NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5.711 |
5.790 |
0.079 |
1.4% |
5.804 |
| High |
5.795 |
5.851 |
0.056 |
1.0% |
5.960 |
| Low |
5.696 |
5.701 |
0.005 |
0.1% |
5.622 |
| Close |
5.711 |
5.784 |
0.073 |
1.3% |
5.901 |
| Range |
0.099 |
0.150 |
0.051 |
51.5% |
0.338 |
| ATR |
0.197 |
0.194 |
-0.003 |
-1.7% |
0.000 |
| Volume |
1,876 |
1,525 |
-351 |
-18.7% |
9,761 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.229 |
6.156 |
5.867 |
|
| R3 |
6.079 |
6.006 |
5.825 |
|
| R2 |
5.929 |
5.929 |
5.812 |
|
| R1 |
5.856 |
5.856 |
5.798 |
5.818 |
| PP |
5.779 |
5.779 |
5.779 |
5.759 |
| S1 |
5.706 |
5.706 |
5.770 |
5.668 |
| S2 |
5.629 |
5.629 |
5.757 |
|
| S3 |
5.479 |
5.556 |
5.743 |
|
| S4 |
5.329 |
5.406 |
5.702 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.842 |
6.709 |
6.087 |
|
| R3 |
6.504 |
6.371 |
5.994 |
|
| R2 |
6.166 |
6.166 |
5.963 |
|
| R1 |
6.033 |
6.033 |
5.932 |
6.100 |
| PP |
5.828 |
5.828 |
5.828 |
5.861 |
| S1 |
5.695 |
5.695 |
5.870 |
5.762 |
| S2 |
5.490 |
5.490 |
5.839 |
|
| S3 |
5.152 |
5.357 |
5.808 |
|
| S4 |
4.814 |
5.019 |
5.715 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.489 |
|
2.618 |
6.244 |
|
1.618 |
6.094 |
|
1.000 |
6.001 |
|
0.618 |
5.944 |
|
HIGH |
5.851 |
|
0.618 |
5.794 |
|
0.500 |
5.776 |
|
0.382 |
5.758 |
|
LOW |
5.701 |
|
0.618 |
5.608 |
|
1.000 |
5.551 |
|
1.618 |
5.458 |
|
2.618 |
5.308 |
|
4.250 |
5.064 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.781 |
5.781 |
| PP |
5.779 |
5.777 |
| S1 |
5.776 |
5.774 |
|