NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.768 |
5.788 |
0.020 |
0.3% |
6.035 |
High |
5.860 |
6.121 |
0.261 |
4.5% |
6.189 |
Low |
5.670 |
5.788 |
0.118 |
2.1% |
5.670 |
Close |
5.791 |
6.066 |
0.275 |
4.7% |
6.066 |
Range |
0.190 |
0.333 |
0.143 |
75.3% |
0.519 |
ATR |
0.219 |
0.227 |
0.008 |
3.7% |
0.000 |
Volume |
4,691 |
6,381 |
1,690 |
36.0% |
31,906 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.991 |
6.861 |
6.249 |
|
R3 |
6.658 |
6.528 |
6.158 |
|
R2 |
6.325 |
6.325 |
6.127 |
|
R1 |
6.195 |
6.195 |
6.097 |
6.260 |
PP |
5.992 |
5.992 |
5.992 |
6.024 |
S1 |
5.862 |
5.862 |
6.035 |
5.927 |
S2 |
5.659 |
5.659 |
6.005 |
|
S3 |
5.326 |
5.529 |
5.974 |
|
S4 |
4.993 |
5.196 |
5.883 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.532 |
7.318 |
6.351 |
|
R3 |
7.013 |
6.799 |
6.209 |
|
R2 |
6.494 |
6.494 |
6.161 |
|
R1 |
6.280 |
6.280 |
6.114 |
6.387 |
PP |
5.975 |
5.975 |
5.975 |
6.029 |
S1 |
5.761 |
5.761 |
6.018 |
5.868 |
S2 |
5.456 |
5.456 |
5.971 |
|
S3 |
4.937 |
5.242 |
5.923 |
|
S4 |
4.418 |
4.723 |
5.781 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.189 |
5.670 |
0.519 |
8.6% |
0.256 |
4.2% |
76% |
False |
False |
6,381 |
10 |
6.189 |
5.670 |
0.519 |
8.6% |
0.223 |
3.7% |
76% |
False |
False |
6,823 |
20 |
6.189 |
5.411 |
0.778 |
12.8% |
0.214 |
3.5% |
84% |
False |
False |
5,225 |
40 |
6.189 |
4.730 |
1.459 |
24.1% |
0.200 |
3.3% |
92% |
False |
False |
3,993 |
60 |
6.189 |
4.730 |
1.459 |
24.1% |
0.177 |
2.9% |
92% |
False |
False |
3,183 |
80 |
6.189 |
4.730 |
1.459 |
24.1% |
0.164 |
2.7% |
92% |
False |
False |
2,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.536 |
2.618 |
6.993 |
1.618 |
6.660 |
1.000 |
6.454 |
0.618 |
6.327 |
HIGH |
6.121 |
0.618 |
5.994 |
0.500 |
5.955 |
0.382 |
5.915 |
LOW |
5.788 |
0.618 |
5.582 |
1.000 |
5.455 |
1.618 |
5.249 |
2.618 |
4.916 |
4.250 |
4.373 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.029 |
6.009 |
PP |
5.992 |
5.952 |
S1 |
5.955 |
5.896 |
|