NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.905 |
5.802 |
-0.103 |
-1.7% |
5.516 |
High |
5.905 |
5.950 |
0.045 |
0.8% |
5.896 |
Low |
5.771 |
5.680 |
-0.091 |
-1.6% |
5.387 |
Close |
5.826 |
5.894 |
0.068 |
1.2% |
5.879 |
Range |
0.134 |
0.270 |
0.136 |
101.5% |
0.509 |
ATR |
0.181 |
0.187 |
0.006 |
3.5% |
0.000 |
Volume |
5,284 |
5,416 |
132 |
2.5% |
25,347 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.651 |
6.543 |
6.043 |
|
R3 |
6.381 |
6.273 |
5.968 |
|
R2 |
6.111 |
6.111 |
5.944 |
|
R1 |
6.003 |
6.003 |
5.919 |
6.057 |
PP |
5.841 |
5.841 |
5.841 |
5.869 |
S1 |
5.733 |
5.733 |
5.869 |
5.787 |
S2 |
5.571 |
5.571 |
5.845 |
|
S3 |
5.301 |
5.463 |
5.820 |
|
S4 |
5.031 |
5.193 |
5.746 |
|
|
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 |
5.950 |
5.595 |
0.355 |
6.0% |
0.172 |
2.9% |
84% |
True |
False |
5,214 |
10 |
5.950 |
5.317 |
0.633 |
10.7% |
0.188 |
3.2% |
91% |
True |
False |
5,160 |
20 |
5.950 |
4.775 |
1.175 |
19.9% |
0.200 |
3.4% |
95% |
True |
False |
4,950 |
40 |
5.950 |
4.775 |
1.175 |
19.9% |
0.152 |
2.6% |
95% |
True |
False |
3,583 |
60 |
5.950 |
4.775 |
1.175 |
19.9% |
0.145 |
2.5% |
95% |
True |
False |
3,244 |
80 |
6.255 |
4.775 |
1.480 |
25.1% |
0.142 |
2.4% |
76% |
False |
False |
2,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.098 |
2.618 |
6.657 |
1.618 |
6.387 |
1.000 |
6.220 |
0.618 |
6.117 |
HIGH |
5.950 |
0.618 |
5.847 |
0.500 |
5.815 |
0.382 |
5.783 |
LOW |
5.680 |
0.618 |
5.513 |
1.000 |
5.410 |
1.618 |
5.243 |
2.618 |
4.973 |
4.250 |
4.533 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.868 |
5.868 |
PP |
5.841 |
5.841 |
S1 |
5.815 |
5.815 |
|