NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.846 |
5.905 |
0.059 |
1.0% |
5.516 |
High |
5.896 |
5.905 |
0.009 |
0.2% |
5.896 |
Low |
5.743 |
5.771 |
0.028 |
0.5% |
5.387 |
Close |
5.879 |
5.826 |
-0.053 |
-0.9% |
5.879 |
Range |
0.153 |
0.134 |
-0.019 |
-12.4% |
0.509 |
ATR |
0.184 |
0.181 |
-0.004 |
-1.9% |
0.000 |
Volume |
6,781 |
5,284 |
-1,497 |
-22.1% |
25,347 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.236 |
6.165 |
5.900 |
|
R3 |
6.102 |
6.031 |
5.863 |
|
R2 |
5.968 |
5.968 |
5.851 |
|
R1 |
5.897 |
5.897 |
5.838 |
5.866 |
PP |
5.834 |
5.834 |
5.834 |
5.818 |
S1 |
5.763 |
5.763 |
5.814 |
5.732 |
S2 |
5.700 |
5.700 |
5.801 |
|
S3 |
5.566 |
5.629 |
5.789 |
|
S4 |
5.432 |
5.495 |
5.752 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.248 |
7.072 |
6.159 |
|
R3 |
6.739 |
6.563 |
6.019 |
|
R2 |
6.230 |
6.230 |
5.972 |
|
R1 |
6.054 |
6.054 |
5.926 |
6.142 |
PP |
5.721 |
5.721 |
5.721 |
5.765 |
S1 |
5.545 |
5.545 |
5.832 |
5.633 |
S2 |
5.212 |
5.212 |
5.786 |
|
S3 |
4.703 |
5.036 |
5.739 |
|
S4 |
4.194 |
4.527 |
5.599 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.905 |
5.387 |
0.518 |
8.9% |
0.147 |
2.5% |
85% |
True |
False |
5,183 |
10 |
5.905 |
5.244 |
0.661 |
11.3% |
0.179 |
3.1% |
88% |
True |
False |
5,258 |
20 |
5.905 |
4.775 |
1.130 |
19.4% |
0.190 |
3.3% |
93% |
True |
False |
4,817 |
40 |
5.905 |
4.775 |
1.130 |
19.4% |
0.150 |
2.6% |
93% |
True |
False |
3,483 |
60 |
5.905 |
4.775 |
1.130 |
19.4% |
0.143 |
2.5% |
93% |
True |
False |
3,180 |
80 |
6.255 |
4.775 |
1.480 |
25.4% |
0.140 |
2.4% |
71% |
False |
False |
2,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.475 |
2.618 |
6.256 |
1.618 |
6.122 |
1.000 |
6.039 |
0.618 |
5.988 |
HIGH |
5.905 |
0.618 |
5.854 |
0.500 |
5.838 |
0.382 |
5.822 |
LOW |
5.771 |
0.618 |
5.688 |
1.000 |
5.637 |
1.618 |
5.554 |
2.618 |
5.420 |
4.250 |
5.202 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.838 |
5.808 |
PP |
5.834 |
5.790 |
S1 |
5.830 |
5.773 |
|