NYMEX Natural Gas Future February 2010
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.657 |
5.873 |
0.216 |
3.8% |
5.980 |
| High |
5.880 |
6.107 |
0.227 |
3.9% |
6.040 |
| Low |
5.590 |
5.850 |
0.260 |
4.7% |
5.590 |
| Close |
5.872 |
6.042 |
0.170 |
2.9% |
5.872 |
| Range |
0.290 |
0.257 |
-0.033 |
-11.4% |
0.450 |
| ATR |
0.216 |
0.219 |
0.003 |
1.4% |
0.000 |
| Volume |
8,242 |
4,829 |
-3,413 |
-41.4% |
21,337 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.771 |
6.663 |
6.183 |
|
| R3 |
6.514 |
6.406 |
6.113 |
|
| R2 |
6.257 |
6.257 |
6.089 |
|
| R1 |
6.149 |
6.149 |
6.066 |
6.203 |
| PP |
6.000 |
6.000 |
6.000 |
6.027 |
| S1 |
5.892 |
5.892 |
6.018 |
5.946 |
| S2 |
5.743 |
5.743 |
5.995 |
|
| S3 |
5.486 |
5.635 |
5.971 |
|
| S4 |
5.229 |
5.378 |
5.901 |
|
|
| 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 |
6.107 |
5.590 |
0.517 |
8.6% |
0.255 |
4.2% |
87% |
True |
False |
4,912 |
| 10 |
6.107 |
5.411 |
0.696 |
11.5% |
0.214 |
3.5% |
91% |
True |
False |
3,880 |
| 20 |
6.107 |
4.834 |
1.273 |
21.1% |
0.231 |
3.8% |
95% |
True |
False |
3,448 |
| 40 |
6.107 |
4.730 |
1.377 |
22.8% |
0.171 |
2.8% |
95% |
True |
False |
2,687 |
| 60 |
6.124 |
4.730 |
1.394 |
23.1% |
0.168 |
2.8% |
94% |
False |
False |
2,264 |
| 80 |
6.487 |
4.730 |
1.757 |
29.1% |
0.156 |
2.6% |
75% |
False |
False |
1,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.199 |
|
2.618 |
6.780 |
|
1.618 |
6.523 |
|
1.000 |
6.364 |
|
0.618 |
6.266 |
|
HIGH |
6.107 |
|
0.618 |
6.009 |
|
0.500 |
5.979 |
|
0.382 |
5.948 |
|
LOW |
5.850 |
|
0.618 |
5.691 |
|
1.000 |
5.593 |
|
1.618 |
5.434 |
|
2.618 |
5.177 |
|
4.250 |
4.758 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.021 |
5.978 |
| PP |
6.000 |
5.913 |
| S1 |
5.979 |
5.849 |
|