NYMEX Natural Gas Future July 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 |
5.620 |
5.864 |
0.244 |
4.3% |
5.855 |
| High |
5.874 |
5.900 |
0.026 |
0.4% |
6.050 |
| Low |
5.585 |
5.647 |
0.062 |
1.1% |
5.734 |
| Close |
5.856 |
5.749 |
-0.107 |
-1.8% |
5.848 |
| Range |
0.289 |
0.253 |
-0.036 |
-12.5% |
0.316 |
| ATR |
0.218 |
0.221 |
0.002 |
1.1% |
0.000 |
| Volume |
4,131 |
6,638 |
2,507 |
60.7% |
14,840 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.524 |
6.390 |
5.888 |
|
| R3 |
6.271 |
6.137 |
5.819 |
|
| R2 |
6.018 |
6.018 |
5.795 |
|
| R1 |
5.884 |
5.884 |
5.772 |
5.825 |
| PP |
5.765 |
5.765 |
5.765 |
5.736 |
| S1 |
5.631 |
5.631 |
5.726 |
5.572 |
| S2 |
5.512 |
5.512 |
5.703 |
|
| S3 |
5.259 |
5.378 |
5.679 |
|
| S4 |
5.006 |
5.125 |
5.610 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.825 |
6.653 |
6.022 |
|
| R3 |
6.509 |
6.337 |
5.935 |
|
| R2 |
6.193 |
6.193 |
5.906 |
|
| R1 |
6.021 |
6.021 |
5.877 |
5.949 |
| PP |
5.877 |
5.877 |
5.877 |
5.842 |
| S1 |
5.705 |
5.705 |
5.819 |
5.633 |
| S2 |
5.561 |
5.561 |
5.790 |
|
| S3 |
5.245 |
5.389 |
5.761 |
|
| S4 |
4.929 |
5.073 |
5.674 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.975 |
|
2.618 |
6.562 |
|
1.618 |
6.309 |
|
1.000 |
6.153 |
|
0.618 |
6.056 |
|
HIGH |
5.900 |
|
0.618 |
5.803 |
|
0.500 |
5.774 |
|
0.382 |
5.744 |
|
LOW |
5.647 |
|
0.618 |
5.491 |
|
1.000 |
5.394 |
|
1.618 |
5.238 |
|
2.618 |
4.985 |
|
4.250 |
4.572 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.774 |
5.744 |
| PP |
5.765 |
5.738 |
| S1 |
5.757 |
5.733 |
|