NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.929 |
5.637 |
-0.292 |
-4.9% |
5.945 |
High |
5.929 |
5.819 |
-0.110 |
-1.9% |
6.021 |
Low |
5.619 |
5.512 |
-0.107 |
-1.9% |
5.512 |
Close |
5.637 |
5.816 |
0.179 |
3.2% |
5.816 |
Range |
0.310 |
0.307 |
-0.003 |
-1.0% |
0.509 |
ATR |
0.224 |
0.230 |
0.006 |
2.7% |
0.000 |
Volume |
16,549 |
27,566 |
11,017 |
66.6% |
92,584 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.637 |
6.533 |
5.985 |
|
R3 |
6.330 |
6.226 |
5.900 |
|
R2 |
6.023 |
6.023 |
5.872 |
|
R1 |
5.919 |
5.919 |
5.844 |
5.971 |
PP |
5.716 |
5.716 |
5.716 |
5.742 |
S1 |
5.612 |
5.612 |
5.788 |
5.664 |
S2 |
5.409 |
5.409 |
5.760 |
|
S3 |
5.102 |
5.305 |
5.732 |
|
S4 |
4.795 |
4.998 |
5.647 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.310 |
7.072 |
6.096 |
|
R3 |
6.801 |
6.563 |
5.956 |
|
R2 |
6.292 |
6.292 |
5.909 |
|
R1 |
6.054 |
6.054 |
5.863 |
5.919 |
PP |
5.783 |
5.783 |
5.783 |
5.715 |
S1 |
5.545 |
5.545 |
5.769 |
5.410 |
S2 |
5.274 |
5.274 |
5.723 |
|
S3 |
4.765 |
5.036 |
5.676 |
|
S4 |
4.256 |
4.527 |
5.536 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.021 |
5.512 |
0.509 |
8.8% |
0.251 |
4.3% |
60% |
False |
True |
18,516 |
10 |
6.021 |
5.369 |
0.652 |
11.2% |
0.224 |
3.9% |
69% |
False |
False |
16,728 |
20 |
6.021 |
4.677 |
1.344 |
23.1% |
0.248 |
4.3% |
85% |
False |
False |
17,684 |
40 |
6.021 |
4.677 |
1.344 |
23.1% |
0.189 |
3.2% |
85% |
False |
False |
13,504 |
60 |
6.127 |
4.677 |
1.450 |
24.9% |
0.187 |
3.2% |
79% |
False |
False |
11,489 |
80 |
6.462 |
4.677 |
1.785 |
30.7% |
0.177 |
3.1% |
64% |
False |
False |
9,966 |
100 |
6.462 |
4.677 |
1.785 |
30.7% |
0.180 |
3.1% |
64% |
False |
False |
9,016 |
120 |
6.462 |
4.677 |
1.785 |
30.7% |
0.174 |
3.0% |
64% |
False |
False |
8,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.124 |
2.618 |
6.623 |
1.618 |
6.316 |
1.000 |
6.126 |
0.618 |
6.009 |
HIGH |
5.819 |
0.618 |
5.702 |
0.500 |
5.666 |
0.382 |
5.629 |
LOW |
5.512 |
0.618 |
5.322 |
1.000 |
5.205 |
1.618 |
5.015 |
2.618 |
4.708 |
4.250 |
4.207 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.766 |
5.797 |
PP |
5.716 |
5.778 |
S1 |
5.666 |
5.759 |
|