NYMEX Natural Gas Future July 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 |
5.774 |
5.705 |
-0.069 |
-1.2% |
5.694 |
| High |
5.880 |
5.713 |
-0.167 |
-2.8% |
5.894 |
| Low |
5.732 |
5.556 |
-0.176 |
-3.1% |
5.616 |
| Close |
5.782 |
5.606 |
-0.176 |
-3.0% |
5.846 |
| Range |
0.148 |
0.157 |
0.009 |
6.1% |
0.278 |
| ATR |
0.200 |
0.202 |
0.002 |
0.9% |
0.000 |
| Volume |
2,672 |
2,456 |
-216 |
-8.1% |
12,903 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.096 |
6.008 |
5.692 |
|
| R3 |
5.939 |
5.851 |
5.649 |
|
| R2 |
5.782 |
5.782 |
5.635 |
|
| R1 |
5.694 |
5.694 |
5.620 |
5.660 |
| PP |
5.625 |
5.625 |
5.625 |
5.608 |
| S1 |
5.537 |
5.537 |
5.592 |
5.503 |
| S2 |
5.468 |
5.468 |
5.577 |
|
| S3 |
5.311 |
5.380 |
5.563 |
|
| S4 |
5.154 |
5.223 |
5.520 |
|
|
| 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 |
5.556 |
0.338 |
6.0% |
0.143 |
2.6% |
15% |
False |
True |
2,722 |
| 10 |
5.900 |
5.556 |
0.344 |
6.1% |
0.178 |
3.2% |
15% |
False |
True |
4,034 |
| 20 |
6.075 |
5.547 |
0.528 |
9.4% |
0.176 |
3.1% |
11% |
False |
False |
3,292 |
| 40 |
6.075 |
4.848 |
1.227 |
21.9% |
0.191 |
3.4% |
62% |
False |
False |
2,835 |
| 60 |
6.075 |
4.848 |
1.227 |
21.9% |
0.179 |
3.2% |
62% |
False |
False |
2,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.380 |
|
2.618 |
6.124 |
|
1.618 |
5.967 |
|
1.000 |
5.870 |
|
0.618 |
5.810 |
|
HIGH |
5.713 |
|
0.618 |
5.653 |
|
0.500 |
5.635 |
|
0.382 |
5.616 |
|
LOW |
5.556 |
|
0.618 |
5.459 |
|
1.000 |
5.399 |
|
1.618 |
5.302 |
|
2.618 |
5.145 |
|
4.250 |
4.889 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.635 |
5.725 |
| PP |
5.625 |
5.685 |
| S1 |
5.616 |
5.646 |
|