NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 15-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.905 |
5.768 |
-0.137 |
-2.3% |
5.873 |
High |
5.927 |
5.860 |
-0.067 |
-1.1% |
6.143 |
Low |
5.699 |
5.670 |
-0.029 |
-0.5% |
5.850 |
Close |
5.744 |
5.791 |
0.047 |
0.8% |
5.957 |
Range |
0.228 |
0.190 |
-0.038 |
-16.7% |
0.293 |
ATR |
0.221 |
0.219 |
-0.002 |
-1.0% |
0.000 |
Volume |
7,658 |
4,691 |
-2,967 |
-38.7% |
36,325 |
|
Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.344 |
6.257 |
5.896 |
|
R3 |
6.154 |
6.067 |
5.843 |
|
R2 |
5.964 |
5.964 |
5.826 |
|
R1 |
5.877 |
5.877 |
5.808 |
5.921 |
PP |
5.774 |
5.774 |
5.774 |
5.795 |
S1 |
5.687 |
5.687 |
5.774 |
5.731 |
S2 |
5.584 |
5.584 |
5.756 |
|
S3 |
5.394 |
5.497 |
5.739 |
|
S4 |
5.204 |
5.307 |
5.687 |
|
|
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 |
6.189 |
5.670 |
0.519 |
9.0% |
0.222 |
3.8% |
23% |
False |
True |
6,924 |
10 |
6.189 |
5.590 |
0.599 |
10.3% |
0.219 |
3.8% |
34% |
False |
False |
7,009 |
20 |
6.189 |
5.411 |
0.778 |
13.4% |
0.208 |
3.6% |
49% |
False |
False |
5,047 |
40 |
6.189 |
4.730 |
1.459 |
25.2% |
0.194 |
3.4% |
73% |
False |
False |
3,852 |
60 |
6.189 |
4.730 |
1.459 |
25.2% |
0.176 |
3.0% |
73% |
False |
False |
3,103 |
80 |
6.189 |
4.730 |
1.459 |
25.2% |
0.161 |
2.8% |
73% |
False |
False |
2,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.668 |
2.618 |
6.357 |
1.618 |
6.167 |
1.000 |
6.050 |
0.618 |
5.977 |
HIGH |
5.860 |
0.618 |
5.787 |
0.500 |
5.765 |
0.382 |
5.743 |
LOW |
5.670 |
0.618 |
5.553 |
1.000 |
5.480 |
1.618 |
5.363 |
2.618 |
5.173 |
4.250 |
4.863 |
|
|
Fisher Pivots for day following 15-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.782 |
5.930 |
PP |
5.774 |
5.883 |
S1 |
5.765 |
5.837 |
|