NYMEX Natural Gas Future March 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 |
6.120 |
5.871 |
-0.249 |
-4.1% |
5.789 |
| High |
6.123 |
5.906 |
-0.217 |
-3.5% |
6.072 |
| Low |
5.780 |
5.660 |
-0.120 |
-2.1% |
5.786 |
| Close |
5.834 |
5.706 |
-0.128 |
-2.2% |
5.888 |
| Range |
0.343 |
0.246 |
-0.097 |
-28.3% |
0.286 |
| ATR |
0.210 |
0.212 |
0.003 |
1.2% |
0.000 |
| Volume |
9,281 |
11,286 |
2,005 |
21.6% |
41,365 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.495 |
6.347 |
5.841 |
|
| R3 |
6.249 |
6.101 |
5.774 |
|
| R2 |
6.003 |
6.003 |
5.751 |
|
| R1 |
5.855 |
5.855 |
5.729 |
5.806 |
| PP |
5.757 |
5.757 |
5.757 |
5.733 |
| S1 |
5.609 |
5.609 |
5.683 |
5.560 |
| S2 |
5.511 |
5.511 |
5.661 |
|
| S3 |
5.265 |
5.363 |
5.638 |
|
| S4 |
5.019 |
5.117 |
5.571 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.773 |
6.617 |
6.045 |
|
| R3 |
6.487 |
6.331 |
5.967 |
|
| R2 |
6.201 |
6.201 |
5.940 |
|
| R1 |
6.045 |
6.045 |
5.914 |
6.123 |
| PP |
5.915 |
5.915 |
5.915 |
5.955 |
| S1 |
5.759 |
5.759 |
5.862 |
5.837 |
| S2 |
5.629 |
5.629 |
5.836 |
|
| S3 |
5.343 |
5.473 |
5.809 |
|
| S4 |
5.057 |
5.187 |
5.731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.123 |
5.660 |
0.463 |
8.1% |
0.217 |
3.8% |
10% |
False |
True |
8,791 |
| 10 |
6.123 |
5.550 |
0.573 |
10.0% |
0.219 |
3.8% |
27% |
False |
False |
8,324 |
| 20 |
6.123 |
5.371 |
0.752 |
13.2% |
0.206 |
3.6% |
45% |
False |
False |
7,144 |
| 40 |
6.123 |
4.733 |
1.390 |
24.4% |
0.188 |
3.3% |
70% |
False |
False |
5,972 |
| 60 |
6.123 |
4.733 |
1.390 |
24.4% |
0.173 |
3.0% |
70% |
False |
False |
4,958 |
| 80 |
6.123 |
4.733 |
1.390 |
24.4% |
0.161 |
2.8% |
70% |
False |
False |
4,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.952 |
|
2.618 |
6.550 |
|
1.618 |
6.304 |
|
1.000 |
6.152 |
|
0.618 |
6.058 |
|
HIGH |
5.906 |
|
0.618 |
5.812 |
|
0.500 |
5.783 |
|
0.382 |
5.754 |
|
LOW |
5.660 |
|
0.618 |
5.508 |
|
1.000 |
5.414 |
|
1.618 |
5.262 |
|
2.618 |
5.016 |
|
4.250 |
4.615 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.783 |
5.892 |
| PP |
5.757 |
5.830 |
| S1 |
5.732 |
5.768 |
|