NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.160 |
6.281 |
0.121 |
2.0% |
6.035 |
High |
6.300 |
6.300 |
0.000 |
0.0% |
6.189 |
Low |
6.152 |
6.126 |
-0.026 |
-0.4% |
5.670 |
Close |
6.270 |
6.140 |
-0.130 |
-2.1% |
6.066 |
Range |
0.148 |
0.174 |
0.026 |
17.6% |
0.519 |
ATR |
0.220 |
0.217 |
-0.003 |
-1.5% |
0.000 |
Volume |
4,577 |
6,671 |
2,094 |
45.8% |
31,906 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.711 |
6.599 |
6.236 |
|
R3 |
6.537 |
6.425 |
6.188 |
|
R2 |
6.363 |
6.363 |
6.172 |
|
R1 |
6.251 |
6.251 |
6.156 |
6.220 |
PP |
6.189 |
6.189 |
6.189 |
6.173 |
S1 |
6.077 |
6.077 |
6.124 |
6.046 |
S2 |
6.015 |
6.015 |
6.108 |
|
S3 |
5.841 |
5.903 |
6.092 |
|
S4 |
5.667 |
5.729 |
6.044 |
|
|
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 |
6.300 |
5.670 |
0.630 |
10.3% |
0.206 |
3.4% |
75% |
True |
False |
5,687 |
10 |
6.300 |
5.670 |
0.630 |
10.3% |
0.210 |
3.4% |
75% |
True |
False |
6,638 |
20 |
6.300 |
5.590 |
0.710 |
11.6% |
0.215 |
3.5% |
77% |
True |
False |
5,734 |
40 |
6.300 |
4.730 |
1.570 |
25.6% |
0.204 |
3.3% |
90% |
True |
False |
4,200 |
60 |
6.300 |
4.730 |
1.570 |
25.6% |
0.180 |
2.9% |
90% |
True |
False |
3,427 |
80 |
6.300 |
4.730 |
1.570 |
25.6% |
0.167 |
2.7% |
90% |
True |
False |
2,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.040 |
2.618 |
6.756 |
1.618 |
6.582 |
1.000 |
6.474 |
0.618 |
6.408 |
HIGH |
6.300 |
0.618 |
6.234 |
0.500 |
6.213 |
0.382 |
6.192 |
LOW |
6.126 |
0.618 |
6.018 |
1.000 |
5.952 |
1.618 |
5.844 |
2.618 |
5.670 |
4.250 |
5.387 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.213 |
6.140 |
PP |
6.189 |
6.139 |
S1 |
6.164 |
6.139 |
|