NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.708 |
5.464 |
-0.244 |
-4.3% |
6.077 |
High |
5.715 |
5.538 |
-0.177 |
-3.1% |
6.300 |
Low |
5.462 |
5.388 |
-0.074 |
-1.4% |
5.857 |
Close |
5.478 |
5.481 |
0.003 |
0.1% |
5.869 |
Range |
0.253 |
0.150 |
-0.103 |
-40.7% |
0.443 |
ATR |
0.221 |
0.216 |
-0.005 |
-2.3% |
0.000 |
Volume |
4,546 |
11,040 |
6,494 |
142.9% |
34,154 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.919 |
5.850 |
5.564 |
|
R3 |
5.769 |
5.700 |
5.522 |
|
R2 |
5.619 |
5.619 |
5.509 |
|
R1 |
5.550 |
5.550 |
5.495 |
5.585 |
PP |
5.469 |
5.469 |
5.469 |
5.486 |
S1 |
5.400 |
5.400 |
5.467 |
5.435 |
S2 |
5.319 |
5.319 |
5.454 |
|
S3 |
5.169 |
5.250 |
5.440 |
|
S4 |
5.019 |
5.100 |
5.399 |
|
|
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 |
6.088 |
5.388 |
0.700 |
12.8% |
0.212 |
3.9% |
13% |
False |
True |
7,260 |
10 |
6.300 |
5.388 |
0.912 |
16.6% |
0.213 |
3.9% |
10% |
False |
True |
6,887 |
20 |
6.300 |
5.388 |
0.912 |
16.6% |
0.216 |
3.9% |
10% |
False |
True |
6,948 |
40 |
6.300 |
4.730 |
1.570 |
28.6% |
0.220 |
4.0% |
48% |
False |
False |
4,999 |
60 |
6.300 |
4.730 |
1.570 |
28.6% |
0.184 |
3.3% |
48% |
False |
False |
3,953 |
80 |
6.300 |
4.730 |
1.570 |
28.6% |
0.175 |
3.2% |
48% |
False |
False |
3,288 |
100 |
6.487 |
4.730 |
1.757 |
32.1% |
0.166 |
3.0% |
43% |
False |
False |
2,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.176 |
2.618 |
5.931 |
1.618 |
5.781 |
1.000 |
5.688 |
0.618 |
5.631 |
HIGH |
5.538 |
0.618 |
5.481 |
0.500 |
5.463 |
0.382 |
5.445 |
LOW |
5.388 |
0.618 |
5.295 |
1.000 |
5.238 |
1.618 |
5.145 |
2.618 |
4.995 |
4.250 |
4.751 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.475 |
5.574 |
PP |
5.469 |
5.543 |
S1 |
5.463 |
5.512 |
|