NYMEX Natural Gas Future February 2010
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.127 |
6.038 |
-0.089 |
-1.5% |
6.077 |
| High |
6.172 |
6.088 |
-0.084 |
-1.4% |
6.300 |
| Low |
5.941 |
5.857 |
-0.084 |
-1.4% |
5.857 |
| Close |
5.976 |
5.869 |
-0.107 |
-1.8% |
5.869 |
| Range |
0.231 |
0.231 |
0.000 |
0.0% |
0.443 |
| ATR |
0.218 |
0.219 |
0.001 |
0.4% |
0.000 |
| Volume |
8,829 |
7,962 |
-867 |
-9.8% |
34,154 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.631 |
6.481 |
5.996 |
|
| R3 |
6.400 |
6.250 |
5.933 |
|
| R2 |
6.169 |
6.169 |
5.911 |
|
| R1 |
6.019 |
6.019 |
5.890 |
5.979 |
| PP |
5.938 |
5.938 |
5.938 |
5.918 |
| S1 |
5.788 |
5.788 |
5.848 |
5.748 |
| S2 |
5.707 |
5.707 |
5.827 |
|
| S3 |
5.476 |
5.557 |
5.805 |
|
| S4 |
5.245 |
5.326 |
5.742 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.338 |
7.046 |
6.113 |
|
| R3 |
6.895 |
6.603 |
5.991 |
|
| R2 |
6.452 |
6.452 |
5.950 |
|
| R1 |
6.160 |
6.160 |
5.910 |
6.085 |
| PP |
6.009 |
6.009 |
6.009 |
5.971 |
| S1 |
5.717 |
5.717 |
5.828 |
5.642 |
| S2 |
5.566 |
5.566 |
5.788 |
|
| S3 |
5.123 |
5.274 |
5.747 |
|
| S4 |
4.680 |
4.831 |
5.625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.300 |
5.857 |
0.443 |
7.5% |
0.194 |
3.3% |
3% |
False |
True |
6,830 |
| 10 |
6.300 |
5.670 |
0.630 |
10.7% |
0.225 |
3.8% |
32% |
False |
False |
6,606 |
| 20 |
6.300 |
5.590 |
0.710 |
12.1% |
0.218 |
3.7% |
39% |
False |
False |
6,186 |
| 40 |
6.300 |
4.730 |
1.570 |
26.8% |
0.210 |
3.6% |
73% |
False |
False |
4,507 |
| 60 |
6.300 |
4.730 |
1.570 |
26.8% |
0.182 |
3.1% |
73% |
False |
False |
3,646 |
| 80 |
6.300 |
4.730 |
1.570 |
26.8% |
0.170 |
2.9% |
73% |
False |
False |
2,998 |
| 100 |
6.487 |
4.730 |
1.757 |
29.9% |
0.164 |
2.8% |
65% |
False |
False |
2,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.070 |
|
2.618 |
6.693 |
|
1.618 |
6.462 |
|
1.000 |
6.319 |
|
0.618 |
6.231 |
|
HIGH |
6.088 |
|
0.618 |
6.000 |
|
0.500 |
5.973 |
|
0.382 |
5.945 |
|
LOW |
5.857 |
|
0.618 |
5.714 |
|
1.000 |
5.626 |
|
1.618 |
5.483 |
|
2.618 |
5.252 |
|
4.250 |
4.875 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.973 |
6.079 |
| PP |
5.938 |
6.009 |
| S1 |
5.904 |
5.939 |
|