NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.600 |
5.749 |
0.149 |
2.7% |
5.596 |
| High |
5.804 |
5.786 |
-0.018 |
-0.3% |
5.804 |
| Low |
5.594 |
5.604 |
0.010 |
0.2% |
5.431 |
| Close |
5.750 |
5.663 |
-0.087 |
-1.5% |
5.750 |
| Range |
0.210 |
0.182 |
-0.028 |
-13.3% |
0.373 |
| ATR |
0.261 |
0.255 |
-0.006 |
-2.2% |
0.000 |
| Volume |
67,116 |
85,156 |
18,040 |
26.9% |
263,979 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.230 |
6.129 |
5.763 |
|
| R3 |
6.048 |
5.947 |
5.713 |
|
| R2 |
5.866 |
5.866 |
5.696 |
|
| R1 |
5.765 |
5.765 |
5.680 |
5.725 |
| PP |
5.684 |
5.684 |
5.684 |
5.664 |
| S1 |
5.583 |
5.583 |
5.646 |
5.543 |
| S2 |
5.502 |
5.502 |
5.630 |
|
| S3 |
5.320 |
5.401 |
5.613 |
|
| S4 |
5.138 |
5.219 |
5.563 |
|
|
| 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 |
6.6% |
0.201 |
3.5% |
62% |
False |
False |
69,827 |
| 10 |
5.804 |
5.327 |
0.477 |
8.4% |
0.238 |
4.2% |
70% |
False |
False |
69,250 |
| 20 |
6.027 |
5.327 |
0.700 |
12.4% |
0.249 |
4.4% |
48% |
False |
False |
49,289 |
| 40 |
6.027 |
4.550 |
1.477 |
26.1% |
0.258 |
4.5% |
75% |
False |
False |
40,964 |
| 60 |
6.027 |
4.550 |
1.477 |
26.1% |
0.237 |
4.2% |
75% |
False |
False |
31,259 |
| 80 |
6.242 |
4.550 |
1.692 |
29.9% |
0.231 |
4.1% |
66% |
False |
False |
25,474 |
| 100 |
6.242 |
4.550 |
1.692 |
29.9% |
0.227 |
4.0% |
66% |
False |
False |
21,513 |
| 120 |
6.242 |
4.550 |
1.692 |
29.9% |
0.208 |
3.7% |
66% |
False |
False |
18,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.560 |
|
2.618 |
6.262 |
|
1.618 |
6.080 |
|
1.000 |
5.968 |
|
0.618 |
5.898 |
|
HIGH |
5.786 |
|
0.618 |
5.716 |
|
0.500 |
5.695 |
|
0.382 |
5.674 |
|
LOW |
5.604 |
|
0.618 |
5.492 |
|
1.000 |
5.422 |
|
1.618 |
5.310 |
|
2.618 |
5.128 |
|
4.250 |
4.831 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.695 |
5.651 |
| PP |
5.684 |
5.640 |
| S1 |
5.674 |
5.628 |
|