NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.979 |
6.045 |
0.066 |
1.1% |
5.789 |
High |
6.072 |
6.045 |
-0.027 |
-0.4% |
6.072 |
Low |
5.914 |
5.880 |
-0.034 |
-0.6% |
5.786 |
Close |
6.022 |
5.888 |
-0.134 |
-2.2% |
5.888 |
Range |
0.158 |
0.165 |
0.007 |
4.4% |
0.286 |
ATR |
0.201 |
0.199 |
-0.003 |
-1.3% |
0.000 |
Volume |
9,961 |
6,863 |
-3,098 |
-31.1% |
41,365 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.433 |
6.325 |
5.979 |
|
R3 |
6.268 |
6.160 |
5.933 |
|
R2 |
6.103 |
6.103 |
5.918 |
|
R1 |
5.995 |
5.995 |
5.903 |
5.967 |
PP |
5.938 |
5.938 |
5.938 |
5.923 |
S1 |
5.830 |
5.830 |
5.873 |
5.802 |
S2 |
5.773 |
5.773 |
5.858 |
|
S3 |
5.608 |
5.665 |
5.843 |
|
S4 |
5.443 |
5.500 |
5.797 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.773 |
6.617 |
6.045 |
|
R3 |
6.487 |
6.331 |
5.967 |
|
R2 |
6.201 |
6.201 |
5.940 |
|
R1 |
6.045 |
6.045 |
5.914 |
6.123 |
PP |
5.915 |
5.915 |
5.915 |
5.955 |
S1 |
5.759 |
5.759 |
5.862 |
5.837 |
S2 |
5.629 |
5.629 |
5.836 |
|
S3 |
5.343 |
5.473 |
5.809 |
|
S4 |
5.057 |
5.187 |
5.731 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.072 |
5.786 |
0.286 |
4.9% |
0.180 |
3.1% |
36% |
False |
False |
8,273 |
10 |
6.072 |
5.550 |
0.522 |
8.9% |
0.203 |
3.4% |
65% |
False |
False |
7,473 |
20 |
6.072 |
5.117 |
0.955 |
16.2% |
0.205 |
3.5% |
81% |
False |
False |
6,851 |
40 |
6.072 |
4.733 |
1.339 |
22.7% |
0.175 |
3.0% |
86% |
False |
False |
5,523 |
60 |
6.106 |
4.733 |
1.373 |
23.3% |
0.167 |
2.8% |
84% |
False |
False |
4,678 |
80 |
6.229 |
4.733 |
1.496 |
25.4% |
0.157 |
2.7% |
77% |
False |
False |
3,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.746 |
2.618 |
6.477 |
1.618 |
6.312 |
1.000 |
6.210 |
0.618 |
6.147 |
HIGH |
6.045 |
0.618 |
5.982 |
0.500 |
5.963 |
0.382 |
5.943 |
LOW |
5.880 |
0.618 |
5.778 |
1.000 |
5.715 |
1.618 |
5.613 |
2.618 |
5.448 |
4.250 |
5.179 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.963 |
5.976 |
PP |
5.938 |
5.947 |
S1 |
5.913 |
5.917 |
|