NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.020 |
5.918 |
-0.102 |
-1.7% |
5.556 |
High |
6.039 |
5.918 |
-0.121 |
-2.0% |
5.981 |
Low |
5.878 |
5.663 |
-0.215 |
-3.7% |
5.411 |
Close |
5.991 |
5.696 |
-0.295 |
-4.9% |
5.958 |
Range |
0.161 |
0.255 |
0.094 |
58.4% |
0.570 |
ATR |
0.201 |
0.210 |
0.009 |
4.5% |
0.000 |
Volume |
4,884 |
4,117 |
-767 |
-15.7% |
14,939 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.524 |
6.365 |
5.836 |
|
R3 |
6.269 |
6.110 |
5.766 |
|
R2 |
6.014 |
6.014 |
5.743 |
|
R1 |
5.855 |
5.855 |
5.719 |
5.807 |
PP |
5.759 |
5.759 |
5.759 |
5.735 |
S1 |
5.600 |
5.600 |
5.673 |
5.552 |
S2 |
5.504 |
5.504 |
5.649 |
|
S3 |
5.249 |
5.345 |
5.626 |
|
S4 |
4.994 |
5.090 |
5.556 |
|
|
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 |
5.663 |
0.377 |
6.6% |
0.208 |
3.7% |
9% |
False |
True |
3,423 |
10 |
6.040 |
5.411 |
0.629 |
11.0% |
0.196 |
3.4% |
45% |
False |
False |
3,086 |
20 |
6.040 |
4.730 |
1.310 |
23.0% |
0.223 |
3.9% |
74% |
False |
False |
3,051 |
40 |
6.040 |
4.730 |
1.310 |
23.0% |
0.167 |
2.9% |
74% |
False |
False |
2,455 |
60 |
6.124 |
4.730 |
1.394 |
24.5% |
0.162 |
2.8% |
69% |
False |
False |
2,068 |
80 |
6.487 |
4.730 |
1.757 |
30.8% |
0.154 |
2.7% |
55% |
False |
False |
1,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.002 |
2.618 |
6.586 |
1.618 |
6.331 |
1.000 |
6.173 |
0.618 |
6.076 |
HIGH |
5.918 |
0.618 |
5.821 |
0.500 |
5.791 |
0.382 |
5.760 |
LOW |
5.663 |
0.618 |
5.505 |
1.000 |
5.408 |
1.618 |
5.250 |
2.618 |
4.995 |
4.250 |
4.579 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.791 |
5.852 |
PP |
5.759 |
5.800 |
S1 |
5.728 |
5.748 |
|