NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.416 |
5.739 |
0.323 |
6.0% |
5.635 |
High |
5.792 |
5.817 |
0.025 |
0.4% |
5.821 |
Low |
5.375 |
5.597 |
0.222 |
4.1% |
5.280 |
Close |
5.713 |
5.758 |
0.045 |
0.8% |
5.713 |
Range |
0.417 |
0.220 |
-0.197 |
-47.2% |
0.541 |
ATR |
0.262 |
0.259 |
-0.003 |
-1.1% |
0.000 |
Volume |
74,366 |
97,801 |
23,435 |
31.5% |
354,094 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.384 |
6.291 |
5.879 |
|
R3 |
6.164 |
6.071 |
5.819 |
|
R2 |
5.944 |
5.944 |
5.798 |
|
R1 |
5.851 |
5.851 |
5.778 |
5.898 |
PP |
5.724 |
5.724 |
5.724 |
5.747 |
S1 |
5.631 |
5.631 |
5.738 |
5.678 |
S2 |
5.504 |
5.504 |
5.718 |
|
S3 |
5.284 |
5.411 |
5.698 |
|
S4 |
5.064 |
5.191 |
5.637 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.228 |
7.011 |
6.011 |
|
R3 |
6.687 |
6.470 |
5.862 |
|
R2 |
6.146 |
6.146 |
5.812 |
|
R1 |
5.929 |
5.929 |
5.763 |
6.038 |
PP |
5.605 |
5.605 |
5.605 |
5.659 |
S1 |
5.388 |
5.388 |
5.663 |
5.497 |
S2 |
5.064 |
5.064 |
5.614 |
|
S3 |
4.523 |
4.847 |
5.564 |
|
S4 |
3.982 |
4.306 |
5.415 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.820 |
5.280 |
0.540 |
9.4% |
0.305 |
5.3% |
89% |
False |
False |
80,619 |
10 |
5.829 |
5.280 |
0.549 |
9.5% |
0.257 |
4.5% |
87% |
False |
False |
62,765 |
20 |
5.829 |
5.086 |
0.743 |
12.9% |
0.256 |
4.4% |
90% |
False |
False |
44,924 |
40 |
5.829 |
4.340 |
1.489 |
25.9% |
0.241 |
4.2% |
95% |
False |
False |
31,745 |
60 |
5.860 |
4.340 |
1.520 |
26.4% |
0.217 |
3.8% |
93% |
False |
False |
23,745 |
80 |
5.860 |
4.340 |
1.520 |
26.4% |
0.202 |
3.5% |
93% |
False |
False |
18,834 |
100 |
6.170 |
4.340 |
1.830 |
31.8% |
0.203 |
3.5% |
77% |
False |
False |
15,881 |
120 |
6.170 |
4.340 |
1.830 |
31.8% |
0.202 |
3.5% |
77% |
False |
False |
13,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.752 |
2.618 |
6.393 |
1.618 |
6.173 |
1.000 |
6.037 |
0.618 |
5.953 |
HIGH |
5.817 |
0.618 |
5.733 |
0.500 |
5.707 |
0.382 |
5.681 |
LOW |
5.597 |
0.618 |
5.461 |
1.000 |
5.377 |
1.618 |
5.241 |
2.618 |
5.021 |
4.250 |
4.662 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.741 |
5.688 |
PP |
5.724 |
5.618 |
S1 |
5.707 |
5.549 |
|