NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.400 |
5.230 |
-0.170 |
-3.1% |
5.596 |
| High |
5.440 |
5.258 |
-0.182 |
-3.3% |
5.804 |
| Low |
5.182 |
5.060 |
-0.122 |
-2.4% |
5.431 |
| Close |
5.224 |
5.138 |
-0.086 |
-1.6% |
5.750 |
| Range |
0.258 |
0.198 |
-0.060 |
-23.3% |
0.373 |
| ATR |
0.257 |
0.253 |
-0.004 |
-1.6% |
0.000 |
| Volume |
109,839 |
109,503 |
-336 |
-0.3% |
263,979 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.746 |
5.640 |
5.247 |
|
| R3 |
5.548 |
5.442 |
5.192 |
|
| R2 |
5.350 |
5.350 |
5.174 |
|
| R1 |
5.244 |
5.244 |
5.156 |
5.198 |
| PP |
5.152 |
5.152 |
5.152 |
5.129 |
| S1 |
5.046 |
5.046 |
5.120 |
5.000 |
| S2 |
4.954 |
4.954 |
5.102 |
|
| S3 |
4.756 |
4.848 |
5.084 |
|
| S4 |
4.558 |
4.650 |
5.029 |
|
|
| 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 |
5.060 |
0.744 |
14.5% |
0.227 |
4.4% |
10% |
False |
True |
85,405 |
| 10 |
5.804 |
5.060 |
0.744 |
14.5% |
0.226 |
4.4% |
10% |
False |
True |
80,903 |
| 20 |
6.027 |
5.060 |
0.967 |
18.8% |
0.253 |
4.9% |
8% |
False |
True |
60,322 |
| 40 |
6.027 |
4.550 |
1.477 |
28.7% |
0.248 |
4.8% |
40% |
False |
False |
46,613 |
| 60 |
6.027 |
4.550 |
1.477 |
28.7% |
0.238 |
4.6% |
40% |
False |
False |
35,437 |
| 80 |
6.242 |
4.550 |
1.692 |
32.9% |
0.231 |
4.5% |
35% |
False |
False |
28,602 |
| 100 |
6.242 |
4.550 |
1.692 |
32.9% |
0.230 |
4.5% |
35% |
False |
False |
24,119 |
| 120 |
6.242 |
4.550 |
1.692 |
32.9% |
0.210 |
4.1% |
35% |
False |
False |
20,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.100 |
|
2.618 |
5.776 |
|
1.618 |
5.578 |
|
1.000 |
5.456 |
|
0.618 |
5.380 |
|
HIGH |
5.258 |
|
0.618 |
5.182 |
|
0.500 |
5.159 |
|
0.382 |
5.136 |
|
LOW |
5.060 |
|
0.618 |
4.938 |
|
1.000 |
4.862 |
|
1.618 |
4.740 |
|
2.618 |
4.542 |
|
4.250 |
4.219 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.159 |
5.364 |
| PP |
5.152 |
5.289 |
| S1 |
5.145 |
5.213 |
|