NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.086 |
6.220 |
0.134 |
2.2% |
5.920 |
| High |
6.215 |
6.242 |
0.027 |
0.4% |
6.123 |
| Low |
6.070 |
6.056 |
-0.014 |
-0.2% |
5.630 |
| Close |
6.192 |
6.067 |
-0.125 |
-2.0% |
5.996 |
| Range |
0.145 |
0.186 |
0.041 |
28.3% |
0.493 |
| ATR |
0.210 |
0.208 |
-0.002 |
-0.8% |
0.000 |
| Volume |
5,910 |
7,461 |
1,551 |
26.2% |
39,499 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.680 |
6.559 |
6.169 |
|
| R3 |
6.494 |
6.373 |
6.118 |
|
| R2 |
6.308 |
6.308 |
6.101 |
|
| R1 |
6.187 |
6.187 |
6.084 |
6.155 |
| PP |
6.122 |
6.122 |
6.122 |
6.105 |
| S1 |
6.001 |
6.001 |
6.050 |
5.969 |
| S2 |
5.936 |
5.936 |
6.033 |
|
| S3 |
5.750 |
5.815 |
6.016 |
|
| S4 |
5.564 |
5.629 |
5.965 |
|
|
| 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 |
6.242 |
5.630 |
0.612 |
10.1% |
0.198 |
3.3% |
71% |
True |
False |
6,784 |
| 10 |
6.242 |
5.630 |
0.612 |
10.1% |
0.207 |
3.4% |
71% |
True |
False |
7,788 |
| 20 |
6.242 |
5.550 |
0.692 |
11.4% |
0.207 |
3.4% |
75% |
True |
False |
7,363 |
| 40 |
6.242 |
4.733 |
1.509 |
24.9% |
0.200 |
3.3% |
88% |
True |
False |
6,342 |
| 60 |
6.242 |
4.733 |
1.509 |
24.9% |
0.177 |
2.9% |
88% |
True |
False |
5,270 |
| 80 |
6.242 |
4.733 |
1.509 |
24.9% |
0.167 |
2.8% |
88% |
True |
False |
4,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.033 |
|
2.618 |
6.729 |
|
1.618 |
6.543 |
|
1.000 |
6.428 |
|
0.618 |
6.357 |
|
HIGH |
6.242 |
|
0.618 |
6.171 |
|
0.500 |
6.149 |
|
0.382 |
6.127 |
|
LOW |
6.056 |
|
0.618 |
5.941 |
|
1.000 |
5.870 |
|
1.618 |
5.755 |
|
2.618 |
5.569 |
|
4.250 |
5.266 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.149 |
6.075 |
| PP |
6.122 |
6.072 |
| S1 |
6.094 |
6.070 |
|