NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.900 |
5.980 |
0.080 |
1.4% |
5.556 |
High |
5.981 |
5.980 |
-0.001 |
0.0% |
5.981 |
Low |
5.811 |
5.834 |
0.023 |
0.4% |
5.411 |
Close |
5.958 |
5.893 |
-0.065 |
-1.1% |
5.958 |
Range |
0.170 |
0.146 |
-0.024 |
-14.1% |
0.570 |
ATR |
0.200 |
0.196 |
-0.004 |
-1.9% |
0.000 |
Volume |
4,021 |
1,602 |
-2,419 |
-60.2% |
14,939 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.340 |
6.263 |
5.973 |
|
R3 |
6.194 |
6.117 |
5.933 |
|
R2 |
6.048 |
6.048 |
5.920 |
|
R1 |
5.971 |
5.971 |
5.906 |
5.937 |
PP |
5.902 |
5.902 |
5.902 |
5.885 |
S1 |
5.825 |
5.825 |
5.880 |
5.791 |
S2 |
5.756 |
5.756 |
5.866 |
|
S3 |
5.610 |
5.679 |
5.853 |
|
S4 |
5.464 |
5.533 |
5.813 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.493 |
7.296 |
6.272 |
|
R3 |
6.923 |
6.726 |
6.115 |
|
R2 |
6.353 |
6.353 |
6.063 |
|
R1 |
6.156 |
6.156 |
6.010 |
6.255 |
PP |
5.783 |
5.783 |
5.783 |
5.833 |
S1 |
5.586 |
5.586 |
5.906 |
5.685 |
S2 |
5.213 |
5.213 |
5.854 |
|
S3 |
4.643 |
5.016 |
5.801 |
|
S4 |
4.073 |
4.446 |
5.645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.981 |
5.411 |
0.570 |
9.7% |
0.172 |
2.9% |
85% |
False |
False |
2,848 |
10 |
5.981 |
5.258 |
0.723 |
12.3% |
0.201 |
3.4% |
88% |
False |
False |
3,230 |
20 |
5.981 |
4.730 |
1.251 |
21.2% |
0.204 |
3.5% |
93% |
False |
False |
2,779 |
40 |
6.124 |
4.730 |
1.394 |
23.7% |
0.164 |
2.8% |
83% |
False |
False |
2,346 |
60 |
6.124 |
4.730 |
1.394 |
23.7% |
0.155 |
2.6% |
83% |
False |
False |
1,934 |
80 |
6.487 |
4.730 |
1.757 |
29.8% |
0.150 |
2.5% |
66% |
False |
False |
1,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.601 |
2.618 |
6.362 |
1.618 |
6.216 |
1.000 |
6.126 |
0.618 |
6.070 |
HIGH |
5.980 |
0.618 |
5.924 |
0.500 |
5.907 |
0.382 |
5.890 |
LOW |
5.834 |
0.618 |
5.744 |
1.000 |
5.688 |
1.618 |
5.598 |
2.618 |
5.452 |
4.250 |
5.214 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.907 |
5.871 |
PP |
5.902 |
5.848 |
S1 |
5.898 |
5.826 |
|