NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.420 |
5.483 |
0.063 |
1.2% |
5.750 |
| High |
5.505 |
5.622 |
0.117 |
2.1% |
5.788 |
| Low |
5.350 |
5.339 |
-0.011 |
-0.2% |
5.339 |
| Close |
5.456 |
5.425 |
-0.031 |
-0.6% |
5.425 |
| Range |
0.155 |
0.283 |
0.128 |
82.6% |
0.449 |
| ATR |
0.210 |
0.215 |
0.005 |
2.5% |
0.000 |
| Volume |
11,362 |
9,115 |
-2,247 |
-19.8% |
40,595 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.311 |
6.151 |
5.581 |
|
| R3 |
6.028 |
5.868 |
5.503 |
|
| R2 |
5.745 |
5.745 |
5.477 |
|
| R1 |
5.585 |
5.585 |
5.451 |
5.524 |
| PP |
5.462 |
5.462 |
5.462 |
5.431 |
| S1 |
5.302 |
5.302 |
5.399 |
5.241 |
| S2 |
5.179 |
5.179 |
5.373 |
|
| S3 |
4.896 |
5.019 |
5.347 |
|
| S4 |
4.613 |
4.736 |
5.269 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.864 |
6.594 |
5.672 |
|
| R3 |
6.415 |
6.145 |
5.548 |
|
| R2 |
5.966 |
5.966 |
5.507 |
|
| R1 |
5.696 |
5.696 |
5.466 |
5.607 |
| PP |
5.517 |
5.517 |
5.517 |
5.473 |
| S1 |
5.247 |
5.247 |
5.384 |
5.158 |
| S2 |
5.068 |
5.068 |
5.343 |
|
| S3 |
4.619 |
4.798 |
5.302 |
|
| S4 |
4.170 |
4.349 |
5.178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.788 |
5.339 |
0.449 |
8.3% |
0.214 |
3.9% |
19% |
False |
True |
8,119 |
| 10 |
6.242 |
5.339 |
0.903 |
16.6% |
0.208 |
3.8% |
10% |
False |
True |
8,106 |
| 20 |
6.242 |
5.339 |
0.903 |
16.6% |
0.211 |
3.9% |
10% |
False |
True |
8,096 |
| 40 |
6.242 |
4.733 |
1.509 |
27.8% |
0.217 |
4.0% |
46% |
False |
False |
7,142 |
| 60 |
6.242 |
4.733 |
1.509 |
27.8% |
0.181 |
3.3% |
46% |
False |
False |
5,879 |
| 80 |
6.242 |
4.733 |
1.509 |
27.8% |
0.176 |
3.2% |
46% |
False |
False |
5,150 |
| 100 |
6.410 |
4.733 |
1.677 |
30.9% |
0.168 |
3.1% |
41% |
False |
False |
4,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.825 |
|
2.618 |
6.363 |
|
1.618 |
6.080 |
|
1.000 |
5.905 |
|
0.618 |
5.797 |
|
HIGH |
5.622 |
|
0.618 |
5.514 |
|
0.500 |
5.481 |
|
0.382 |
5.447 |
|
LOW |
5.339 |
|
0.618 |
5.164 |
|
1.000 |
5.056 |
|
1.618 |
4.881 |
|
2.618 |
4.598 |
|
4.250 |
4.136 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.481 |
5.502 |
| PP |
5.462 |
5.476 |
| S1 |
5.444 |
5.451 |
|