NYMEX Natural Gas Future February 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.990 |
6.070 |
0.080 |
1.3% |
5.980 |
| High |
6.085 |
6.143 |
0.058 |
1.0% |
6.040 |
| Low |
5.958 |
5.990 |
0.032 |
0.5% |
5.590 |
| Close |
6.034 |
6.095 |
0.061 |
1.0% |
5.872 |
| Range |
0.127 |
0.153 |
0.026 |
20.5% |
0.450 |
| ATR |
0.215 |
0.210 |
-0.004 |
-2.1% |
0.000 |
| Volume |
6,257 |
8,012 |
1,755 |
28.0% |
21,337 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.535 |
6.468 |
6.179 |
|
| R3 |
6.382 |
6.315 |
6.137 |
|
| R2 |
6.229 |
6.229 |
6.123 |
|
| R1 |
6.162 |
6.162 |
6.109 |
6.196 |
| PP |
6.076 |
6.076 |
6.076 |
6.093 |
| S1 |
6.009 |
6.009 |
6.081 |
6.043 |
| S2 |
5.923 |
5.923 |
6.067 |
|
| S3 |
5.770 |
5.856 |
6.053 |
|
| S4 |
5.617 |
5.703 |
6.011 |
|
|
| 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 |
6.143 |
5.590 |
0.553 |
9.1% |
0.216 |
3.5% |
91% |
True |
False |
7,093 |
| 10 |
6.143 |
5.590 |
0.553 |
9.1% |
0.212 |
3.5% |
91% |
True |
False |
5,258 |
| 20 |
6.143 |
5.105 |
1.038 |
17.0% |
0.222 |
3.6% |
95% |
True |
False |
4,217 |
| 40 |
6.143 |
4.730 |
1.413 |
23.2% |
0.176 |
2.9% |
97% |
True |
False |
3,171 |
| 60 |
6.143 |
4.730 |
1.413 |
23.2% |
0.171 |
2.8% |
97% |
True |
False |
2,602 |
| 80 |
6.400 |
4.730 |
1.670 |
27.4% |
0.156 |
2.6% |
82% |
False |
False |
2,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.793 |
|
2.618 |
6.544 |
|
1.618 |
6.391 |
|
1.000 |
6.296 |
|
0.618 |
6.238 |
|
HIGH |
6.143 |
|
0.618 |
6.085 |
|
0.500 |
6.067 |
|
0.382 |
6.048 |
|
LOW |
5.990 |
|
0.618 |
5.895 |
|
1.000 |
5.837 |
|
1.618 |
5.742 |
|
2.618 |
5.589 |
|
4.250 |
5.340 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.086 |
6.067 |
| PP |
6.076 |
6.038 |
| S1 |
6.067 |
6.010 |
|