NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.918 |
5.657 |
-0.261 |
-4.4% |
5.980 |
High |
5.918 |
5.880 |
-0.038 |
-0.6% |
6.040 |
Low |
5.663 |
5.590 |
-0.073 |
-1.3% |
5.590 |
Close |
5.696 |
5.872 |
0.176 |
3.1% |
5.872 |
Range |
0.255 |
0.290 |
0.035 |
13.7% |
0.450 |
ATR |
0.210 |
0.216 |
0.006 |
2.7% |
0.000 |
Volume |
4,117 |
8,242 |
4,125 |
100.2% |
21,337 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.651 |
6.551 |
6.032 |
|
R3 |
6.361 |
6.261 |
5.952 |
|
R2 |
6.071 |
6.071 |
5.925 |
|
R1 |
5.971 |
5.971 |
5.899 |
6.021 |
PP |
5.781 |
5.781 |
5.781 |
5.806 |
S1 |
5.681 |
5.681 |
5.845 |
5.731 |
S2 |
5.491 |
5.491 |
5.819 |
|
S3 |
5.201 |
5.391 |
5.792 |
|
S4 |
4.911 |
5.101 |
5.713 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.184 |
6.978 |
6.120 |
|
R3 |
6.734 |
6.528 |
5.996 |
|
R2 |
6.284 |
6.284 |
5.955 |
|
R1 |
6.078 |
6.078 |
5.913 |
5.956 |
PP |
5.834 |
5.834 |
5.834 |
5.773 |
S1 |
5.628 |
5.628 |
5.831 |
5.506 |
S2 |
5.384 |
5.384 |
5.790 |
|
S3 |
4.934 |
5.178 |
5.748 |
|
S4 |
4.484 |
4.728 |
5.625 |
|
|
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 |
7.7% |
0.232 |
4.0% |
63% |
False |
True |
4,267 |
10 |
6.040 |
5.411 |
0.629 |
10.7% |
0.204 |
3.5% |
73% |
False |
False |
3,627 |
20 |
6.040 |
4.730 |
1.310 |
22.3% |
0.227 |
3.9% |
87% |
False |
False |
3,340 |
40 |
6.040 |
4.730 |
1.310 |
22.3% |
0.169 |
2.9% |
87% |
False |
False |
2,623 |
60 |
6.124 |
4.730 |
1.394 |
23.7% |
0.165 |
2.8% |
82% |
False |
False |
2,191 |
80 |
6.487 |
4.730 |
1.757 |
29.9% |
0.155 |
2.6% |
65% |
False |
False |
1,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.113 |
2.618 |
6.639 |
1.618 |
6.349 |
1.000 |
6.170 |
0.618 |
6.059 |
HIGH |
5.880 |
0.618 |
5.769 |
0.500 |
5.735 |
0.382 |
5.701 |
LOW |
5.590 |
0.618 |
5.411 |
1.000 |
5.300 |
1.618 |
5.121 |
2.618 |
4.831 |
4.250 |
4.358 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.826 |
5.853 |
PP |
5.781 |
5.834 |
S1 |
5.735 |
5.815 |
|