NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 15-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.871 |
5.655 |
-0.216 |
-3.7% |
5.789 |
High |
5.906 |
5.788 |
-0.118 |
-2.0% |
6.072 |
Low |
5.660 |
5.630 |
-0.030 |
-0.5% |
5.786 |
Close |
5.706 |
5.743 |
0.037 |
0.6% |
5.888 |
Range |
0.246 |
0.158 |
-0.088 |
-35.8% |
0.286 |
ATR |
0.212 |
0.208 |
-0.004 |
-1.8% |
0.000 |
Volume |
11,286 |
5,846 |
-5,440 |
-48.2% |
41,365 |
|
Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.194 |
6.127 |
5.830 |
|
R3 |
6.036 |
5.969 |
5.786 |
|
R2 |
5.878 |
5.878 |
5.772 |
|
R1 |
5.811 |
5.811 |
5.757 |
5.845 |
PP |
5.720 |
5.720 |
5.720 |
5.737 |
S1 |
5.653 |
5.653 |
5.729 |
5.687 |
S2 |
5.562 |
5.562 |
5.714 |
|
S3 |
5.404 |
5.495 |
5.700 |
|
S4 |
5.246 |
5.337 |
5.656 |
|
|
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 |
5.630 |
0.493 |
8.6% |
0.217 |
3.8% |
23% |
False |
True |
7,968 |
10 |
6.123 |
5.550 |
0.573 |
10.0% |
0.210 |
3.7% |
34% |
False |
False |
8,368 |
20 |
6.123 |
5.375 |
0.748 |
13.0% |
0.199 |
3.5% |
49% |
False |
False |
6,946 |
40 |
6.123 |
4.733 |
1.390 |
24.2% |
0.190 |
3.3% |
73% |
False |
False |
6,051 |
60 |
6.123 |
4.733 |
1.390 |
24.2% |
0.172 |
3.0% |
73% |
False |
False |
5,003 |
80 |
6.123 |
4.733 |
1.390 |
24.2% |
0.162 |
2.8% |
73% |
False |
False |
4,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.460 |
2.618 |
6.202 |
1.618 |
6.044 |
1.000 |
5.946 |
0.618 |
5.886 |
HIGH |
5.788 |
0.618 |
5.728 |
0.500 |
5.709 |
0.382 |
5.690 |
LOW |
5.630 |
0.618 |
5.532 |
1.000 |
5.472 |
1.618 |
5.374 |
2.618 |
5.216 |
4.250 |
4.959 |
|
|
Fisher Pivots for day following 15-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.732 |
5.877 |
PP |
5.720 |
5.832 |
S1 |
5.709 |
5.788 |
|