NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.998 |
6.086 |
0.088 |
1.5% |
5.920 |
| High |
6.092 |
6.215 |
0.123 |
2.0% |
6.123 |
| Low |
5.908 |
6.070 |
0.162 |
2.7% |
5.630 |
| Close |
6.054 |
6.192 |
0.138 |
2.3% |
5.996 |
| Range |
0.184 |
0.145 |
-0.039 |
-21.2% |
0.493 |
| ATR |
0.214 |
0.210 |
-0.004 |
-1.8% |
0.000 |
| Volume |
8,187 |
5,910 |
-2,277 |
-27.8% |
39,499 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.594 |
6.538 |
6.272 |
|
| R3 |
6.449 |
6.393 |
6.232 |
|
| R2 |
6.304 |
6.304 |
6.219 |
|
| R1 |
6.248 |
6.248 |
6.205 |
6.276 |
| PP |
6.159 |
6.159 |
6.159 |
6.173 |
| S1 |
6.103 |
6.103 |
6.179 |
6.131 |
| S2 |
6.014 |
6.014 |
6.165 |
|
| S3 |
5.869 |
5.958 |
6.152 |
|
| S4 |
5.724 |
5.813 |
6.112 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.395 |
7.189 |
6.267 |
|
| R3 |
6.902 |
6.696 |
6.132 |
|
| R2 |
6.409 |
6.409 |
6.086 |
|
| R1 |
6.203 |
6.203 |
6.041 |
6.306 |
| PP |
5.916 |
5.916 |
5.916 |
5.968 |
| S1 |
5.710 |
5.710 |
5.951 |
5.813 |
| S2 |
5.423 |
5.423 |
5.906 |
|
| S3 |
4.930 |
5.217 |
5.860 |
|
| S4 |
4.437 |
4.724 |
5.725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.215 |
5.630 |
0.585 |
9.4% |
0.210 |
3.4% |
96% |
True |
False |
7,549 |
| 10 |
6.215 |
5.630 |
0.585 |
9.4% |
0.201 |
3.2% |
96% |
True |
False |
8,038 |
| 20 |
6.215 |
5.550 |
0.665 |
10.7% |
0.206 |
3.3% |
97% |
True |
False |
7,172 |
| 40 |
6.215 |
4.733 |
1.482 |
23.9% |
0.197 |
3.2% |
98% |
True |
False |
6,295 |
| 60 |
6.215 |
4.733 |
1.482 |
23.9% |
0.176 |
2.8% |
98% |
True |
False |
5,168 |
| 80 |
6.215 |
4.733 |
1.482 |
23.9% |
0.166 |
2.7% |
98% |
True |
False |
4,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.831 |
|
2.618 |
6.595 |
|
1.618 |
6.450 |
|
1.000 |
6.360 |
|
0.618 |
6.305 |
|
HIGH |
6.215 |
|
0.618 |
6.160 |
|
0.500 |
6.143 |
|
0.382 |
6.125 |
|
LOW |
6.070 |
|
0.618 |
5.980 |
|
1.000 |
5.925 |
|
1.618 |
5.835 |
|
2.618 |
5.690 |
|
4.250 |
5.454 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.176 |
6.121 |
| PP |
6.159 |
6.049 |
| S1 |
6.143 |
5.978 |
|