NYMEX Natural Gas Future March 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 |
5.652 |
5.954 |
0.302 |
5.3% |
5.804 |
| High |
6.000 |
6.027 |
0.027 |
0.5% |
5.992 |
| Low |
5.617 |
5.707 |
0.090 |
1.6% |
5.472 |
| Close |
5.941 |
5.756 |
-0.185 |
-3.1% |
5.532 |
| Range |
0.383 |
0.320 |
-0.063 |
-16.4% |
0.520 |
| ATR |
0.270 |
0.273 |
0.004 |
1.3% |
0.000 |
| Volume |
36,431 |
63,140 |
26,709 |
73.3% |
66,220 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.790 |
6.593 |
5.932 |
|
| R3 |
6.470 |
6.273 |
5.844 |
|
| R2 |
6.150 |
6.150 |
5.815 |
|
| R1 |
5.953 |
5.953 |
5.785 |
5.892 |
| PP |
5.830 |
5.830 |
5.830 |
5.799 |
| S1 |
5.633 |
5.633 |
5.727 |
5.572 |
| S2 |
5.510 |
5.510 |
5.697 |
|
| S3 |
5.190 |
5.313 |
5.668 |
|
| S4 |
4.870 |
4.993 |
5.580 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.225 |
6.899 |
5.818 |
|
| R3 |
6.705 |
6.379 |
5.675 |
|
| R2 |
6.185 |
6.185 |
5.627 |
|
| R1 |
5.859 |
5.859 |
5.580 |
5.762 |
| PP |
5.665 |
5.665 |
5.665 |
5.617 |
| S1 |
5.339 |
5.339 |
5.484 |
5.242 |
| S2 |
5.145 |
5.145 |
5.437 |
|
| S3 |
4.625 |
4.819 |
5.389 |
|
| S4 |
4.105 |
4.299 |
5.246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.027 |
5.472 |
0.555 |
9.6% |
0.298 |
5.2% |
51% |
True |
False |
34,272 |
| 10 |
6.027 |
5.472 |
0.555 |
9.6% |
0.262 |
4.6% |
51% |
True |
False |
27,277 |
| 20 |
6.027 |
4.937 |
1.090 |
18.9% |
0.259 |
4.5% |
75% |
True |
False |
34,234 |
| 40 |
6.027 |
4.550 |
1.477 |
25.7% |
0.243 |
4.2% |
82% |
True |
False |
25,951 |
| 60 |
6.242 |
4.550 |
1.692 |
29.4% |
0.235 |
4.1% |
71% |
False |
False |
20,382 |
| 80 |
6.242 |
4.550 |
1.692 |
29.4% |
0.226 |
3.9% |
71% |
False |
False |
16,979 |
| 100 |
6.242 |
4.550 |
1.692 |
29.4% |
0.212 |
3.7% |
71% |
False |
False |
14,466 |
| 120 |
6.242 |
4.550 |
1.692 |
29.4% |
0.201 |
3.5% |
71% |
False |
False |
12,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.387 |
|
2.618 |
6.865 |
|
1.618 |
6.545 |
|
1.000 |
6.347 |
|
0.618 |
6.225 |
|
HIGH |
6.027 |
|
0.618 |
5.905 |
|
0.500 |
5.867 |
|
0.382 |
5.829 |
|
LOW |
5.707 |
|
0.618 |
5.509 |
|
1.000 |
5.387 |
|
1.618 |
5.189 |
|
2.618 |
4.869 |
|
4.250 |
4.347 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.867 |
5.801 |
| PP |
5.830 |
5.786 |
| S1 |
5.793 |
5.771 |
|