NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.750 |
5.530 |
-0.220 |
-3.8% |
6.059 |
High |
5.786 |
5.705 |
-0.081 |
-1.4% |
6.266 |
Low |
5.539 |
5.523 |
-0.016 |
-0.3% |
5.793 |
Close |
5.554 |
5.627 |
0.073 |
1.3% |
5.808 |
Range |
0.247 |
0.182 |
-0.065 |
-26.3% |
0.473 |
ATR |
0.241 |
0.237 |
-0.004 |
-1.8% |
0.000 |
Volume |
19,079 |
23,635 |
4,556 |
23.9% |
118,366 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.164 |
6.078 |
5.727 |
|
R3 |
5.982 |
5.896 |
5.677 |
|
R2 |
5.800 |
5.800 |
5.660 |
|
R1 |
5.714 |
5.714 |
5.644 |
5.757 |
PP |
5.618 |
5.618 |
5.618 |
5.640 |
S1 |
5.532 |
5.532 |
5.610 |
5.575 |
S2 |
5.436 |
5.436 |
5.594 |
|
S3 |
5.254 |
5.350 |
5.577 |
|
S4 |
5.072 |
5.168 |
5.527 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.375 |
7.064 |
6.068 |
|
R3 |
6.902 |
6.591 |
5.938 |
|
R2 |
6.429 |
6.429 |
5.895 |
|
R1 |
6.118 |
6.118 |
5.851 |
6.037 |
PP |
5.956 |
5.956 |
5.956 |
5.915 |
S1 |
5.645 |
5.645 |
5.765 |
5.564 |
S2 |
5.483 |
5.483 |
5.721 |
|
S3 |
5.010 |
5.172 |
5.678 |
|
S4 |
4.537 |
4.699 |
5.548 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.266 |
5.523 |
0.743 |
13.2% |
0.231 |
4.1% |
14% |
False |
True |
24,040 |
10 |
6.266 |
5.523 |
0.743 |
13.2% |
0.238 |
4.2% |
14% |
False |
True |
26,032 |
20 |
6.266 |
5.512 |
0.754 |
13.4% |
0.240 |
4.3% |
15% |
False |
False |
27,414 |
40 |
6.266 |
4.677 |
1.589 |
28.2% |
0.236 |
4.2% |
60% |
False |
False |
21,860 |
60 |
6.266 |
4.677 |
1.589 |
28.2% |
0.202 |
3.6% |
60% |
False |
False |
17,526 |
80 |
6.266 |
4.677 |
1.589 |
28.2% |
0.195 |
3.5% |
60% |
False |
False |
14,874 |
100 |
6.462 |
4.677 |
1.785 |
31.7% |
0.188 |
3.3% |
53% |
False |
False |
12,929 |
120 |
6.462 |
4.677 |
1.785 |
31.7% |
0.189 |
3.3% |
53% |
False |
False |
11,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.479 |
2.618 |
6.181 |
1.618 |
5.999 |
1.000 |
5.887 |
0.618 |
5.817 |
HIGH |
5.705 |
0.618 |
5.635 |
0.500 |
5.614 |
0.382 |
5.593 |
LOW |
5.523 |
0.618 |
5.411 |
1.000 |
5.341 |
1.618 |
5.229 |
2.618 |
5.047 |
4.250 |
4.750 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.623 |
5.787 |
PP |
5.618 |
5.733 |
S1 |
5.614 |
5.680 |
|