NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.020 |
6.047 |
0.027 |
0.4% |
5.842 |
High |
6.100 |
6.065 |
-0.035 |
-0.6% |
6.100 |
Low |
5.900 |
5.897 |
-0.003 |
-0.1% |
5.780 |
Close |
6.045 |
5.907 |
-0.138 |
-2.3% |
5.907 |
Range |
0.200 |
0.168 |
-0.032 |
-16.0% |
0.320 |
ATR |
0.226 |
0.222 |
-0.004 |
-1.8% |
0.000 |
Volume |
27,161 |
46,051 |
18,890 |
69.5% |
144,617 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.460 |
6.352 |
5.999 |
|
R3 |
6.292 |
6.184 |
5.953 |
|
R2 |
6.124 |
6.124 |
5.938 |
|
R1 |
6.016 |
6.016 |
5.922 |
5.986 |
PP |
5.956 |
5.956 |
5.956 |
5.942 |
S1 |
5.848 |
5.848 |
5.892 |
5.818 |
S2 |
5.788 |
5.788 |
5.876 |
|
S3 |
5.620 |
5.680 |
5.861 |
|
S4 |
5.452 |
5.512 |
5.815 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.889 |
6.718 |
6.083 |
|
R3 |
6.569 |
6.398 |
5.995 |
|
R2 |
6.249 |
6.249 |
5.966 |
|
R1 |
6.078 |
6.078 |
5.936 |
6.164 |
PP |
5.929 |
5.929 |
5.929 |
5.972 |
S1 |
5.758 |
5.758 |
5.878 |
5.844 |
S2 |
5.609 |
5.609 |
5.848 |
|
S3 |
5.289 |
5.438 |
5.819 |
|
S4 |
4.969 |
5.118 |
5.731 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.100 |
5.780 |
0.320 |
5.4% |
0.208 |
3.5% |
40% |
False |
False |
28,923 |
10 |
6.100 |
5.512 |
0.588 |
10.0% |
0.229 |
3.9% |
67% |
False |
False |
23,720 |
20 |
6.100 |
5.048 |
1.052 |
17.8% |
0.234 |
4.0% |
82% |
False |
False |
20,494 |
40 |
6.100 |
4.677 |
1.423 |
24.1% |
0.198 |
3.4% |
86% |
False |
False |
16,142 |
60 |
6.127 |
4.677 |
1.450 |
24.5% |
0.192 |
3.3% |
85% |
False |
False |
13,372 |
80 |
6.294 |
4.677 |
1.617 |
27.4% |
0.178 |
3.0% |
76% |
False |
False |
11,368 |
100 |
6.462 |
4.677 |
1.785 |
30.2% |
0.182 |
3.1% |
69% |
False |
False |
10,180 |
120 |
6.462 |
4.677 |
1.785 |
30.2% |
0.178 |
3.0% |
69% |
False |
False |
9,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.779 |
2.618 |
6.505 |
1.618 |
6.337 |
1.000 |
6.233 |
0.618 |
6.169 |
HIGH |
6.065 |
0.618 |
6.001 |
0.500 |
5.981 |
0.382 |
5.961 |
LOW |
5.897 |
0.618 |
5.793 |
1.000 |
5.729 |
1.618 |
5.625 |
2.618 |
5.457 |
4.250 |
5.183 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.981 |
5.999 |
PP |
5.956 |
5.968 |
S1 |
5.932 |
5.938 |
|