NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.607 |
5.708 |
0.101 |
1.8% |
6.077 |
High |
5.760 |
5.715 |
-0.045 |
-0.8% |
6.300 |
Low |
5.583 |
5.462 |
-0.121 |
-2.2% |
5.857 |
Close |
5.682 |
5.478 |
-0.204 |
-3.6% |
5.869 |
Range |
0.177 |
0.253 |
0.076 |
42.9% |
0.443 |
ATR |
0.219 |
0.221 |
0.002 |
1.1% |
0.000 |
Volume |
7,729 |
4,546 |
-3,183 |
-41.2% |
34,154 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.311 |
6.147 |
5.617 |
|
R3 |
6.058 |
5.894 |
5.548 |
|
R2 |
5.805 |
5.805 |
5.524 |
|
R1 |
5.641 |
5.641 |
5.501 |
5.597 |
PP |
5.552 |
5.552 |
5.552 |
5.529 |
S1 |
5.388 |
5.388 |
5.455 |
5.344 |
S2 |
5.299 |
5.299 |
5.432 |
|
S3 |
5.046 |
5.135 |
5.408 |
|
S4 |
4.793 |
4.882 |
5.339 |
|
|
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 |
6.172 |
5.462 |
0.710 |
13.0% |
0.228 |
4.2% |
2% |
False |
True |
6,818 |
10 |
6.300 |
5.462 |
0.838 |
15.3% |
0.217 |
4.0% |
2% |
False |
True |
6,252 |
20 |
6.300 |
5.462 |
0.838 |
15.3% |
0.221 |
4.0% |
2% |
False |
True |
6,602 |
40 |
6.300 |
4.730 |
1.570 |
28.7% |
0.218 |
4.0% |
48% |
False |
False |
4,774 |
60 |
6.300 |
4.730 |
1.570 |
28.7% |
0.183 |
3.3% |
48% |
False |
False |
3,809 |
80 |
6.300 |
4.730 |
1.570 |
28.7% |
0.174 |
3.2% |
48% |
False |
False |
3,164 |
100 |
6.487 |
4.730 |
1.757 |
32.1% |
0.167 |
3.0% |
43% |
False |
False |
2,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.790 |
2.618 |
6.377 |
1.618 |
6.124 |
1.000 |
5.968 |
0.618 |
5.871 |
HIGH |
5.715 |
0.618 |
5.618 |
0.500 |
5.589 |
0.382 |
5.559 |
LOW |
5.462 |
0.618 |
5.306 |
1.000 |
5.209 |
1.618 |
5.053 |
2.618 |
4.800 |
4.250 |
4.387 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.589 |
5.656 |
PP |
5.552 |
5.597 |
S1 |
5.515 |
5.537 |
|