NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.910 |
6.020 |
0.110 |
1.9% |
5.556 |
High |
6.040 |
6.039 |
-0.001 |
0.0% |
5.981 |
Low |
5.730 |
5.878 |
0.148 |
2.6% |
5.411 |
Close |
5.980 |
5.991 |
0.011 |
0.2% |
5.958 |
Range |
0.310 |
0.161 |
-0.149 |
-48.1% |
0.570 |
ATR |
0.204 |
0.201 |
-0.003 |
-1.5% |
0.000 |
Volume |
2,492 |
4,884 |
2,392 |
96.0% |
14,939 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.452 |
6.383 |
6.080 |
|
R3 |
6.291 |
6.222 |
6.035 |
|
R2 |
6.130 |
6.130 |
6.021 |
|
R1 |
6.061 |
6.061 |
6.006 |
6.015 |
PP |
5.969 |
5.969 |
5.969 |
5.947 |
S1 |
5.900 |
5.900 |
5.976 |
5.854 |
S2 |
5.808 |
5.808 |
5.961 |
|
S3 |
5.647 |
5.739 |
5.947 |
|
S4 |
5.486 |
5.578 |
5.902 |
|
|
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 |
5.670 |
0.370 |
6.2% |
0.203 |
3.4% |
87% |
False |
False |
3,346 |
10 |
6.040 |
5.394 |
0.646 |
10.8% |
0.200 |
3.3% |
92% |
False |
False |
3,179 |
20 |
6.040 |
4.730 |
1.310 |
21.9% |
0.215 |
3.6% |
96% |
False |
False |
2,946 |
40 |
6.041 |
4.730 |
1.311 |
21.9% |
0.164 |
2.7% |
96% |
False |
False |
2,412 |
60 |
6.124 |
4.730 |
1.394 |
23.3% |
0.158 |
2.6% |
90% |
False |
False |
2,018 |
80 |
6.487 |
4.730 |
1.757 |
29.3% |
0.153 |
2.6% |
72% |
False |
False |
1,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.723 |
2.618 |
6.460 |
1.618 |
6.299 |
1.000 |
6.200 |
0.618 |
6.138 |
HIGH |
6.039 |
0.618 |
5.977 |
0.500 |
5.959 |
0.382 |
5.940 |
LOW |
5.878 |
0.618 |
5.779 |
1.000 |
5.717 |
1.618 |
5.618 |
2.618 |
5.457 |
4.250 |
5.194 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.980 |
5.956 |
PP |
5.969 |
5.920 |
S1 |
5.959 |
5.885 |
|