NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.965 |
5.891 |
-0.074 |
-1.2% |
5.930 |
| High |
6.044 |
6.007 |
-0.037 |
-0.6% |
5.999 |
| Low |
5.815 |
5.885 |
0.070 |
1.2% |
5.550 |
| Close |
5.883 |
5.957 |
0.074 |
1.3% |
5.824 |
| Range |
0.229 |
0.122 |
-0.107 |
-46.7% |
0.449 |
| ATR |
0.211 |
0.205 |
-0.006 |
-2.9% |
0.000 |
| Volume |
9,961 |
9,961 |
0 |
0.0% |
33,373 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.316 |
6.258 |
6.024 |
|
| R3 |
6.194 |
6.136 |
5.991 |
|
| R2 |
6.072 |
6.072 |
5.979 |
|
| R1 |
6.014 |
6.014 |
5.968 |
6.043 |
| PP |
5.950 |
5.950 |
5.950 |
5.964 |
| S1 |
5.892 |
5.892 |
5.946 |
5.921 |
| S2 |
5.828 |
5.828 |
5.935 |
|
| S3 |
5.706 |
5.770 |
5.923 |
|
| S4 |
5.584 |
5.648 |
5.890 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.138 |
6.930 |
6.071 |
|
| R3 |
6.689 |
6.481 |
5.947 |
|
| R2 |
6.240 |
6.240 |
5.906 |
|
| R1 |
6.032 |
6.032 |
5.865 |
5.912 |
| PP |
5.791 |
5.791 |
5.791 |
5.731 |
| S1 |
5.583 |
5.583 |
5.783 |
5.463 |
| S2 |
5.342 |
5.342 |
5.742 |
|
| S3 |
4.893 |
5.134 |
5.701 |
|
| S4 |
4.444 |
4.685 |
5.577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.044 |
5.550 |
0.494 |
8.3% |
0.221 |
3.7% |
82% |
False |
False |
7,857 |
| 10 |
6.044 |
5.550 |
0.494 |
8.3% |
0.206 |
3.5% |
82% |
False |
False |
6,937 |
| 20 |
6.044 |
4.910 |
1.134 |
19.0% |
0.227 |
3.8% |
92% |
False |
False |
6,731 |
| 40 |
6.044 |
4.733 |
1.311 |
22.0% |
0.173 |
2.9% |
93% |
False |
False |
5,203 |
| 60 |
6.106 |
4.733 |
1.373 |
23.0% |
0.170 |
2.8% |
89% |
False |
False |
4,492 |
| 80 |
6.329 |
4.733 |
1.596 |
26.8% |
0.157 |
2.6% |
77% |
False |
False |
3,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.526 |
|
2.618 |
6.326 |
|
1.618 |
6.204 |
|
1.000 |
6.129 |
|
0.618 |
6.082 |
|
HIGH |
6.007 |
|
0.618 |
5.960 |
|
0.500 |
5.946 |
|
0.382 |
5.932 |
|
LOW |
5.885 |
|
0.618 |
5.810 |
|
1.000 |
5.763 |
|
1.618 |
5.688 |
|
2.618 |
5.566 |
|
4.250 |
5.367 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.953 |
5.943 |
| PP |
5.950 |
5.929 |
| S1 |
5.946 |
5.915 |
|