NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.538 |
5.698 |
0.160 |
2.9% |
5.728 |
| High |
5.742 |
5.752 |
0.010 |
0.2% |
5.956 |
| Low |
5.434 |
5.490 |
0.056 |
1.0% |
5.588 |
| Close |
5.710 |
5.592 |
-0.118 |
-2.1% |
5.707 |
| Range |
0.308 |
0.262 |
-0.046 |
-14.9% |
0.368 |
| ATR |
0.240 |
0.242 |
0.002 |
0.7% |
0.000 |
| Volume |
13,158 |
18,693 |
5,535 |
42.1% |
47,434 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.397 |
6.257 |
5.736 |
|
| R3 |
6.135 |
5.995 |
5.664 |
|
| R2 |
5.873 |
5.873 |
5.640 |
|
| R1 |
5.733 |
5.733 |
5.616 |
5.672 |
| PP |
5.611 |
5.611 |
5.611 |
5.581 |
| S1 |
5.471 |
5.471 |
5.568 |
5.410 |
| S2 |
5.349 |
5.349 |
5.544 |
|
| S3 |
5.087 |
5.209 |
5.520 |
|
| S4 |
4.825 |
4.947 |
5.448 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.854 |
6.649 |
5.909 |
|
| R3 |
6.486 |
6.281 |
5.808 |
|
| R2 |
6.118 |
6.118 |
5.774 |
|
| R1 |
5.913 |
5.913 |
5.741 |
5.832 |
| PP |
5.750 |
5.750 |
5.750 |
5.710 |
| S1 |
5.545 |
5.545 |
5.673 |
5.464 |
| S2 |
5.382 |
5.382 |
5.640 |
|
| S3 |
5.014 |
5.177 |
5.606 |
|
| S4 |
4.646 |
4.809 |
5.505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.785 |
5.371 |
0.414 |
7.4% |
0.242 |
4.3% |
53% |
False |
False |
13,938 |
| 10 |
5.956 |
5.371 |
0.585 |
10.5% |
0.235 |
4.2% |
38% |
False |
False |
10,970 |
| 20 |
5.956 |
5.371 |
0.585 |
10.5% |
0.218 |
3.9% |
38% |
False |
False |
8,884 |
| 40 |
5.956 |
4.656 |
1.300 |
23.2% |
0.221 |
4.0% |
72% |
False |
False |
6,924 |
| 60 |
6.200 |
4.656 |
1.544 |
27.6% |
0.200 |
3.6% |
61% |
False |
False |
5,860 |
| 80 |
6.200 |
4.656 |
1.544 |
27.6% |
0.189 |
3.4% |
61% |
False |
False |
4,903 |
| 100 |
6.200 |
4.656 |
1.544 |
27.6% |
0.181 |
3.2% |
61% |
False |
False |
4,165 |
| 120 |
6.200 |
4.656 |
1.544 |
27.6% |
0.167 |
3.0% |
61% |
False |
False |
3,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.866 |
|
2.618 |
6.438 |
|
1.618 |
6.176 |
|
1.000 |
6.014 |
|
0.618 |
5.914 |
|
HIGH |
5.752 |
|
0.618 |
5.652 |
|
0.500 |
5.621 |
|
0.382 |
5.590 |
|
LOW |
5.490 |
|
0.618 |
5.328 |
|
1.000 |
5.228 |
|
1.618 |
5.066 |
|
2.618 |
4.804 |
|
4.250 |
4.377 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.621 |
5.582 |
| PP |
5.611 |
5.572 |
| S1 |
5.602 |
5.562 |
|