NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 07-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.048 |
5.990 |
-0.058 |
-1.0% |
5.980 |
High |
6.129 |
6.085 |
-0.044 |
-0.7% |
6.040 |
Low |
5.876 |
5.958 |
0.082 |
1.4% |
5.590 |
Close |
5.955 |
6.034 |
0.079 |
1.3% |
5.872 |
Range |
0.253 |
0.127 |
-0.126 |
-49.8% |
0.450 |
ATR |
0.221 |
0.215 |
-0.007 |
-2.9% |
0.000 |
Volume |
8,128 |
6,257 |
-1,871 |
-23.0% |
21,337 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.407 |
6.347 |
6.104 |
|
R3 |
6.280 |
6.220 |
6.069 |
|
R2 |
6.153 |
6.153 |
6.057 |
|
R1 |
6.093 |
6.093 |
6.046 |
6.123 |
PP |
6.026 |
6.026 |
6.026 |
6.041 |
S1 |
5.966 |
5.966 |
6.022 |
5.996 |
S2 |
5.899 |
5.899 |
6.011 |
|
S3 |
5.772 |
5.839 |
5.999 |
|
S4 |
5.645 |
5.712 |
5.964 |
|
|
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 |
6.129 |
5.590 |
0.539 |
8.9% |
0.236 |
3.9% |
82% |
False |
False |
6,314 |
10 |
6.129 |
5.590 |
0.539 |
8.9% |
0.220 |
3.6% |
82% |
False |
False |
4,830 |
20 |
6.129 |
4.908 |
1.221 |
20.2% |
0.236 |
3.9% |
92% |
False |
False |
3,920 |
40 |
6.129 |
4.730 |
1.399 |
23.2% |
0.175 |
2.9% |
93% |
False |
False |
3,006 |
60 |
6.129 |
4.730 |
1.399 |
23.2% |
0.172 |
2.8% |
93% |
False |
False |
2,485 |
80 |
6.400 |
4.730 |
1.670 |
27.7% |
0.156 |
2.6% |
78% |
False |
False |
2,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.625 |
2.618 |
6.417 |
1.618 |
6.290 |
1.000 |
6.212 |
0.618 |
6.163 |
HIGH |
6.085 |
0.618 |
6.036 |
0.500 |
6.022 |
0.382 |
6.007 |
LOW |
5.958 |
0.618 |
5.880 |
1.000 |
5.831 |
1.618 |
5.753 |
2.618 |
5.626 |
4.250 |
5.418 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.030 |
6.019 |
PP |
6.026 |
6.004 |
S1 |
6.022 |
5.990 |
|