NYMEX Natural Gas Future January 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 |
5.778 |
6.059 |
0.281 |
4.9% |
5.960 |
| High |
6.086 |
6.120 |
0.034 |
0.6% |
6.157 |
| Low |
5.698 |
5.917 |
0.219 |
3.8% |
5.606 |
| Close |
6.019 |
6.073 |
0.054 |
0.9% |
6.019 |
| Range |
0.388 |
0.203 |
-0.185 |
-47.7% |
0.551 |
| ATR |
0.245 |
0.242 |
-0.003 |
-1.2% |
0.000 |
| Volume |
20,967 |
22,980 |
2,013 |
9.6% |
176,413 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.646 |
6.562 |
6.185 |
|
| R3 |
6.443 |
6.359 |
6.129 |
|
| R2 |
6.240 |
6.240 |
6.110 |
|
| R1 |
6.156 |
6.156 |
6.092 |
6.198 |
| PP |
6.037 |
6.037 |
6.037 |
6.058 |
| S1 |
5.953 |
5.953 |
6.054 |
5.995 |
| S2 |
5.834 |
5.834 |
6.036 |
|
| S3 |
5.631 |
5.750 |
6.017 |
|
| S4 |
5.428 |
5.547 |
5.961 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.580 |
7.351 |
6.322 |
|
| R3 |
7.029 |
6.800 |
6.171 |
|
| R2 |
6.478 |
6.478 |
6.120 |
|
| R1 |
6.249 |
6.249 |
6.070 |
6.364 |
| PP |
5.927 |
5.927 |
5.927 |
5.985 |
| S1 |
5.698 |
5.698 |
5.968 |
5.813 |
| S2 |
5.376 |
5.376 |
5.918 |
|
| S3 |
4.825 |
5.147 |
5.867 |
|
| S4 |
4.274 |
4.596 |
5.716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.157 |
5.606 |
0.551 |
9.1% |
0.290 |
4.8% |
85% |
False |
False |
31,616 |
| 10 |
6.157 |
5.606 |
0.551 |
9.1% |
0.242 |
4.0% |
85% |
False |
False |
32,692 |
| 20 |
6.157 |
5.369 |
0.788 |
13.0% |
0.237 |
3.9% |
89% |
False |
False |
24,854 |
| 40 |
6.157 |
4.677 |
1.480 |
24.4% |
0.224 |
3.7% |
94% |
False |
False |
19,763 |
| 60 |
6.157 |
4.677 |
1.480 |
24.4% |
0.202 |
3.3% |
94% |
False |
False |
15,850 |
| 80 |
6.157 |
4.677 |
1.480 |
24.4% |
0.187 |
3.1% |
94% |
False |
False |
13,510 |
| 100 |
6.462 |
4.677 |
1.785 |
29.4% |
0.187 |
3.1% |
78% |
False |
False |
11,937 |
| 120 |
6.462 |
4.677 |
1.785 |
29.4% |
0.187 |
3.1% |
78% |
False |
False |
10,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.983 |
|
2.618 |
6.651 |
|
1.618 |
6.448 |
|
1.000 |
6.323 |
|
0.618 |
6.245 |
|
HIGH |
6.120 |
|
0.618 |
6.042 |
|
0.500 |
6.019 |
|
0.382 |
5.995 |
|
LOW |
5.917 |
|
0.618 |
5.792 |
|
1.000 |
5.714 |
|
1.618 |
5.589 |
|
2.618 |
5.386 |
|
4.250 |
5.054 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.055 |
6.003 |
| PP |
6.037 |
5.933 |
| S1 |
6.019 |
5.863 |
|