NYMEX Natural Gas Future February 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.690 |
6.033 |
0.343 |
6.0% |
5.830 |
| High |
6.075 |
6.108 |
0.033 |
0.5% |
6.038 |
| Low |
5.650 |
5.763 |
0.113 |
2.0% |
5.505 |
| Close |
6.009 |
5.806 |
-0.203 |
-3.4% |
5.572 |
| Range |
0.425 |
0.345 |
-0.080 |
-18.8% |
0.533 |
| ATR |
0.284 |
0.288 |
0.004 |
1.5% |
0.000 |
| Volume |
99,492 |
140,611 |
41,119 |
41.3% |
191,821 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.927 |
6.712 |
5.996 |
|
| R3 |
6.582 |
6.367 |
5.901 |
|
| R2 |
6.237 |
6.237 |
5.869 |
|
| R1 |
6.022 |
6.022 |
5.838 |
5.957 |
| PP |
5.892 |
5.892 |
5.892 |
5.860 |
| S1 |
5.677 |
5.677 |
5.774 |
5.612 |
| S2 |
5.547 |
5.547 |
5.743 |
|
| S3 |
5.202 |
5.332 |
5.711 |
|
| S4 |
4.857 |
4.987 |
5.616 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.304 |
6.971 |
5.865 |
|
| R3 |
6.771 |
6.438 |
5.719 |
|
| R2 |
6.238 |
6.238 |
5.670 |
|
| R1 |
5.905 |
5.905 |
5.621 |
5.805 |
| PP |
5.705 |
5.705 |
5.705 |
5.655 |
| S1 |
5.372 |
5.372 |
5.523 |
5.272 |
| S2 |
5.172 |
5.172 |
5.474 |
|
| S3 |
4.639 |
4.839 |
5.425 |
|
| S4 |
4.106 |
4.306 |
5.279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.108 |
5.505 |
0.603 |
10.4% |
0.314 |
5.4% |
50% |
True |
False |
86,894 |
| 10 |
6.108 |
5.505 |
0.603 |
10.4% |
0.279 |
4.8% |
50% |
True |
False |
66,404 |
| 20 |
6.108 |
4.897 |
1.211 |
20.9% |
0.277 |
4.8% |
75% |
True |
False |
65,470 |
| 40 |
6.108 |
4.520 |
1.588 |
27.4% |
0.257 |
4.4% |
81% |
True |
False |
43,657 |
| 60 |
6.300 |
4.520 |
1.780 |
30.7% |
0.246 |
4.2% |
72% |
False |
False |
31,968 |
| 80 |
6.300 |
4.520 |
1.780 |
30.7% |
0.236 |
4.1% |
72% |
False |
False |
25,166 |
| 100 |
6.300 |
4.520 |
1.780 |
30.7% |
0.220 |
3.8% |
72% |
False |
False |
20,576 |
| 120 |
6.300 |
4.520 |
1.780 |
30.7% |
0.208 |
3.6% |
72% |
False |
False |
17,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.574 |
|
2.618 |
7.011 |
|
1.618 |
6.666 |
|
1.000 |
6.453 |
|
0.618 |
6.321 |
|
HIGH |
6.108 |
|
0.618 |
5.976 |
|
0.500 |
5.936 |
|
0.382 |
5.895 |
|
LOW |
5.763 |
|
0.618 |
5.550 |
|
1.000 |
5.418 |
|
1.618 |
5.205 |
|
2.618 |
4.860 |
|
4.250 |
4.297 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.936 |
5.862 |
| PP |
5.892 |
5.843 |
| S1 |
5.849 |
5.825 |
|