NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.125 |
5.905 |
-0.220 |
-3.6% |
5.873 |
High |
6.189 |
5.927 |
-0.262 |
-4.2% |
6.143 |
Low |
5.815 |
5.699 |
-0.116 |
-2.0% |
5.850 |
Close |
5.877 |
5.744 |
-0.133 |
-2.3% |
5.957 |
Range |
0.374 |
0.228 |
-0.146 |
-39.0% |
0.293 |
ATR |
0.220 |
0.221 |
0.001 |
0.3% |
0.000 |
Volume |
6,317 |
7,658 |
1,341 |
21.2% |
36,325 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.474 |
6.337 |
5.869 |
|
R3 |
6.246 |
6.109 |
5.807 |
|
R2 |
6.018 |
6.018 |
5.786 |
|
R1 |
5.881 |
5.881 |
5.765 |
5.836 |
PP |
5.790 |
5.790 |
5.790 |
5.767 |
S1 |
5.653 |
5.653 |
5.723 |
5.608 |
S2 |
5.562 |
5.562 |
5.702 |
|
S3 |
5.334 |
5.425 |
5.681 |
|
S4 |
5.106 |
5.197 |
5.619 |
|
|
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 |
5.699 |
0.490 |
8.5% |
0.215 |
3.7% |
9% |
False |
True |
7,589 |
10 |
6.189 |
5.590 |
0.599 |
10.4% |
0.226 |
3.9% |
26% |
False |
False |
6,951 |
20 |
6.189 |
5.394 |
0.795 |
13.8% |
0.213 |
3.7% |
44% |
False |
False |
5,065 |
40 |
6.189 |
4.730 |
1.459 |
25.4% |
0.192 |
3.3% |
69% |
False |
False |
3,763 |
60 |
6.189 |
4.730 |
1.459 |
25.4% |
0.176 |
3.1% |
69% |
False |
False |
3,038 |
80 |
6.189 |
4.730 |
1.459 |
25.4% |
0.159 |
2.8% |
69% |
False |
False |
2,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.896 |
2.618 |
6.524 |
1.618 |
6.296 |
1.000 |
6.155 |
0.618 |
6.068 |
HIGH |
5.927 |
0.618 |
5.840 |
0.500 |
5.813 |
0.382 |
5.786 |
LOW |
5.699 |
0.618 |
5.558 |
1.000 |
5.471 |
1.618 |
5.330 |
2.618 |
5.102 |
4.250 |
4.730 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.813 |
5.944 |
PP |
5.790 |
5.877 |
S1 |
5.767 |
5.811 |
|