NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.980 |
5.910 |
-0.070 |
-1.2% |
5.556 |
High |
5.980 |
6.040 |
0.060 |
1.0% |
5.981 |
Low |
5.834 |
5.730 |
-0.104 |
-1.8% |
5.411 |
Close |
5.893 |
5.980 |
0.087 |
1.5% |
5.958 |
Range |
0.146 |
0.310 |
0.164 |
112.3% |
0.570 |
ATR |
0.196 |
0.204 |
0.008 |
4.1% |
0.000 |
Volume |
1,602 |
2,492 |
890 |
55.6% |
14,939 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.847 |
6.723 |
6.151 |
|
R3 |
6.537 |
6.413 |
6.065 |
|
R2 |
6.227 |
6.227 |
6.037 |
|
R1 |
6.103 |
6.103 |
6.008 |
6.165 |
PP |
5.917 |
5.917 |
5.917 |
5.948 |
S1 |
5.793 |
5.793 |
5.952 |
5.855 |
S2 |
5.607 |
5.607 |
5.923 |
|
S3 |
5.297 |
5.483 |
5.895 |
|
S4 |
4.987 |
5.173 |
5.810 |
|
|
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 |
6.040 |
5.590 |
0.450 |
7.5% |
0.203 |
3.4% |
87% |
True |
False |
2,914 |
10 |
6.040 |
5.337 |
0.703 |
11.8% |
0.212 |
3.5% |
91% |
True |
False |
3,108 |
20 |
6.040 |
4.730 |
1.310 |
21.9% |
0.215 |
3.6% |
95% |
True |
False |
2,797 |
40 |
6.041 |
4.730 |
1.311 |
21.9% |
0.164 |
2.7% |
95% |
False |
False |
2,359 |
60 |
6.124 |
4.730 |
1.394 |
23.3% |
0.157 |
2.6% |
90% |
False |
False |
1,964 |
80 |
6.487 |
4.730 |
1.757 |
29.4% |
0.152 |
2.5% |
71% |
False |
False |
1,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.358 |
2.618 |
6.852 |
1.618 |
6.542 |
1.000 |
6.350 |
0.618 |
6.232 |
HIGH |
6.040 |
0.618 |
5.922 |
0.500 |
5.885 |
0.382 |
5.848 |
LOW |
5.730 |
0.618 |
5.538 |
1.000 |
5.420 |
1.618 |
5.228 |
2.618 |
4.918 |
4.250 |
4.413 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.948 |
5.948 |
PP |
5.917 |
5.917 |
S1 |
5.885 |
5.885 |
|