NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.920 |
6.120 |
0.200 |
3.4% |
5.789 |
High |
6.092 |
6.123 |
0.031 |
0.5% |
6.072 |
Low |
5.920 |
5.780 |
-0.140 |
-2.4% |
5.786 |
Close |
6.046 |
5.834 |
-0.212 |
-3.5% |
5.888 |
Range |
0.172 |
0.343 |
0.171 |
99.4% |
0.286 |
ATR |
0.199 |
0.210 |
0.010 |
5.2% |
0.000 |
Volume |
6,566 |
9,281 |
2,715 |
41.3% |
41,365 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.941 |
6.731 |
6.023 |
|
R3 |
6.598 |
6.388 |
5.928 |
|
R2 |
6.255 |
6.255 |
5.897 |
|
R1 |
6.045 |
6.045 |
5.865 |
5.979 |
PP |
5.912 |
5.912 |
5.912 |
5.879 |
S1 |
5.702 |
5.702 |
5.803 |
5.636 |
S2 |
5.569 |
5.569 |
5.771 |
|
S3 |
5.226 |
5.359 |
5.740 |
|
S4 |
4.883 |
5.016 |
5.645 |
|
|
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 |
6.123 |
5.780 |
0.343 |
5.9% |
0.192 |
3.3% |
16% |
True |
True |
8,526 |
10 |
6.123 |
5.550 |
0.573 |
9.8% |
0.210 |
3.6% |
50% |
True |
False |
8,175 |
20 |
6.123 |
5.317 |
0.806 |
13.8% |
0.207 |
3.6% |
64% |
True |
False |
6,876 |
40 |
6.123 |
4.733 |
1.390 |
23.8% |
0.184 |
3.2% |
79% |
True |
False |
5,766 |
60 |
6.123 |
4.733 |
1.390 |
23.8% |
0.171 |
2.9% |
79% |
True |
False |
4,798 |
80 |
6.123 |
4.733 |
1.390 |
23.8% |
0.159 |
2.7% |
79% |
True |
False |
4,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.581 |
2.618 |
7.021 |
1.618 |
6.678 |
1.000 |
6.466 |
0.618 |
6.335 |
HIGH |
6.123 |
0.618 |
5.992 |
0.500 |
5.952 |
0.382 |
5.911 |
LOW |
5.780 |
0.618 |
5.568 |
1.000 |
5.437 |
1.618 |
5.225 |
2.618 |
4.882 |
4.250 |
4.322 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.952 |
5.952 |
PP |
5.912 |
5.912 |
S1 |
5.873 |
5.873 |
|