NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 07-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.004 |
5.944 |
-0.060 |
-1.0% |
5.945 |
High |
6.090 |
6.052 |
-0.038 |
-0.6% |
6.021 |
Low |
5.838 |
5.902 |
0.064 |
1.1% |
5.512 |
Close |
5.909 |
5.984 |
0.075 |
1.3% |
5.816 |
Range |
0.252 |
0.150 |
-0.102 |
-40.5% |
0.509 |
ATR |
0.234 |
0.228 |
-0.006 |
-2.6% |
0.000 |
Volume |
27,161 |
27,161 |
0 |
0.0% |
92,584 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.429 |
6.357 |
6.067 |
|
R3 |
6.279 |
6.207 |
6.025 |
|
R2 |
6.129 |
6.129 |
6.012 |
|
R1 |
6.057 |
6.057 |
5.998 |
6.093 |
PP |
5.979 |
5.979 |
5.979 |
5.998 |
S1 |
5.907 |
5.907 |
5.970 |
5.943 |
S2 |
5.829 |
5.829 |
5.957 |
|
S3 |
5.679 |
5.757 |
5.943 |
|
S4 |
5.529 |
5.607 |
5.902 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.310 |
7.072 |
6.096 |
|
R3 |
6.801 |
6.563 |
5.956 |
|
R2 |
6.292 |
6.292 |
5.909 |
|
R1 |
6.054 |
6.054 |
5.863 |
5.919 |
PP |
5.783 |
5.783 |
5.783 |
5.715 |
S1 |
5.545 |
5.545 |
5.769 |
5.410 |
S2 |
5.274 |
5.274 |
5.723 |
|
S3 |
4.765 |
5.036 |
5.676 |
|
S4 |
4.256 |
4.527 |
5.536 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.090 |
5.512 |
0.578 |
9.7% |
0.258 |
4.3% |
82% |
False |
False |
23,104 |
10 |
6.090 |
5.512 |
0.578 |
9.7% |
0.233 |
3.9% |
82% |
False |
False |
19,772 |
20 |
6.090 |
4.842 |
1.248 |
20.9% |
0.256 |
4.3% |
92% |
False |
False |
18,775 |
40 |
6.090 |
4.677 |
1.413 |
23.6% |
0.195 |
3.3% |
92% |
False |
False |
14,747 |
60 |
6.127 |
4.677 |
1.450 |
24.2% |
0.194 |
3.2% |
90% |
False |
False |
12,392 |
80 |
6.379 |
4.677 |
1.702 |
28.4% |
0.178 |
3.0% |
77% |
False |
False |
10,612 |
100 |
6.462 |
4.677 |
1.785 |
29.8% |
0.182 |
3.0% |
73% |
False |
False |
9,556 |
120 |
6.462 |
4.677 |
1.785 |
29.8% |
0.176 |
2.9% |
73% |
False |
False |
8,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.690 |
2.618 |
6.445 |
1.618 |
6.295 |
1.000 |
6.202 |
0.618 |
6.145 |
HIGH |
6.052 |
0.618 |
5.995 |
0.500 |
5.977 |
0.382 |
5.959 |
LOW |
5.902 |
0.618 |
5.809 |
1.000 |
5.752 |
1.618 |
5.659 |
2.618 |
5.509 |
4.250 |
5.265 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.982 |
5.968 |
PP |
5.979 |
5.951 |
S1 |
5.977 |
5.935 |
|