NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.730 |
5.706 |
-0.024 |
-0.4% |
5.953 |
| High |
5.780 |
5.937 |
0.157 |
2.7% |
6.111 |
| Low |
5.700 |
5.680 |
-0.020 |
-0.4% |
5.800 |
| Close |
5.785 |
5.919 |
0.134 |
2.3% |
5.913 |
| Range |
0.080 |
0.257 |
0.177 |
221.3% |
0.311 |
| ATR |
0.207 |
0.210 |
0.004 |
1.7% |
0.000 |
| Volume |
2,838 |
1,651 |
-1,187 |
-41.8% |
18,934 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.616 |
6.525 |
6.060 |
|
| R3 |
6.359 |
6.268 |
5.990 |
|
| R2 |
6.102 |
6.102 |
5.966 |
|
| R1 |
6.011 |
6.011 |
5.943 |
6.057 |
| PP |
5.845 |
5.845 |
5.845 |
5.868 |
| S1 |
5.754 |
5.754 |
5.895 |
5.800 |
| S2 |
5.588 |
5.588 |
5.872 |
|
| S3 |
5.331 |
5.497 |
5.848 |
|
| S4 |
5.074 |
5.240 |
5.778 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.874 |
6.705 |
6.084 |
|
| R3 |
6.563 |
6.394 |
5.999 |
|
| R2 |
6.252 |
6.252 |
5.970 |
|
| R1 |
6.083 |
6.083 |
5.942 |
6.012 |
| PP |
5.941 |
5.941 |
5.941 |
5.906 |
| S1 |
5.772 |
5.772 |
5.884 |
5.701 |
| S2 |
5.630 |
5.630 |
5.856 |
|
| S3 |
5.319 |
5.461 |
5.827 |
|
| S4 |
5.008 |
5.150 |
5.742 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.029 |
|
2.618 |
6.610 |
|
1.618 |
6.353 |
|
1.000 |
6.194 |
|
0.618 |
6.096 |
|
HIGH |
5.937 |
|
0.618 |
5.839 |
|
0.500 |
5.809 |
|
0.382 |
5.778 |
|
LOW |
5.680 |
|
0.618 |
5.521 |
|
1.000 |
5.423 |
|
1.618 |
5.264 |
|
2.618 |
5.007 |
|
4.250 |
4.588 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.882 |
5.873 |
| PP |
5.845 |
5.826 |
| S1 |
5.809 |
5.780 |
|