NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.035 |
6.125 |
0.090 |
1.5% |
5.873 |
High |
6.180 |
6.189 |
0.009 |
0.1% |
6.143 |
Low |
6.027 |
5.815 |
-0.212 |
-3.5% |
5.850 |
Close |
6.116 |
5.877 |
-0.239 |
-3.9% |
5.957 |
Range |
0.153 |
0.374 |
0.221 |
144.4% |
0.293 |
ATR |
0.208 |
0.220 |
0.012 |
5.7% |
0.000 |
Volume |
6,859 |
6,317 |
-542 |
-7.9% |
36,325 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.082 |
6.854 |
6.083 |
|
R3 |
6.708 |
6.480 |
5.980 |
|
R2 |
6.334 |
6.334 |
5.946 |
|
R1 |
6.106 |
6.106 |
5.911 |
6.033 |
PP |
5.960 |
5.960 |
5.960 |
5.924 |
S1 |
5.732 |
5.732 |
5.843 |
5.659 |
S2 |
5.586 |
5.586 |
5.808 |
|
S3 |
5.212 |
5.358 |
5.774 |
|
S4 |
4.838 |
4.984 |
5.671 |
|
|
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 |
6.189 |
5.815 |
0.374 |
6.4% |
0.195 |
3.3% |
17% |
True |
True |
7,308 |
10 |
6.189 |
5.590 |
0.599 |
10.2% |
0.219 |
3.7% |
48% |
True |
False |
6,674 |
20 |
6.189 |
5.337 |
0.852 |
14.5% |
0.215 |
3.7% |
63% |
True |
False |
4,891 |
40 |
6.189 |
4.730 |
1.459 |
24.8% |
0.188 |
3.2% |
79% |
True |
False |
3,608 |
60 |
6.189 |
4.730 |
1.459 |
24.8% |
0.173 |
2.9% |
79% |
True |
False |
2,923 |
80 |
6.189 |
4.730 |
1.459 |
24.8% |
0.158 |
2.7% |
79% |
True |
False |
2,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.779 |
2.618 |
7.168 |
1.618 |
6.794 |
1.000 |
6.563 |
0.618 |
6.420 |
HIGH |
6.189 |
0.618 |
6.046 |
0.500 |
6.002 |
0.382 |
5.958 |
LOW |
5.815 |
0.618 |
5.584 |
1.000 |
5.441 |
1.618 |
5.210 |
2.618 |
4.836 |
4.250 |
4.226 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.002 |
6.002 |
PP |
5.960 |
5.960 |
S1 |
5.919 |
5.919 |
|