NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 28-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5.641 |
5.520 |
-0.121 |
-2.1% |
5.791 |
High |
5.641 |
5.522 |
-0.119 |
-2.1% |
5.987 |
Low |
5.487 |
5.390 |
-0.097 |
-1.8% |
5.728 |
Close |
5.518 |
5.437 |
-0.081 |
-1.5% |
5.941 |
Range |
0.154 |
0.132 |
-0.022 |
-14.3% |
0.259 |
ATR |
0.183 |
0.180 |
-0.004 |
-2.0% |
0.000 |
Volume |
2,266 |
1,315 |
-951 |
-42.0% |
7,850 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.846 |
5.773 |
5.510 |
|
R3 |
5.714 |
5.641 |
5.473 |
|
R2 |
5.582 |
5.582 |
5.461 |
|
R1 |
5.509 |
5.509 |
5.449 |
5.480 |
PP |
5.450 |
5.450 |
5.450 |
5.435 |
S1 |
5.377 |
5.377 |
5.425 |
5.348 |
S2 |
5.318 |
5.318 |
5.413 |
|
S3 |
5.186 |
5.245 |
5.401 |
|
S4 |
5.054 |
5.113 |
5.364 |
|
|
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 |
5.390 |
0.597 |
11.0% |
0.124 |
2.3% |
8% |
False |
True |
1,621 |
10 |
5.990 |
5.390 |
0.600 |
11.0% |
0.130 |
2.4% |
8% |
False |
True |
1,730 |
20 |
6.160 |
5.390 |
0.770 |
14.2% |
0.151 |
2.8% |
6% |
False |
True |
1,741 |
40 |
6.160 |
4.970 |
1.190 |
21.9% |
0.156 |
2.9% |
39% |
False |
False |
2,154 |
60 |
6.160 |
4.970 |
1.190 |
21.9% |
0.151 |
2.8% |
39% |
False |
False |
1,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.083 |
2.618 |
5.868 |
1.618 |
5.736 |
1.000 |
5.654 |
0.618 |
5.604 |
HIGH |
5.522 |
0.618 |
5.472 |
0.500 |
5.456 |
0.382 |
5.440 |
LOW |
5.390 |
0.618 |
5.308 |
1.000 |
5.258 |
1.618 |
5.176 |
2.618 |
5.044 |
4.250 |
4.829 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5.456 |
5.594 |
PP |
5.450 |
5.541 |
S1 |
5.443 |
5.489 |
|