NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.045 |
5.920 |
-0.125 |
-2.1% |
5.789 |
| High |
6.045 |
6.092 |
0.047 |
0.8% |
6.072 |
| Low |
5.880 |
5.920 |
0.040 |
0.7% |
5.786 |
| Close |
5.888 |
6.046 |
0.158 |
2.7% |
5.888 |
| Range |
0.165 |
0.172 |
0.007 |
4.2% |
0.286 |
| ATR |
0.199 |
0.199 |
0.000 |
0.2% |
0.000 |
| Volume |
6,863 |
6,566 |
-297 |
-4.3% |
41,365 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.535 |
6.463 |
6.141 |
|
| R3 |
6.363 |
6.291 |
6.093 |
|
| R2 |
6.191 |
6.191 |
6.078 |
|
| R1 |
6.119 |
6.119 |
6.062 |
6.155 |
| PP |
6.019 |
6.019 |
6.019 |
6.038 |
| S1 |
5.947 |
5.947 |
6.030 |
5.983 |
| S2 |
5.847 |
5.847 |
6.014 |
|
| S3 |
5.675 |
5.775 |
5.999 |
|
| S4 |
5.503 |
5.603 |
5.951 |
|
|
| 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 |
6.092 |
5.815 |
0.277 |
4.6% |
0.169 |
2.8% |
83% |
True |
False |
8,662 |
| 10 |
6.092 |
5.550 |
0.542 |
9.0% |
0.206 |
3.4% |
92% |
True |
False |
7,666 |
| 20 |
6.092 |
5.240 |
0.852 |
14.1% |
0.200 |
3.3% |
95% |
True |
False |
6,769 |
| 40 |
6.092 |
4.733 |
1.359 |
22.5% |
0.177 |
2.9% |
97% |
True |
False |
5,592 |
| 60 |
6.106 |
4.733 |
1.373 |
22.7% |
0.167 |
2.8% |
96% |
False |
False |
4,719 |
| 80 |
6.106 |
4.733 |
1.373 |
22.7% |
0.157 |
2.6% |
96% |
False |
False |
4,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.823 |
|
2.618 |
6.542 |
|
1.618 |
6.370 |
|
1.000 |
6.264 |
|
0.618 |
6.198 |
|
HIGH |
6.092 |
|
0.618 |
6.026 |
|
0.500 |
6.006 |
|
0.382 |
5.986 |
|
LOW |
5.920 |
|
0.618 |
5.814 |
|
1.000 |
5.748 |
|
1.618 |
5.642 |
|
2.618 |
5.470 |
|
4.250 |
5.189 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.033 |
6.026 |
| PP |
6.019 |
6.006 |
| S1 |
6.006 |
5.986 |
|