
1.5% |
0.000 |
Volume |
1,402 |
2,266 |
864 |
61.6% |
7,850 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.011 |
5.918 |
5.603 |
|
R3 |
5.857 |
5.764 |
5.560 |
|
R2 |
5.703 |
5.703 |
5.546 |
|
R1 |
5.610 |
5.610 |
5.532 |
5.580 |
PP |
5.549 |
5.549 |
5.549 |
5.533 |
S1 |
5.456 |
5.456 |
5.504 |
5.426 |
S2 |
5.395 |
5.395 |
5.490 |
|
S3 |
5.241 |
5.302 |
5.476 |
|
S4 |
5.087 |
5.148 |
5.433 |
|
|
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 |
5.487 |
0.500 |
9.1% |
0.123 |
2.2% |
6% |
False |
True |
1,947 |
10 |
5.990 |
5.487 |
0.503 |
9.1% |
0.145 |
2.6% |
6% |
False |
True |
1,732 |
20 |
6.160 |
5.487 |
0.673 |
12.2% |
0.151 |
2.7% |
5% |
False |
True |
1,770 |
40 |
6.160 |
4.970 |
1.190 |
21.6% |
0.155 |
2.8% |
46% |
False |
False |
2,132 |
60 |
6.160 |
4.970 |
1.190 |
21.6% |
0.153 |
2.8% |
46% |
False |
False |
1,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.296 |
2.618 |
6.044 |
1.618 |
5.890 |
1.000 |
5.795 |
0.618 |
5.736 |
HIGH |
5.641 |
0.618 |
5.582 |
0.500 |
5.564 |
0.382 |
5.546 |
LOW |
5.487 |
0.618 |
5.392 |
1.000 |
5.333 |
1.618 |
5.238 |
2.618 |
5.084 |
4.250 |
4.833 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.564 |
5.729 |
PP |
5.549 |
5.659 |
S1 |
5.533 |
5.588 |
|