NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.572 |
5.596 |
0.024 |
0.4% |
5.534 |
| High |
5.707 |
5.661 |
-0.046 |
-0.8% |
5.769 |
| Low |
5.500 |
5.431 |
-0.069 |
-1.3% |
5.327 |
| Close |
5.671 |
5.536 |
-0.135 |
-2.4% |
5.671 |
| Range |
0.207 |
0.230 |
0.023 |
11.1% |
0.442 |
| ATR |
0.276 |
0.274 |
-0.003 |
-0.9% |
0.000 |
| Volume |
93,989 |
70,561 |
-23,428 |
-24.9% |
343,374 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.233 |
6.114 |
5.663 |
|
| R3 |
6.003 |
5.884 |
5.599 |
|
| R2 |
5.773 |
5.773 |
5.578 |
|
| R1 |
5.654 |
5.654 |
5.557 |
5.599 |
| PP |
5.543 |
5.543 |
5.543 |
5.515 |
| S1 |
5.424 |
5.424 |
5.515 |
5.369 |
| S2 |
5.313 |
5.313 |
5.494 |
|
| S3 |
5.083 |
5.194 |
5.473 |
|
| S4 |
4.853 |
4.964 |
5.410 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.915 |
6.735 |
5.914 |
|
| R3 |
6.473 |
6.293 |
5.793 |
|
| R2 |
6.031 |
6.031 |
5.752 |
|
| R1 |
5.851 |
5.851 |
5.712 |
5.941 |
| PP |
5.589 |
5.589 |
5.589 |
5.634 |
| S1 |
5.409 |
5.409 |
5.630 |
5.499 |
| S2 |
5.147 |
5.147 |
5.590 |
|
| S3 |
4.705 |
4.967 |
5.549 |
|
| S4 |
4.263 |
4.525 |
5.428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.769 |
5.327 |
0.442 |
8.0% |
0.268 |
4.8% |
47% |
False |
False |
73,582 |
| 10 |
6.027 |
5.327 |
0.700 |
12.6% |
0.278 |
5.0% |
30% |
False |
False |
59,478 |
| 20 |
6.027 |
5.327 |
0.700 |
12.6% |
0.256 |
4.6% |
30% |
False |
False |
41,787 |
| 40 |
6.027 |
4.550 |
1.477 |
26.7% |
0.257 |
4.6% |
67% |
False |
False |
35,274 |
| 60 |
6.137 |
4.550 |
1.587 |
28.7% |
0.239 |
4.3% |
62% |
False |
False |
27,207 |
| 80 |
6.242 |
4.550 |
1.692 |
30.6% |
0.231 |
4.2% |
58% |
False |
False |
22,246 |
| 100 |
6.242 |
4.550 |
1.692 |
30.6% |
0.223 |
4.0% |
58% |
False |
False |
18,861 |
| 120 |
6.242 |
4.550 |
1.692 |
30.6% |
0.208 |
3.8% |
58% |
False |
False |
16,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.639 |
|
2.618 |
6.263 |
|
1.618 |
6.033 |
|
1.000 |
5.891 |
|
0.618 |
5.803 |
|
HIGH |
5.661 |
|
0.618 |
5.573 |
|
0.500 |
5.546 |
|
0.382 |
5.519 |
|
LOW |
5.431 |
|
0.618 |
5.289 |
|
1.000 |
5.201 |
|
1.618 |
5.059 |
|
2.618 |
4.829 |
|
4.250 |
4.454 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.546 |
5.600 |
| PP |
5.543 |
5.579 |
| S1 |
5.539 |
5.557 |
|