NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.230 |
5.190 |
-0.040 |
-0.8% |
5.749 |
| High |
5.258 |
5.285 |
0.027 |
0.5% |
5.786 |
| Low |
5.060 |
5.094 |
0.034 |
0.7% |
5.060 |
| Close |
5.138 |
5.131 |
-0.007 |
-0.1% |
5.131 |
| Range |
0.198 |
0.191 |
-0.007 |
-3.5% |
0.726 |
| ATR |
0.253 |
0.249 |
-0.004 |
-1.8% |
0.000 |
| Volume |
109,503 |
107,007 |
-2,496 |
-2.3% |
466,919 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.743 |
5.628 |
5.236 |
|
| R3 |
5.552 |
5.437 |
5.184 |
|
| R2 |
5.361 |
5.361 |
5.166 |
|
| R1 |
5.246 |
5.246 |
5.149 |
5.208 |
| PP |
5.170 |
5.170 |
5.170 |
5.151 |
| S1 |
5.055 |
5.055 |
5.113 |
5.017 |
| S2 |
4.979 |
4.979 |
5.096 |
|
| S3 |
4.788 |
4.864 |
5.078 |
|
| S4 |
4.597 |
4.673 |
5.026 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.504 |
7.043 |
5.530 |
|
| R3 |
6.778 |
6.317 |
5.331 |
|
| R2 |
6.052 |
6.052 |
5.264 |
|
| R1 |
5.591 |
5.591 |
5.198 |
5.459 |
| PP |
5.326 |
5.326 |
5.326 |
5.259 |
| S1 |
4.865 |
4.865 |
5.064 |
4.733 |
| S2 |
4.600 |
4.600 |
4.998 |
|
| S3 |
3.874 |
4.139 |
4.931 |
|
| S4 |
3.148 |
3.413 |
4.732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.786 |
5.060 |
0.726 |
14.1% |
0.223 |
4.3% |
10% |
False |
False |
93,383 |
| 10 |
5.804 |
5.060 |
0.744 |
14.5% |
0.214 |
4.2% |
10% |
False |
False |
82,488 |
| 20 |
6.027 |
5.060 |
0.967 |
18.8% |
0.251 |
4.9% |
7% |
False |
False |
64,783 |
| 40 |
6.027 |
4.550 |
1.477 |
28.8% |
0.247 |
4.8% |
39% |
False |
False |
48,812 |
| 60 |
6.027 |
4.550 |
1.477 |
28.8% |
0.237 |
4.6% |
39% |
False |
False |
37,050 |
| 80 |
6.242 |
4.550 |
1.692 |
33.0% |
0.231 |
4.5% |
34% |
False |
False |
29,882 |
| 100 |
6.242 |
4.550 |
1.692 |
33.0% |
0.230 |
4.5% |
34% |
False |
False |
25,136 |
| 120 |
6.242 |
4.550 |
1.692 |
33.0% |
0.210 |
4.1% |
34% |
False |
False |
21,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.097 |
|
2.618 |
5.785 |
|
1.618 |
5.594 |
|
1.000 |
5.476 |
|
0.618 |
5.403 |
|
HIGH |
5.285 |
|
0.618 |
5.212 |
|
0.500 |
5.190 |
|
0.382 |
5.167 |
|
LOW |
5.094 |
|
0.618 |
4.976 |
|
1.000 |
4.903 |
|
1.618 |
4.785 |
|
2.618 |
4.594 |
|
4.250 |
4.282 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.190 |
5.250 |
| PP |
5.170 |
5.210 |
| S1 |
5.151 |
5.171 |
|