NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.878 |
5.619 |
-0.259 |
-4.4% |
5.930 |
High |
5.878 |
5.828 |
-0.050 |
-0.9% |
5.999 |
Low |
5.629 |
5.550 |
-0.079 |
-1.4% |
5.550 |
Close |
5.658 |
5.824 |
0.166 |
2.9% |
5.824 |
Range |
0.249 |
0.278 |
0.029 |
11.6% |
0.449 |
ATR |
0.203 |
0.208 |
0.005 |
2.6% |
0.000 |
Volume |
5,406 |
9,341 |
3,935 |
72.8% |
33,373 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.568 |
6.474 |
5.977 |
|
R3 |
6.290 |
6.196 |
5.900 |
|
R2 |
6.012 |
6.012 |
5.875 |
|
R1 |
5.918 |
5.918 |
5.849 |
5.965 |
PP |
5.734 |
5.734 |
5.734 |
5.758 |
S1 |
5.640 |
5.640 |
5.799 |
5.687 |
S2 |
5.456 |
5.456 |
5.773 |
|
S3 |
5.178 |
5.362 |
5.748 |
|
S4 |
4.900 |
5.084 |
5.671 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.138 |
6.930 |
6.071 |
|
R3 |
6.689 |
6.481 |
5.947 |
|
R2 |
6.240 |
6.240 |
5.906 |
|
R1 |
6.032 |
6.032 |
5.865 |
5.912 |
PP |
5.791 |
5.791 |
5.791 |
5.731 |
S1 |
5.583 |
5.583 |
5.783 |
5.463 |
S2 |
5.342 |
5.342 |
5.742 |
|
S3 |
4.893 |
5.134 |
5.701 |
|
S4 |
4.444 |
4.685 |
5.577 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.999 |
5.550 |
0.449 |
7.7% |
0.225 |
3.9% |
61% |
False |
True |
6,674 |
10 |
5.999 |
5.390 |
0.609 |
10.5% |
0.195 |
3.3% |
71% |
False |
False |
5,693 |
20 |
5.999 |
4.733 |
1.266 |
21.7% |
0.223 |
3.8% |
86% |
False |
False |
6,189 |
40 |
5.999 |
4.733 |
1.266 |
21.7% |
0.167 |
2.9% |
86% |
False |
False |
4,771 |
60 |
6.106 |
4.733 |
1.373 |
23.6% |
0.165 |
2.8% |
79% |
False |
False |
4,168 |
80 |
6.410 |
4.733 |
1.677 |
28.8% |
0.157 |
2.7% |
65% |
False |
False |
3,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.010 |
2.618 |
6.556 |
1.618 |
6.278 |
1.000 |
6.106 |
0.618 |
6.000 |
HIGH |
5.828 |
0.618 |
5.722 |
0.500 |
5.689 |
0.382 |
5.656 |
LOW |
5.550 |
0.618 |
5.378 |
1.000 |
5.272 |
1.618 |
5.100 |
2.618 |
4.822 |
4.250 |
4.369 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.779 |
5.804 |
PP |
5.734 |
5.785 |
S1 |
5.689 |
5.765 |
|