NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.694 |
5.639 |
-0.055 |
-1.0% |
5.616 |
| High |
5.805 |
5.729 |
-0.076 |
-1.3% |
5.900 |
| Low |
5.625 |
5.616 |
-0.009 |
-0.2% |
5.547 |
| Close |
5.694 |
5.639 |
-0.055 |
-1.0% |
5.835 |
| Range |
0.180 |
0.113 |
-0.067 |
-37.2% |
0.353 |
| ATR |
0.218 |
0.210 |
-0.007 |
-3.4% |
0.000 |
| Volume |
4,419 |
4,642 |
223 |
5.0% |
25,490 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.000 |
5.933 |
5.701 |
|
| R3 |
5.887 |
5.820 |
5.670 |
|
| R2 |
5.774 |
5.774 |
5.660 |
|
| R1 |
5.707 |
5.707 |
5.649 |
5.696 |
| PP |
5.661 |
5.661 |
5.661 |
5.656 |
| S1 |
5.594 |
5.594 |
5.629 |
5.583 |
| S2 |
5.548 |
5.548 |
5.618 |
|
| S3 |
5.435 |
5.481 |
5.608 |
|
| S4 |
5.322 |
5.368 |
5.577 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.820 |
6.680 |
6.029 |
|
| R3 |
6.467 |
6.327 |
5.932 |
|
| R2 |
6.114 |
6.114 |
5.900 |
|
| R1 |
5.974 |
5.974 |
5.867 |
6.044 |
| PP |
5.761 |
5.761 |
5.761 |
5.796 |
| S1 |
5.621 |
5.621 |
5.803 |
5.691 |
| S2 |
5.408 |
5.408 |
5.770 |
|
| S3 |
5.055 |
5.268 |
5.738 |
|
| S4 |
4.702 |
4.915 |
5.641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.900 |
5.585 |
0.315 |
5.6% |
0.203 |
3.6% |
17% |
False |
False |
5,211 |
| 10 |
6.050 |
5.547 |
0.503 |
8.9% |
0.191 |
3.4% |
18% |
False |
False |
4,417 |
| 20 |
6.075 |
5.547 |
0.528 |
9.4% |
0.188 |
3.3% |
17% |
False |
False |
3,322 |
| 40 |
6.075 |
4.848 |
1.227 |
21.8% |
0.195 |
3.5% |
64% |
False |
False |
2,761 |
| 60 |
6.152 |
4.848 |
1.304 |
23.1% |
0.178 |
3.2% |
61% |
False |
False |
2,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.209 |
|
2.618 |
6.025 |
|
1.618 |
5.912 |
|
1.000 |
5.842 |
|
0.618 |
5.799 |
|
HIGH |
5.729 |
|
0.618 |
5.686 |
|
0.500 |
5.673 |
|
0.382 |
5.659 |
|
LOW |
5.616 |
|
0.618 |
5.546 |
|
1.000 |
5.503 |
|
1.618 |
5.433 |
|
2.618 |
5.320 |
|
4.250 |
5.136 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.673 |
5.736 |
| PP |
5.661 |
5.704 |
| S1 |
5.650 |
5.671 |
|