NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.038 |
5.850 |
-0.188 |
-3.1% |
6.077 |
High |
6.088 |
5.850 |
-0.238 |
-3.9% |
6.300 |
Low |
5.857 |
5.600 |
-0.257 |
-4.4% |
5.857 |
Close |
5.869 |
5.613 |
-0.256 |
-4.4% |
5.869 |
Range |
0.231 |
0.250 |
0.019 |
8.2% |
0.443 |
ATR |
0.219 |
0.222 |
0.004 |
1.6% |
0.000 |
Volume |
7,962 |
5,025 |
-2,937 |
-36.9% |
34,154 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.438 |
6.275 |
5.751 |
|
R3 |
6.188 |
6.025 |
5.682 |
|
R2 |
5.938 |
5.938 |
5.659 |
|
R1 |
5.775 |
5.775 |
5.636 |
5.732 |
PP |
5.688 |
5.688 |
5.688 |
5.666 |
S1 |
5.525 |
5.525 |
5.590 |
5.482 |
S2 |
5.438 |
5.438 |
5.567 |
|
S3 |
5.188 |
5.275 |
5.544 |
|
S4 |
4.938 |
5.025 |
5.476 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.338 |
7.046 |
6.113 |
|
R3 |
6.895 |
6.603 |
5.991 |
|
R2 |
6.452 |
6.452 |
5.950 |
|
R1 |
6.160 |
6.160 |
5.910 |
6.085 |
PP |
6.009 |
6.009 |
6.009 |
5.971 |
S1 |
5.717 |
5.717 |
5.828 |
5.642 |
S2 |
5.566 |
5.566 |
5.788 |
|
S3 |
5.123 |
5.274 |
5.747 |
|
S4 |
4.680 |
4.831 |
5.625 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.300 |
5.600 |
0.700 |
12.5% |
0.207 |
3.7% |
2% |
False |
True |
6,612 |
10 |
6.300 |
5.600 |
0.700 |
12.5% |
0.234 |
4.2% |
2% |
False |
True |
6,422 |
20 |
6.300 |
5.590 |
0.710 |
12.6% |
0.223 |
4.0% |
3% |
False |
False |
6,357 |
40 |
6.300 |
4.730 |
1.570 |
28.0% |
0.213 |
3.8% |
56% |
False |
False |
4,568 |
60 |
6.300 |
4.730 |
1.570 |
28.0% |
0.184 |
3.3% |
56% |
False |
False |
3,683 |
80 |
6.300 |
4.730 |
1.570 |
28.0% |
0.172 |
3.1% |
56% |
False |
False |
3,039 |
100 |
6.487 |
4.730 |
1.757 |
31.3% |
0.164 |
2.9% |
50% |
False |
False |
2,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.913 |
2.618 |
6.505 |
1.618 |
6.255 |
1.000 |
6.100 |
0.618 |
6.005 |
HIGH |
5.850 |
0.618 |
5.755 |
0.500 |
5.725 |
0.382 |
5.696 |
LOW |
5.600 |
0.618 |
5.446 |
1.000 |
5.350 |
1.618 |
5.196 |
2.618 |
4.946 |
4.250 |
4.538 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.725 |
5.886 |
PP |
5.688 |
5.795 |
S1 |
5.650 |
5.704 |
|