NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.047 |
5.960 |
-0.087 |
-1.4% |
5.842 |
| High |
6.065 |
6.135 |
0.070 |
1.2% |
6.100 |
| Low |
5.897 |
5.931 |
0.034 |
0.6% |
5.780 |
| Close |
5.907 |
6.070 |
0.163 |
2.8% |
5.907 |
| Range |
0.168 |
0.204 |
0.036 |
21.4% |
0.320 |
| ATR |
0.222 |
0.222 |
0.000 |
0.2% |
0.000 |
| Volume |
46,051 |
41,309 |
-4,742 |
-10.3% |
144,617 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.657 |
6.568 |
6.182 |
|
| R3 |
6.453 |
6.364 |
6.126 |
|
| R2 |
6.249 |
6.249 |
6.107 |
|
| R1 |
6.160 |
6.160 |
6.089 |
6.205 |
| PP |
6.045 |
6.045 |
6.045 |
6.068 |
| S1 |
5.956 |
5.956 |
6.051 |
6.001 |
| S2 |
5.841 |
5.841 |
6.033 |
|
| S3 |
5.637 |
5.752 |
6.014 |
|
| S4 |
5.433 |
5.548 |
5.958 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.889 |
6.718 |
6.083 |
|
| R3 |
6.569 |
6.398 |
5.995 |
|
| R2 |
6.249 |
6.249 |
5.966 |
|
| R1 |
6.078 |
6.078 |
5.936 |
6.164 |
| PP |
5.929 |
5.929 |
5.929 |
5.972 |
| S1 |
5.758 |
5.758 |
5.878 |
5.844 |
| S2 |
5.609 |
5.609 |
5.848 |
|
| S3 |
5.289 |
5.438 |
5.819 |
|
| S4 |
4.969 |
5.118 |
5.731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.135 |
5.838 |
0.297 |
4.9% |
0.195 |
3.2% |
78% |
True |
False |
33,768 |
| 10 |
6.135 |
5.512 |
0.623 |
10.3% |
0.235 |
3.9% |
90% |
True |
False |
26,553 |
| 20 |
6.135 |
5.200 |
0.935 |
15.4% |
0.229 |
3.8% |
93% |
True |
False |
21,601 |
| 40 |
6.135 |
4.677 |
1.458 |
24.0% |
0.201 |
3.3% |
96% |
True |
False |
16,902 |
| 60 |
6.135 |
4.677 |
1.458 |
24.0% |
0.192 |
3.2% |
96% |
True |
False |
13,879 |
| 80 |
6.135 |
4.677 |
1.458 |
24.0% |
0.178 |
2.9% |
96% |
True |
False |
11,814 |
| 100 |
6.462 |
4.677 |
1.785 |
29.4% |
0.182 |
3.0% |
78% |
False |
False |
10,555 |
| 120 |
6.462 |
4.677 |
1.785 |
29.4% |
0.179 |
3.0% |
78% |
False |
False |
9,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.002 |
|
2.618 |
6.669 |
|
1.618 |
6.465 |
|
1.000 |
6.339 |
|
0.618 |
6.261 |
|
HIGH |
6.135 |
|
0.618 |
6.057 |
|
0.500 |
6.033 |
|
0.382 |
6.009 |
|
LOW |
5.931 |
|
0.618 |
5.805 |
|
1.000 |
5.727 |
|
1.618 |
5.601 |
|
2.618 |
5.397 |
|
4.250 |
5.064 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.058 |
6.052 |
| PP |
6.045 |
6.034 |
| S1 |
6.033 |
6.016 |
|