NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.083 |
6.204 |
0.121 |
2.0% |
5.960 |
| High |
6.259 |
6.266 |
0.007 |
0.1% |
6.157 |
| Low |
6.083 |
6.054 |
-0.029 |
-0.5% |
5.606 |
| Close |
6.223 |
6.078 |
-0.145 |
-2.3% |
6.019 |
| Range |
0.176 |
0.212 |
0.036 |
20.5% |
0.551 |
| ATR |
0.238 |
0.236 |
-0.002 |
-0.8% |
0.000 |
| Volume |
17,900 |
29,555 |
11,655 |
65.1% |
176,413 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.769 |
6.635 |
6.195 |
|
| R3 |
6.557 |
6.423 |
6.136 |
|
| R2 |
6.345 |
6.345 |
6.117 |
|
| R1 |
6.211 |
6.211 |
6.097 |
6.172 |
| PP |
6.133 |
6.133 |
6.133 |
6.113 |
| S1 |
5.999 |
5.999 |
6.059 |
5.960 |
| S2 |
5.921 |
5.921 |
6.039 |
|
| S3 |
5.709 |
5.787 |
6.020 |
|
| S4 |
5.497 |
5.575 |
5.961 |
|
|
| 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 |
6.266 |
5.606 |
0.660 |
10.9% |
0.238 |
3.9% |
72% |
True |
False |
23,758 |
| 10 |
6.266 |
5.606 |
0.660 |
10.9% |
0.241 |
4.0% |
72% |
True |
False |
32,006 |
| 20 |
6.266 |
5.512 |
0.754 |
12.4% |
0.237 |
3.9% |
75% |
True |
False |
25,889 |
| 40 |
6.266 |
4.677 |
1.589 |
26.1% |
0.226 |
3.7% |
88% |
True |
False |
20,456 |
| 60 |
6.266 |
4.677 |
1.589 |
26.1% |
0.205 |
3.4% |
88% |
True |
False |
16,500 |
| 80 |
6.266 |
4.677 |
1.589 |
26.1% |
0.189 |
3.1% |
88% |
True |
False |
14,026 |
| 100 |
6.462 |
4.677 |
1.785 |
29.4% |
0.188 |
3.1% |
78% |
False |
False |
12,289 |
| 120 |
6.462 |
4.677 |
1.785 |
29.4% |
0.187 |
3.1% |
78% |
False |
False |
11,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.167 |
|
2.618 |
6.821 |
|
1.618 |
6.609 |
|
1.000 |
6.478 |
|
0.618 |
6.397 |
|
HIGH |
6.266 |
|
0.618 |
6.185 |
|
0.500 |
6.160 |
|
0.382 |
6.135 |
|
LOW |
6.054 |
|
0.618 |
5.923 |
|
1.000 |
5.842 |
|
1.618 |
5.711 |
|
2.618 |
5.499 |
|
4.250 |
5.153 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.160 |
6.092 |
| PP |
6.133 |
6.087 |
| S1 |
6.105 |
6.083 |
|