NYMEX Natural Gas Future February 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 |
6.095 |
6.035 |
-0.060 |
-1.0% |
5.873 |
| High |
6.113 |
6.180 |
0.067 |
1.1% |
6.143 |
| Low |
5.947 |
6.027 |
0.080 |
1.3% |
5.850 |
| Close |
5.957 |
6.116 |
0.159 |
2.7% |
5.957 |
| Range |
0.166 |
0.153 |
-0.013 |
-7.8% |
0.293 |
| ATR |
0.207 |
0.208 |
0.001 |
0.5% |
0.000 |
| Volume |
9,099 |
6,859 |
-2,240 |
-24.6% |
36,325 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.567 |
6.494 |
6.200 |
|
| R3 |
6.414 |
6.341 |
6.158 |
|
| R2 |
6.261 |
6.261 |
6.144 |
|
| R1 |
6.188 |
6.188 |
6.130 |
6.225 |
| PP |
6.108 |
6.108 |
6.108 |
6.126 |
| S1 |
6.035 |
6.035 |
6.102 |
6.072 |
| S2 |
5.955 |
5.955 |
6.088 |
|
| S3 |
5.802 |
5.882 |
6.074 |
|
| S4 |
5.649 |
5.729 |
6.032 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.862 |
6.703 |
6.118 |
|
| R3 |
6.569 |
6.410 |
6.038 |
|
| R2 |
6.276 |
6.276 |
6.011 |
|
| R1 |
6.117 |
6.117 |
5.984 |
6.197 |
| PP |
5.983 |
5.983 |
5.983 |
6.023 |
| S1 |
5.824 |
5.824 |
5.930 |
5.904 |
| S2 |
5.690 |
5.690 |
5.903 |
|
| S3 |
5.397 |
5.531 |
5.876 |
|
| S4 |
5.104 |
5.238 |
5.796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.180 |
5.876 |
0.304 |
5.0% |
0.170 |
2.8% |
79% |
True |
False |
7,671 |
| 10 |
6.180 |
5.590 |
0.590 |
9.6% |
0.213 |
3.5% |
89% |
True |
False |
6,291 |
| 20 |
6.180 |
5.258 |
0.922 |
15.1% |
0.207 |
3.4% |
93% |
True |
False |
4,761 |
| 40 |
6.180 |
4.730 |
1.450 |
23.7% |
0.180 |
2.9% |
96% |
True |
False |
3,488 |
| 60 |
6.180 |
4.730 |
1.450 |
23.7% |
0.169 |
2.8% |
96% |
True |
False |
2,836 |
| 80 |
6.180 |
4.730 |
1.450 |
23.7% |
0.155 |
2.5% |
96% |
True |
False |
2,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.830 |
|
2.618 |
6.581 |
|
1.618 |
6.428 |
|
1.000 |
6.333 |
|
0.618 |
6.275 |
|
HIGH |
6.180 |
|
0.618 |
6.122 |
|
0.500 |
6.104 |
|
0.382 |
6.085 |
|
LOW |
6.027 |
|
0.618 |
5.932 |
|
1.000 |
5.874 |
|
1.618 |
5.779 |
|
2.618 |
5.626 |
|
4.250 |
5.377 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.112 |
6.099 |
| PP |
6.108 |
6.081 |
| S1 |
6.104 |
6.064 |
|