NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.520 |
5.514 |
-0.006 |
-0.1% |
5.879 |
| High |
5.522 |
5.553 |
0.031 |
0.6% |
5.971 |
| Low |
5.390 |
5.396 |
0.006 |
0.1% |
5.390 |
| Close |
5.437 |
5.425 |
-0.012 |
-0.2% |
5.425 |
| Range |
0.132 |
0.157 |
0.025 |
18.9% |
0.581 |
| ATR |
0.180 |
0.178 |
-0.002 |
-0.9% |
0.000 |
| Volume |
1,315 |
3,075 |
1,760 |
133.8% |
9,291 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.929 |
5.834 |
5.511 |
|
| R3 |
5.772 |
5.677 |
5.468 |
|
| R2 |
5.615 |
5.615 |
5.454 |
|
| R1 |
5.520 |
5.520 |
5.439 |
5.489 |
| PP |
5.458 |
5.458 |
5.458 |
5.443 |
| S1 |
5.363 |
5.363 |
5.411 |
5.332 |
| S2 |
5.301 |
5.301 |
5.396 |
|
| S3 |
5.144 |
5.206 |
5.382 |
|
| S4 |
4.987 |
5.049 |
5.339 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.338 |
6.963 |
5.745 |
|
| R3 |
6.757 |
6.382 |
5.585 |
|
| R2 |
6.176 |
6.176 |
5.532 |
|
| R1 |
5.801 |
5.801 |
5.478 |
5.698 |
| PP |
5.595 |
5.595 |
5.595 |
5.544 |
| S1 |
5.220 |
5.220 |
5.372 |
5.117 |
| S2 |
5.014 |
5.014 |
5.318 |
|
| S3 |
4.433 |
4.639 |
5.265 |
|
| S4 |
3.852 |
4.058 |
5.105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.971 |
5.390 |
0.581 |
10.7% |
0.135 |
2.5% |
6% |
False |
False |
1,858 |
| 10 |
5.987 |
5.390 |
0.597 |
11.0% |
0.121 |
2.2% |
6% |
False |
False |
1,856 |
| 20 |
6.160 |
5.390 |
0.770 |
14.2% |
0.150 |
2.8% |
5% |
False |
False |
1,836 |
| 40 |
6.160 |
4.970 |
1.190 |
21.9% |
0.156 |
2.9% |
38% |
False |
False |
2,200 |
| 60 |
6.160 |
4.970 |
1.190 |
21.9% |
0.151 |
2.8% |
38% |
False |
False |
1,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.220 |
|
2.618 |
5.964 |
|
1.618 |
5.807 |
|
1.000 |
5.710 |
|
0.618 |
5.650 |
|
HIGH |
5.553 |
|
0.618 |
5.493 |
|
0.500 |
5.475 |
|
0.382 |
5.456 |
|
LOW |
5.396 |
|
0.618 |
5.299 |
|
1.000 |
5.239 |
|
1.618 |
5.142 |
|
2.618 |
4.985 |
|
4.250 |
4.729 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.475 |
5.516 |
| PP |
5.458 |
5.485 |
| S1 |
5.442 |
5.455 |
|