NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.452 |
5.600 |
0.148 |
2.7% |
5.596 |
| High |
5.675 |
5.804 |
0.129 |
2.3% |
5.804 |
| Low |
5.452 |
5.594 |
0.142 |
2.6% |
5.431 |
| Close |
5.568 |
5.750 |
0.182 |
3.3% |
5.750 |
| Range |
0.223 |
0.210 |
-0.013 |
-5.8% |
0.373 |
| ATR |
0.263 |
0.261 |
-0.002 |
-0.7% |
0.000 |
| Volume |
40,131 |
67,116 |
26,985 |
67.2% |
263,979 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.346 |
6.258 |
5.866 |
|
| R3 |
6.136 |
6.048 |
5.808 |
|
| R2 |
5.926 |
5.926 |
5.789 |
|
| R1 |
5.838 |
5.838 |
5.769 |
5.882 |
| PP |
5.716 |
5.716 |
5.716 |
5.738 |
| S1 |
5.628 |
5.628 |
5.731 |
5.672 |
| S2 |
5.506 |
5.506 |
5.712 |
|
| S3 |
5.296 |
5.418 |
5.692 |
|
| S4 |
5.086 |
5.208 |
5.635 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.781 |
6.638 |
5.955 |
|
| R3 |
6.408 |
6.265 |
5.853 |
|
| R2 |
6.035 |
6.035 |
5.818 |
|
| R1 |
5.892 |
5.892 |
5.784 |
5.964 |
| PP |
5.662 |
5.662 |
5.662 |
5.697 |
| S1 |
5.519 |
5.519 |
5.716 |
5.591 |
| S2 |
5.289 |
5.289 |
5.682 |
|
| S3 |
4.916 |
5.146 |
5.647 |
|
| S4 |
4.543 |
4.773 |
5.545 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.804 |
5.431 |
0.373 |
6.5% |
0.206 |
3.6% |
86% |
True |
False |
71,593 |
| 10 |
5.810 |
5.327 |
0.483 |
8.4% |
0.242 |
4.2% |
88% |
False |
False |
65,739 |
| 20 |
6.027 |
5.327 |
0.700 |
12.2% |
0.252 |
4.4% |
60% |
False |
False |
46,508 |
| 40 |
6.027 |
4.550 |
1.477 |
25.7% |
0.258 |
4.5% |
81% |
False |
False |
39,112 |
| 60 |
6.027 |
4.550 |
1.477 |
25.7% |
0.237 |
4.1% |
81% |
False |
False |
29,983 |
| 80 |
6.242 |
4.550 |
1.692 |
29.4% |
0.232 |
4.0% |
71% |
False |
False |
24,462 |
| 100 |
6.242 |
4.550 |
1.692 |
29.4% |
0.226 |
3.9% |
71% |
False |
False |
20,703 |
| 120 |
6.242 |
4.550 |
1.692 |
29.4% |
0.209 |
3.6% |
71% |
False |
False |
17,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.697 |
|
2.618 |
6.354 |
|
1.618 |
6.144 |
|
1.000 |
6.014 |
|
0.618 |
5.934 |
|
HIGH |
5.804 |
|
0.618 |
5.724 |
|
0.500 |
5.699 |
|
0.382 |
5.674 |
|
LOW |
5.594 |
|
0.618 |
5.464 |
|
1.000 |
5.384 |
|
1.618 |
5.254 |
|
2.618 |
5.044 |
|
4.250 |
4.702 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.733 |
5.707 |
| PP |
5.716 |
5.665 |
| S1 |
5.699 |
5.622 |
|