NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.077 |
6.160 |
0.083 |
1.4% |
6.035 |
High |
6.161 |
6.300 |
0.139 |
2.3% |
6.189 |
Low |
5.977 |
6.152 |
0.175 |
2.9% |
5.670 |
Close |
6.127 |
6.270 |
0.143 |
2.3% |
6.066 |
Range |
0.184 |
0.148 |
-0.036 |
-19.6% |
0.519 |
ATR |
0.224 |
0.220 |
-0.004 |
-1.6% |
0.000 |
Volume |
6,115 |
4,577 |
-1,538 |
-25.2% |
31,906 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.685 |
6.625 |
6.351 |
|
R3 |
6.537 |
6.477 |
6.311 |
|
R2 |
6.389 |
6.389 |
6.297 |
|
R1 |
6.329 |
6.329 |
6.284 |
6.359 |
PP |
6.241 |
6.241 |
6.241 |
6.256 |
S1 |
6.181 |
6.181 |
6.256 |
6.211 |
S2 |
6.093 |
6.093 |
6.243 |
|
S3 |
5.945 |
6.033 |
6.229 |
|
S4 |
5.797 |
5.885 |
6.189 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.532 |
7.318 |
6.351 |
|
R3 |
7.013 |
6.799 |
6.209 |
|
R2 |
6.494 |
6.494 |
6.161 |
|
R1 |
6.280 |
6.280 |
6.114 |
6.387 |
PP |
5.975 |
5.975 |
5.975 |
6.029 |
S1 |
5.761 |
5.761 |
6.018 |
5.868 |
S2 |
5.456 |
5.456 |
5.971 |
|
S3 |
4.937 |
5.242 |
5.923 |
|
S4 |
4.418 |
4.723 |
5.781 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.300 |
5.670 |
0.630 |
10.0% |
0.217 |
3.5% |
95% |
True |
False |
5,884 |
10 |
6.300 |
5.670 |
0.630 |
10.0% |
0.206 |
3.3% |
95% |
True |
False |
6,596 |
20 |
6.300 |
5.590 |
0.710 |
11.3% |
0.214 |
3.4% |
96% |
True |
False |
5,536 |
40 |
6.300 |
4.730 |
1.570 |
25.0% |
0.202 |
3.2% |
98% |
True |
False |
4,100 |
60 |
6.300 |
4.730 |
1.570 |
25.0% |
0.179 |
2.9% |
98% |
True |
False |
3,327 |
80 |
6.300 |
4.730 |
1.570 |
25.0% |
0.165 |
2.6% |
98% |
True |
False |
2,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.929 |
2.618 |
6.687 |
1.618 |
6.539 |
1.000 |
6.448 |
0.618 |
6.391 |
HIGH |
6.300 |
0.618 |
6.243 |
0.500 |
6.226 |
0.382 |
6.209 |
LOW |
6.152 |
0.618 |
6.061 |
1.000 |
6.004 |
1.618 |
5.913 |
2.618 |
5.765 |
4.250 |
5.523 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.255 |
6.195 |
PP |
6.241 |
6.119 |
S1 |
6.226 |
6.044 |
|