NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.082 |
5.857 |
-0.225 |
-3.7% |
5.842 |
| High |
6.157 |
5.887 |
-0.270 |
-4.4% |
6.100 |
| Low |
5.756 |
5.640 |
-0.116 |
-2.0% |
5.780 |
| Close |
5.818 |
5.684 |
-0.134 |
-2.3% |
5.907 |
| Range |
0.401 |
0.247 |
-0.154 |
-38.4% |
0.320 |
| ATR |
0.235 |
0.236 |
0.001 |
0.4% |
0.000 |
| Volume |
35,863 |
50,885 |
15,022 |
41.9% |
144,617 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.478 |
6.328 |
5.820 |
|
| R3 |
6.231 |
6.081 |
5.752 |
|
| R2 |
5.984 |
5.984 |
5.729 |
|
| R1 |
5.834 |
5.834 |
5.707 |
5.786 |
| PP |
5.737 |
5.737 |
5.737 |
5.713 |
| S1 |
5.587 |
5.587 |
5.661 |
5.539 |
| S2 |
5.490 |
5.490 |
5.639 |
|
| S3 |
5.243 |
5.340 |
5.616 |
|
| S4 |
4.996 |
5.093 |
5.548 |
|
|
| 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 |
6.157 |
5.640 |
0.517 |
9.1% |
0.244 |
4.3% |
9% |
False |
True |
40,253 |
| 10 |
6.157 |
5.512 |
0.645 |
11.3% |
0.251 |
4.4% |
27% |
False |
False |
31,678 |
| 20 |
6.157 |
5.350 |
0.807 |
14.2% |
0.234 |
4.1% |
41% |
False |
False |
23,878 |
| 40 |
6.157 |
4.677 |
1.480 |
26.0% |
0.211 |
3.7% |
68% |
False |
False |
18,573 |
| 60 |
6.157 |
4.677 |
1.480 |
26.0% |
0.199 |
3.5% |
68% |
False |
False |
15,058 |
| 80 |
6.157 |
4.677 |
1.480 |
26.0% |
0.182 |
3.2% |
68% |
False |
False |
12,800 |
| 100 |
6.462 |
4.677 |
1.785 |
31.4% |
0.186 |
3.3% |
56% |
False |
False |
11,338 |
| 120 |
6.462 |
4.677 |
1.785 |
31.4% |
0.183 |
3.2% |
56% |
False |
False |
10,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.937 |
|
2.618 |
6.534 |
|
1.618 |
6.287 |
|
1.000 |
6.134 |
|
0.618 |
6.040 |
|
HIGH |
5.887 |
|
0.618 |
5.793 |
|
0.500 |
5.764 |
|
0.382 |
5.734 |
|
LOW |
5.640 |
|
0.618 |
5.487 |
|
1.000 |
5.393 |
|
1.618 |
5.240 |
|
2.618 |
4.993 |
|
4.250 |
4.590 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.764 |
5.899 |
| PP |
5.737 |
5.827 |
| S1 |
5.711 |
5.756 |
|