NYMEX Natural Gas Future February 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.281 |
6.127 |
-0.154 |
-2.5% |
6.035 |
| High |
6.300 |
6.172 |
-0.128 |
-2.0% |
6.189 |
| Low |
6.126 |
5.941 |
-0.185 |
-3.0% |
5.670 |
| Close |
6.140 |
5.976 |
-0.164 |
-2.7% |
6.066 |
| Range |
0.174 |
0.231 |
0.057 |
32.8% |
0.519 |
| ATR |
0.217 |
0.218 |
0.001 |
0.5% |
0.000 |
| Volume |
6,671 |
8,829 |
2,158 |
32.3% |
31,906 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.723 |
6.580 |
6.103 |
|
| R3 |
6.492 |
6.349 |
6.040 |
|
| R2 |
6.261 |
6.261 |
6.018 |
|
| R1 |
6.118 |
6.118 |
5.997 |
6.074 |
| PP |
6.030 |
6.030 |
6.030 |
6.008 |
| S1 |
5.887 |
5.887 |
5.955 |
5.843 |
| S2 |
5.799 |
5.799 |
5.934 |
|
| S3 |
5.568 |
5.656 |
5.912 |
|
| S4 |
5.337 |
5.425 |
5.849 |
|
|
| 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 |
5.788 |
0.512 |
8.6% |
0.214 |
3.6% |
37% |
False |
False |
6,514 |
| 10 |
6.300 |
5.670 |
0.630 |
10.5% |
0.218 |
3.6% |
49% |
False |
False |
6,719 |
| 20 |
6.300 |
5.590 |
0.710 |
11.9% |
0.215 |
3.6% |
54% |
False |
False |
5,989 |
| 40 |
6.300 |
4.730 |
1.570 |
26.3% |
0.208 |
3.5% |
79% |
False |
False |
4,371 |
| 60 |
6.300 |
4.730 |
1.570 |
26.3% |
0.181 |
3.0% |
79% |
False |
False |
3,546 |
| 80 |
6.300 |
4.730 |
1.570 |
26.3% |
0.169 |
2.8% |
79% |
False |
False |
2,921 |
| 100 |
6.487 |
4.730 |
1.757 |
29.4% |
0.164 |
2.8% |
71% |
False |
False |
2,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.154 |
|
2.618 |
6.777 |
|
1.618 |
6.546 |
|
1.000 |
6.403 |
|
0.618 |
6.315 |
|
HIGH |
6.172 |
|
0.618 |
6.084 |
|
0.500 |
6.057 |
|
0.382 |
6.029 |
|
LOW |
5.941 |
|
0.618 |
5.798 |
|
1.000 |
5.710 |
|
1.618 |
5.567 |
|
2.618 |
5.336 |
|
4.250 |
4.959 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.057 |
6.121 |
| PP |
6.030 |
6.072 |
| S1 |
6.003 |
6.024 |
|