NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.788 |
6.077 |
0.289 |
5.0% |
6.035 |
High |
6.121 |
6.161 |
0.040 |
0.7% |
6.189 |
Low |
5.788 |
5.977 |
0.189 |
3.3% |
5.670 |
Close |
6.066 |
6.127 |
0.061 |
1.0% |
6.066 |
Range |
0.333 |
0.184 |
-0.149 |
-44.7% |
0.519 |
ATR |
0.227 |
0.224 |
-0.003 |
-1.3% |
0.000 |
Volume |
6,381 |
6,115 |
-266 |
-4.2% |
31,906 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.640 |
6.568 |
6.228 |
|
R3 |
6.456 |
6.384 |
6.178 |
|
R2 |
6.272 |
6.272 |
6.161 |
|
R1 |
6.200 |
6.200 |
6.144 |
6.236 |
PP |
6.088 |
6.088 |
6.088 |
6.107 |
S1 |
6.016 |
6.016 |
6.110 |
6.052 |
S2 |
5.904 |
5.904 |
6.093 |
|
S3 |
5.720 |
5.832 |
6.076 |
|
S4 |
5.536 |
5.648 |
6.026 |
|
|
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 |
8.5% |
0.262 |
4.3% |
88% |
False |
False |
6,232 |
10 |
6.189 |
5.670 |
0.519 |
8.5% |
0.216 |
3.5% |
88% |
False |
False |
6,951 |
20 |
6.189 |
5.411 |
0.778 |
12.7% |
0.215 |
3.5% |
92% |
False |
False |
5,416 |
40 |
6.189 |
4.730 |
1.459 |
23.8% |
0.202 |
3.3% |
96% |
False |
False |
4,091 |
60 |
6.189 |
4.730 |
1.459 |
23.8% |
0.178 |
2.9% |
96% |
False |
False |
3,261 |
80 |
6.189 |
4.730 |
1.459 |
23.8% |
0.164 |
2.7% |
96% |
False |
False |
2,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.943 |
2.618 |
6.643 |
1.618 |
6.459 |
1.000 |
6.345 |
0.618 |
6.275 |
HIGH |
6.161 |
0.618 |
6.091 |
0.500 |
6.069 |
0.382 |
6.047 |
LOW |
5.977 |
0.618 |
5.863 |
1.000 |
5.793 |
1.618 |
5.679 |
2.618 |
5.495 |
4.250 |
5.195 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.108 |
6.057 |
PP |
6.088 |
5.986 |
S1 |
6.069 |
5.916 |
|