NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.731 |
5.643 |
-0.088 |
-1.5% |
5.609 |
| High |
5.754 |
5.643 |
-0.111 |
-1.9% |
5.767 |
| Low |
5.595 |
5.424 |
-0.171 |
-3.1% |
5.460 |
| Close |
5.651 |
5.459 |
-0.192 |
-3.4% |
5.718 |
| Range |
0.159 |
0.219 |
0.060 |
37.7% |
0.307 |
| ATR |
0.219 |
0.220 |
0.001 |
0.3% |
0.000 |
| Volume |
18,213 |
10,332 |
-7,881 |
-43.3% |
47,763 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.166 |
6.031 |
5.579 |
|
| R3 |
5.947 |
5.812 |
5.519 |
|
| R2 |
5.728 |
5.728 |
5.499 |
|
| R1 |
5.593 |
5.593 |
5.479 |
5.551 |
| PP |
5.509 |
5.509 |
5.509 |
5.488 |
| S1 |
5.374 |
5.374 |
5.439 |
5.332 |
| S2 |
5.290 |
5.290 |
5.419 |
|
| S3 |
5.071 |
5.155 |
5.399 |
|
| S4 |
4.852 |
4.936 |
5.339 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.569 |
6.451 |
5.887 |
|
| R3 |
6.262 |
6.144 |
5.802 |
|
| R2 |
5.955 |
5.955 |
5.774 |
|
| R1 |
5.837 |
5.837 |
5.746 |
5.896 |
| PP |
5.648 |
5.648 |
5.648 |
5.678 |
| S1 |
5.530 |
5.530 |
5.690 |
5.589 |
| S2 |
5.341 |
5.341 |
5.662 |
|
| S3 |
5.034 |
5.223 |
5.634 |
|
| S4 |
4.727 |
4.916 |
5.549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.767 |
5.424 |
0.343 |
6.3% |
0.159 |
2.9% |
10% |
False |
True |
12,893 |
| 10 |
5.767 |
5.371 |
0.396 |
7.3% |
0.196 |
3.6% |
22% |
False |
False |
13,616 |
| 20 |
5.956 |
5.371 |
0.585 |
10.7% |
0.202 |
3.7% |
15% |
False |
False |
10,962 |
| 40 |
5.956 |
4.656 |
1.300 |
23.8% |
0.217 |
4.0% |
62% |
False |
False |
8,662 |
| 60 |
5.956 |
4.656 |
1.300 |
23.8% |
0.200 |
3.7% |
62% |
False |
False |
7,051 |
| 80 |
6.200 |
4.656 |
1.544 |
28.3% |
0.192 |
3.5% |
52% |
False |
False |
5,889 |
| 100 |
6.200 |
4.656 |
1.544 |
28.3% |
0.187 |
3.4% |
52% |
False |
False |
5,012 |
| 120 |
6.200 |
4.656 |
1.544 |
28.3% |
0.170 |
3.1% |
52% |
False |
False |
4,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.574 |
|
2.618 |
6.216 |
|
1.618 |
5.997 |
|
1.000 |
5.862 |
|
0.618 |
5.778 |
|
HIGH |
5.643 |
|
0.618 |
5.559 |
|
0.500 |
5.534 |
|
0.382 |
5.508 |
|
LOW |
5.424 |
|
0.618 |
5.289 |
|
1.000 |
5.205 |
|
1.618 |
5.070 |
|
2.618 |
4.851 |
|
4.250 |
4.493 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.534 |
5.596 |
| PP |
5.509 |
5.550 |
| S1 |
5.484 |
5.505 |
|