NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.464 |
5.515 |
0.051 |
0.9% |
5.850 |
High |
5.538 |
5.653 |
0.115 |
2.1% |
5.850 |
Low |
5.388 |
5.357 |
-0.031 |
-0.6% |
5.357 |
Close |
5.481 |
5.444 |
-0.037 |
-0.7% |
5.444 |
Range |
0.150 |
0.296 |
0.146 |
97.3% |
0.493 |
ATR |
0.216 |
0.222 |
0.006 |
2.6% |
0.000 |
Volume |
11,040 |
9,419 |
-1,621 |
-14.7% |
37,759 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.373 |
6.204 |
5.607 |
|
R3 |
6.077 |
5.908 |
5.525 |
|
R2 |
5.781 |
5.781 |
5.498 |
|
R1 |
5.612 |
5.612 |
5.471 |
5.549 |
PP |
5.485 |
5.485 |
5.485 |
5.453 |
S1 |
5.316 |
5.316 |
5.417 |
5.253 |
S2 |
5.189 |
5.189 |
5.390 |
|
S3 |
4.893 |
5.020 |
5.363 |
|
S4 |
4.597 |
4.724 |
5.281 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.029 |
6.730 |
5.715 |
|
R3 |
6.536 |
6.237 |
5.580 |
|
R2 |
6.043 |
6.043 |
5.534 |
|
R1 |
5.744 |
5.744 |
5.489 |
5.647 |
PP |
5.550 |
5.550 |
5.550 |
5.502 |
S1 |
5.251 |
5.251 |
5.399 |
5.154 |
S2 |
5.057 |
5.057 |
5.354 |
|
S3 |
4.564 |
4.758 |
5.308 |
|
S4 |
4.071 |
4.265 |
5.173 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.850 |
5.357 |
0.493 |
9.1% |
0.225 |
4.1% |
18% |
False |
True |
7,551 |
10 |
6.300 |
5.357 |
0.943 |
17.3% |
0.209 |
3.8% |
9% |
False |
True |
7,191 |
20 |
6.300 |
5.357 |
0.943 |
17.3% |
0.216 |
4.0% |
9% |
False |
True |
7,007 |
40 |
6.300 |
4.730 |
1.570 |
28.8% |
0.222 |
4.1% |
45% |
False |
False |
5,173 |
60 |
6.300 |
4.730 |
1.570 |
28.8% |
0.185 |
3.4% |
45% |
False |
False |
4,084 |
80 |
6.300 |
4.730 |
1.570 |
28.8% |
0.178 |
3.3% |
45% |
False |
False |
3,395 |
100 |
6.487 |
4.730 |
1.757 |
32.3% |
0.167 |
3.1% |
41% |
False |
False |
2,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.911 |
2.618 |
6.428 |
1.618 |
6.132 |
1.000 |
5.949 |
0.618 |
5.836 |
HIGH |
5.653 |
0.618 |
5.540 |
0.500 |
5.505 |
0.382 |
5.470 |
LOW |
5.357 |
0.618 |
5.174 |
1.000 |
5.061 |
1.618 |
4.878 |
2.618 |
4.582 |
4.250 |
4.099 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.505 |
5.536 |
PP |
5.485 |
5.505 |
S1 |
5.464 |
5.475 |
|