NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.891 |
5.979 |
0.088 |
1.5% |
5.930 |
High |
6.007 |
6.072 |
0.065 |
1.1% |
5.999 |
Low |
5.885 |
5.914 |
0.029 |
0.5% |
5.550 |
Close |
5.957 |
6.022 |
0.065 |
1.1% |
5.824 |
Range |
0.122 |
0.158 |
0.036 |
29.5% |
0.449 |
ATR |
0.205 |
0.201 |
-0.003 |
-1.6% |
0.000 |
Volume |
9,961 |
9,961 |
0 |
0.0% |
33,373 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.477 |
6.407 |
6.109 |
|
R3 |
6.319 |
6.249 |
6.065 |
|
R2 |
6.161 |
6.161 |
6.051 |
|
R1 |
6.091 |
6.091 |
6.036 |
6.126 |
PP |
6.003 |
6.003 |
6.003 |
6.020 |
S1 |
5.933 |
5.933 |
6.008 |
5.968 |
S2 |
5.845 |
5.845 |
5.993 |
|
S3 |
5.687 |
5.775 |
5.979 |
|
S4 |
5.529 |
5.617 |
5.935 |
|
|
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 |
6.072 |
5.550 |
0.522 |
8.7% |
0.203 |
3.4% |
90% |
True |
False |
8,768 |
10 |
6.072 |
5.550 |
0.522 |
8.7% |
0.202 |
3.3% |
90% |
True |
False |
7,281 |
20 |
6.072 |
5.098 |
0.974 |
16.2% |
0.214 |
3.5% |
95% |
True |
False |
6,925 |
40 |
6.072 |
4.733 |
1.339 |
22.2% |
0.174 |
2.9% |
96% |
True |
False |
5,396 |
60 |
6.106 |
4.733 |
1.373 |
22.8% |
0.169 |
2.8% |
94% |
False |
False |
4,614 |
80 |
6.329 |
4.733 |
1.596 |
26.5% |
0.157 |
2.6% |
81% |
False |
False |
3,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.744 |
2.618 |
6.486 |
1.618 |
6.328 |
1.000 |
6.230 |
0.618 |
6.170 |
HIGH |
6.072 |
0.618 |
6.012 |
0.500 |
5.993 |
0.382 |
5.974 |
LOW |
5.914 |
0.618 |
5.816 |
1.000 |
5.756 |
1.618 |
5.658 |
2.618 |
5.500 |
4.250 |
5.243 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.012 |
5.996 |
PP |
6.003 |
5.970 |
S1 |
5.993 |
5.944 |
|