NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.846 |
5.774 |
-0.072 |
-1.2% |
5.694 |
| High |
5.894 |
5.880 |
-0.014 |
-0.2% |
5.894 |
| Low |
5.751 |
5.732 |
-0.019 |
-0.3% |
5.616 |
| Close |
5.846 |
5.782 |
-0.064 |
-1.1% |
5.846 |
| Range |
0.143 |
0.148 |
0.005 |
3.5% |
0.278 |
| ATR |
0.204 |
0.200 |
-0.004 |
-2.0% |
0.000 |
| Volume |
2,310 |
2,672 |
362 |
15.7% |
12,903 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.242 |
6.160 |
5.863 |
|
| R3 |
6.094 |
6.012 |
5.823 |
|
| R2 |
5.946 |
5.946 |
5.809 |
|
| R1 |
5.864 |
5.864 |
5.796 |
5.905 |
| PP |
5.798 |
5.798 |
5.798 |
5.819 |
| S1 |
5.716 |
5.716 |
5.768 |
5.757 |
| S2 |
5.650 |
5.650 |
5.755 |
|
| S3 |
5.502 |
5.568 |
5.741 |
|
| S4 |
5.354 |
5.420 |
5.701 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.619 |
6.511 |
5.999 |
|
| R3 |
6.341 |
6.233 |
5.922 |
|
| R2 |
6.063 |
6.063 |
5.897 |
|
| R1 |
5.955 |
5.955 |
5.871 |
6.009 |
| PP |
5.785 |
5.785 |
5.785 |
5.813 |
| S1 |
5.677 |
5.677 |
5.821 |
5.731 |
| S2 |
5.507 |
5.507 |
5.795 |
|
| S3 |
5.229 |
5.399 |
5.770 |
|
| S4 |
4.951 |
5.121 |
5.693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.894 |
5.616 |
0.278 |
4.8% |
0.148 |
2.6% |
60% |
False |
False |
3,115 |
| 10 |
5.900 |
5.547 |
0.353 |
6.1% |
0.183 |
3.2% |
67% |
False |
False |
4,106 |
| 20 |
6.075 |
5.547 |
0.528 |
9.1% |
0.177 |
3.1% |
45% |
False |
False |
3,258 |
| 40 |
6.075 |
4.848 |
1.227 |
21.2% |
0.194 |
3.4% |
76% |
False |
False |
2,821 |
| 60 |
6.075 |
4.848 |
1.227 |
21.2% |
0.179 |
3.1% |
76% |
False |
False |
2,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.509 |
|
2.618 |
6.267 |
|
1.618 |
6.119 |
|
1.000 |
6.028 |
|
0.618 |
5.971 |
|
HIGH |
5.880 |
|
0.618 |
5.823 |
|
0.500 |
5.806 |
|
0.382 |
5.789 |
|
LOW |
5.732 |
|
0.618 |
5.641 |
|
1.000 |
5.584 |
|
1.618 |
5.493 |
|
2.618 |
5.345 |
|
4.250 |
5.103 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.806 |
5.774 |
| PP |
5.798 |
5.766 |
| S1 |
5.790 |
5.758 |
|