NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.944 |
6.020 |
0.076 |
1.3% |
5.945 |
| High |
6.052 |
6.100 |
0.048 |
0.8% |
6.021 |
| Low |
5.902 |
5.900 |
-0.002 |
0.0% |
5.512 |
| Close |
5.984 |
6.045 |
0.061 |
1.0% |
5.816 |
| Range |
0.150 |
0.200 |
0.050 |
33.3% |
0.509 |
| ATR |
0.228 |
0.226 |
-0.002 |
-0.9% |
0.000 |
| Volume |
27,161 |
27,161 |
0 |
0.0% |
92,584 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.615 |
6.530 |
6.155 |
|
| R3 |
6.415 |
6.330 |
6.100 |
|
| R2 |
6.215 |
6.215 |
6.082 |
|
| R1 |
6.130 |
6.130 |
6.063 |
6.173 |
| PP |
6.015 |
6.015 |
6.015 |
6.036 |
| S1 |
5.930 |
5.930 |
6.027 |
5.973 |
| S2 |
5.815 |
5.815 |
6.008 |
|
| S3 |
5.615 |
5.730 |
5.990 |
|
| S4 |
5.415 |
5.530 |
5.935 |
|
|
| 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 |
6.100 |
5.512 |
0.588 |
9.7% |
0.236 |
3.9% |
91% |
True |
False |
25,226 |
| 10 |
6.100 |
5.512 |
0.588 |
9.7% |
0.231 |
3.8% |
91% |
True |
False |
20,685 |
| 20 |
6.100 |
5.025 |
1.075 |
17.8% |
0.244 |
4.0% |
95% |
True |
False |
19,383 |
| 40 |
6.100 |
4.677 |
1.423 |
23.5% |
0.197 |
3.3% |
96% |
True |
False |
15,252 |
| 60 |
6.127 |
4.677 |
1.450 |
24.0% |
0.194 |
3.2% |
94% |
False |
False |
12,726 |
| 80 |
6.379 |
4.677 |
1.702 |
28.2% |
0.179 |
3.0% |
80% |
False |
False |
10,848 |
| 100 |
6.462 |
4.677 |
1.785 |
29.5% |
0.182 |
3.0% |
77% |
False |
False |
9,793 |
| 120 |
6.462 |
4.677 |
1.785 |
29.5% |
0.177 |
2.9% |
77% |
False |
False |
9,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.950 |
|
2.618 |
6.624 |
|
1.618 |
6.424 |
|
1.000 |
6.300 |
|
0.618 |
6.224 |
|
HIGH |
6.100 |
|
0.618 |
6.024 |
|
0.500 |
6.000 |
|
0.382 |
5.976 |
|
LOW |
5.900 |
|
0.618 |
5.776 |
|
1.000 |
5.700 |
|
1.618 |
5.576 |
|
2.618 |
5.376 |
|
4.250 |
5.050 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.030 |
6.020 |
| PP |
6.015 |
5.994 |
| S1 |
6.000 |
5.969 |
|