NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.574 |
5.350 |
-0.224 |
-4.0% |
5.694 |
| High |
5.574 |
5.434 |
-0.140 |
-2.5% |
5.894 |
| Low |
5.376 |
5.265 |
-0.111 |
-2.1% |
5.616 |
| Close |
5.413 |
5.333 |
-0.080 |
-1.5% |
5.846 |
| Range |
0.198 |
0.169 |
-0.029 |
-14.6% |
0.278 |
| ATR |
0.204 |
0.201 |
-0.002 |
-1.2% |
0.000 |
| Volume |
2,820 |
4,237 |
1,417 |
50.2% |
12,903 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.851 |
5.761 |
5.426 |
|
| R3 |
5.682 |
5.592 |
5.379 |
|
| R2 |
5.513 |
5.513 |
5.364 |
|
| R1 |
5.423 |
5.423 |
5.348 |
5.384 |
| PP |
5.344 |
5.344 |
5.344 |
5.324 |
| S1 |
5.254 |
5.254 |
5.318 |
5.215 |
| S2 |
5.175 |
5.175 |
5.302 |
|
| S3 |
5.006 |
5.085 |
5.287 |
|
| S4 |
4.837 |
4.916 |
5.240 |
|
|
| 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 |
5.265 |
0.629 |
11.8% |
0.163 |
3.1% |
11% |
False |
True |
2,899 |
| 10 |
5.900 |
5.265 |
0.635 |
11.9% |
0.170 |
3.2% |
11% |
False |
True |
3,795 |
| 20 |
6.050 |
5.265 |
0.785 |
14.7% |
0.182 |
3.4% |
9% |
False |
True |
3,457 |
| 40 |
6.075 |
4.848 |
1.227 |
23.0% |
0.186 |
3.5% |
40% |
False |
False |
2,936 |
| 60 |
6.075 |
4.848 |
1.227 |
23.0% |
0.178 |
3.3% |
40% |
False |
False |
2,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.152 |
|
2.618 |
5.876 |
|
1.618 |
5.707 |
|
1.000 |
5.603 |
|
0.618 |
5.538 |
|
HIGH |
5.434 |
|
0.618 |
5.369 |
|
0.500 |
5.350 |
|
0.382 |
5.330 |
|
LOW |
5.265 |
|
0.618 |
5.161 |
|
1.000 |
5.096 |
|
1.618 |
4.992 |
|
2.618 |
4.823 |
|
4.250 |
4.547 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.350 |
5.489 |
| PP |
5.344 |
5.437 |
| S1 |
5.339 |
5.385 |
|