NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.740 |
5.998 |
0.258 |
4.5% |
5.920 |
| High |
6.057 |
6.092 |
0.035 |
0.6% |
6.123 |
| Low |
5.740 |
5.908 |
0.168 |
2.9% |
5.630 |
| Close |
5.996 |
6.054 |
0.058 |
1.0% |
5.996 |
| Range |
0.317 |
0.184 |
-0.133 |
-42.0% |
0.493 |
| ATR |
0.216 |
0.214 |
-0.002 |
-1.1% |
0.000 |
| Volume |
6,520 |
8,187 |
1,667 |
25.6% |
39,499 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.570 |
6.496 |
6.155 |
|
| R3 |
6.386 |
6.312 |
6.105 |
|
| R2 |
6.202 |
6.202 |
6.088 |
|
| R1 |
6.128 |
6.128 |
6.071 |
6.165 |
| PP |
6.018 |
6.018 |
6.018 |
6.037 |
| S1 |
5.944 |
5.944 |
6.037 |
5.981 |
| S2 |
5.834 |
5.834 |
6.020 |
|
| S3 |
5.650 |
5.760 |
6.003 |
|
| S4 |
5.466 |
5.576 |
5.953 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.395 |
7.189 |
6.267 |
|
| R3 |
6.902 |
6.696 |
6.132 |
|
| R2 |
6.409 |
6.409 |
6.086 |
|
| R1 |
6.203 |
6.203 |
6.041 |
6.306 |
| PP |
5.916 |
5.916 |
5.916 |
5.968 |
| S1 |
5.710 |
5.710 |
5.951 |
5.813 |
| S2 |
5.423 |
5.423 |
5.906 |
|
| S3 |
4.930 |
5.217 |
5.860 |
|
| S4 |
4.437 |
4.724 |
5.725 |
|
|
| 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 |
8.1% |
0.250 |
4.1% |
86% |
False |
False |
8,224 |
| 10 |
6.123 |
5.630 |
0.493 |
8.1% |
0.209 |
3.5% |
86% |
False |
False |
8,443 |
| 20 |
6.123 |
5.390 |
0.733 |
12.1% |
0.206 |
3.4% |
91% |
False |
False |
7,052 |
| 40 |
6.123 |
4.733 |
1.390 |
23.0% |
0.197 |
3.3% |
95% |
False |
False |
6,292 |
| 60 |
6.123 |
4.733 |
1.390 |
23.0% |
0.175 |
2.9% |
95% |
False |
False |
5,098 |
| 80 |
6.123 |
4.733 |
1.390 |
23.0% |
0.165 |
2.7% |
95% |
False |
False |
4,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.874 |
|
2.618 |
6.574 |
|
1.618 |
6.390 |
|
1.000 |
6.276 |
|
0.618 |
6.206 |
|
HIGH |
6.092 |
|
0.618 |
6.022 |
|
0.500 |
6.000 |
|
0.382 |
5.978 |
|
LOW |
5.908 |
|
0.618 |
5.794 |
|
1.000 |
5.724 |
|
1.618 |
5.610 |
|
2.618 |
5.426 |
|
4.250 |
5.126 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.036 |
5.990 |
| PP |
6.018 |
5.925 |
| S1 |
6.000 |
5.861 |
|