NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.070 |
6.095 |
0.025 |
0.4% |
5.873 |
High |
6.143 |
6.113 |
-0.030 |
-0.5% |
6.143 |
Low |
5.990 |
5.947 |
-0.043 |
-0.7% |
5.850 |
Close |
6.095 |
5.957 |
-0.138 |
-2.3% |
5.957 |
Range |
0.153 |
0.166 |
0.013 |
8.5% |
0.293 |
ATR |
0.210 |
0.207 |
-0.003 |
-1.5% |
0.000 |
Volume |
8,012 |
9,099 |
1,087 |
13.6% |
36,325 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.504 |
6.396 |
6.048 |
|
R3 |
6.338 |
6.230 |
6.003 |
|
R2 |
6.172 |
6.172 |
5.987 |
|
R1 |
6.064 |
6.064 |
5.972 |
6.035 |
PP |
6.006 |
6.006 |
6.006 |
5.991 |
S1 |
5.898 |
5.898 |
5.942 |
5.869 |
S2 |
5.840 |
5.840 |
5.927 |
|
S3 |
5.674 |
5.732 |
5.911 |
|
S4 |
5.508 |
5.566 |
5.866 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.862 |
6.703 |
6.118 |
|
R3 |
6.569 |
6.410 |
6.038 |
|
R2 |
6.276 |
6.276 |
6.011 |
|
R1 |
6.117 |
6.117 |
5.984 |
6.197 |
PP |
5.983 |
5.983 |
5.983 |
6.023 |
S1 |
5.824 |
5.824 |
5.930 |
5.904 |
S2 |
5.690 |
5.690 |
5.903 |
|
S3 |
5.397 |
5.531 |
5.876 |
|
S4 |
5.104 |
5.238 |
5.796 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.143 |
5.850 |
0.293 |
4.9% |
0.191 |
3.2% |
37% |
False |
False |
7,265 |
10 |
6.143 |
5.590 |
0.553 |
9.3% |
0.212 |
3.6% |
66% |
False |
False |
5,766 |
20 |
6.143 |
5.120 |
1.023 |
17.2% |
0.213 |
3.6% |
82% |
False |
False |
4,535 |
40 |
6.143 |
4.730 |
1.413 |
23.7% |
0.178 |
3.0% |
87% |
False |
False |
3,372 |
60 |
6.143 |
4.730 |
1.413 |
23.7% |
0.170 |
2.9% |
87% |
False |
False |
2,743 |
80 |
6.295 |
4.730 |
1.565 |
26.3% |
0.156 |
2.6% |
78% |
False |
False |
2,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.819 |
2.618 |
6.548 |
1.618 |
6.382 |
1.000 |
6.279 |
0.618 |
6.216 |
HIGH |
6.113 |
0.618 |
6.050 |
0.500 |
6.030 |
0.382 |
6.010 |
LOW |
5.947 |
0.618 |
5.844 |
1.000 |
5.781 |
1.618 |
5.678 |
2.618 |
5.512 |
4.250 |
5.242 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.030 |
6.045 |
PP |
6.006 |
6.016 |
S1 |
5.981 |
5.986 |
|