NYMEX Natural Gas Future April 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 |
5.385 |
5.220 |
-0.165 |
-3.1% |
5.600 |
| High |
5.420 |
5.236 |
-0.184 |
-3.4% |
5.738 |
| Low |
5.166 |
5.056 |
-0.110 |
-2.1% |
5.408 |
| Close |
5.206 |
5.128 |
-0.078 |
-1.5% |
5.688 |
| Range |
0.254 |
0.180 |
-0.074 |
-29.1% |
0.330 |
| ATR |
0.237 |
0.233 |
-0.004 |
-1.7% |
0.000 |
| Volume |
27,157 |
27,704 |
547 |
2.0% |
83,477 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.680 |
5.584 |
5.227 |
|
| R3 |
5.500 |
5.404 |
5.178 |
|
| R2 |
5.320 |
5.320 |
5.161 |
|
| R1 |
5.224 |
5.224 |
5.145 |
5.182 |
| PP |
5.140 |
5.140 |
5.140 |
5.119 |
| S1 |
5.044 |
5.044 |
5.112 |
5.002 |
| S2 |
4.960 |
4.960 |
5.095 |
|
| S3 |
4.780 |
4.864 |
5.079 |
|
| S4 |
4.600 |
4.684 |
5.029 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.601 |
6.475 |
5.870 |
|
| R3 |
6.271 |
6.145 |
5.779 |
|
| R2 |
5.941 |
5.941 |
5.749 |
|
| R1 |
5.815 |
5.815 |
5.718 |
5.878 |
| PP |
5.611 |
5.611 |
5.611 |
5.643 |
| S1 |
5.485 |
5.485 |
5.658 |
5.548 |
| S2 |
5.281 |
5.281 |
5.628 |
|
| S3 |
4.951 |
5.155 |
5.597 |
|
| S4 |
4.621 |
4.825 |
5.507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.738 |
5.056 |
0.682 |
13.3% |
0.209 |
4.1% |
11% |
False |
True |
26,647 |
| 10 |
5.738 |
5.056 |
0.682 |
13.3% |
0.209 |
4.1% |
11% |
False |
True |
25,897 |
| 20 |
5.930 |
5.056 |
0.874 |
17.0% |
0.230 |
4.5% |
8% |
False |
True |
23,946 |
| 40 |
5.940 |
4.595 |
1.345 |
26.2% |
0.226 |
4.4% |
40% |
False |
False |
21,345 |
| 60 |
5.940 |
4.595 |
1.345 |
26.2% |
0.218 |
4.2% |
40% |
False |
False |
17,563 |
| 80 |
6.180 |
4.595 |
1.585 |
30.9% |
0.211 |
4.1% |
34% |
False |
False |
15,149 |
| 100 |
6.180 |
4.595 |
1.585 |
30.9% |
0.210 |
4.1% |
34% |
False |
False |
13,227 |
| 120 |
6.180 |
4.595 |
1.585 |
30.9% |
0.192 |
3.7% |
34% |
False |
False |
11,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.001 |
|
2.618 |
5.707 |
|
1.618 |
5.527 |
|
1.000 |
5.416 |
|
0.618 |
5.347 |
|
HIGH |
5.236 |
|
0.618 |
5.167 |
|
0.500 |
5.146 |
|
0.382 |
5.125 |
|
LOW |
5.056 |
|
0.618 |
4.945 |
|
1.000 |
4.876 |
|
1.618 |
4.765 |
|
2.618 |
4.585 |
|
4.250 |
4.291 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.146 |
5.339 |
| PP |
5.140 |
5.268 |
| S1 |
5.134 |
5.198 |
|