NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.059 |
6.083 |
0.024 |
0.4% |
5.960 |
| High |
6.120 |
6.259 |
0.139 |
2.3% |
6.157 |
| Low |
5.917 |
6.083 |
0.166 |
2.8% |
5.606 |
| Close |
6.073 |
6.223 |
0.150 |
2.5% |
6.019 |
| Range |
0.203 |
0.176 |
-0.027 |
-13.3% |
0.551 |
| ATR |
0.242 |
0.238 |
-0.004 |
-1.7% |
0.000 |
| Volume |
22,980 |
17,900 |
-5,080 |
-22.1% |
176,413 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.716 |
6.646 |
6.320 |
|
| R3 |
6.540 |
6.470 |
6.271 |
|
| R2 |
6.364 |
6.364 |
6.255 |
|
| R1 |
6.294 |
6.294 |
6.239 |
6.329 |
| PP |
6.188 |
6.188 |
6.188 |
6.206 |
| S1 |
6.118 |
6.118 |
6.207 |
6.153 |
| S2 |
6.012 |
6.012 |
6.191 |
|
| S3 |
5.836 |
5.942 |
6.175 |
|
| S4 |
5.660 |
5.766 |
6.126 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.580 |
7.351 |
6.322 |
|
| R3 |
7.029 |
6.800 |
6.171 |
|
| R2 |
6.478 |
6.478 |
6.120 |
|
| R1 |
6.249 |
6.249 |
6.070 |
6.364 |
| PP |
5.927 |
5.927 |
5.927 |
5.985 |
| S1 |
5.698 |
5.698 |
5.968 |
5.813 |
| S2 |
5.376 |
5.376 |
5.918 |
|
| S3 |
4.825 |
5.147 |
5.867 |
|
| S4 |
4.274 |
4.596 |
5.716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.259 |
5.606 |
0.653 |
10.5% |
0.245 |
3.9% |
94% |
True |
False |
28,024 |
| 10 |
6.259 |
5.606 |
0.653 |
10.5% |
0.235 |
3.8% |
94% |
True |
False |
31,766 |
| 20 |
6.259 |
5.512 |
0.747 |
12.0% |
0.237 |
3.8% |
95% |
True |
False |
25,155 |
| 40 |
6.259 |
4.677 |
1.582 |
25.4% |
0.224 |
3.6% |
98% |
True |
False |
19,957 |
| 60 |
6.259 |
4.677 |
1.582 |
25.4% |
0.204 |
3.3% |
98% |
True |
False |
16,081 |
| 80 |
6.259 |
4.677 |
1.582 |
25.4% |
0.188 |
3.0% |
98% |
True |
False |
13,694 |
| 100 |
6.462 |
4.677 |
1.785 |
28.7% |
0.187 |
3.0% |
87% |
False |
False |
12,060 |
| 120 |
6.462 |
4.677 |
1.785 |
28.7% |
0.187 |
3.0% |
87% |
False |
False |
10,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.007 |
|
2.618 |
6.720 |
|
1.618 |
6.544 |
|
1.000 |
6.435 |
|
0.618 |
6.368 |
|
HIGH |
6.259 |
|
0.618 |
6.192 |
|
0.500 |
6.171 |
|
0.382 |
6.150 |
|
LOW |
6.083 |
|
0.618 |
5.974 |
|
1.000 |
5.907 |
|
1.618 |
5.798 |
|
2.618 |
5.622 |
|
4.250 |
5.335 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.206 |
6.142 |
| PP |
6.188 |
6.060 |
| S1 |
6.171 |
5.979 |
|