NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.802 |
5.925 |
0.123 |
2.1% |
5.516 |
High |
5.950 |
5.940 |
-0.010 |
-0.2% |
5.896 |
Low |
5.680 |
5.792 |
0.112 |
2.0% |
5.387 |
Close |
5.894 |
5.909 |
0.015 |
0.3% |
5.879 |
Range |
0.270 |
0.148 |
-0.122 |
-45.2% |
0.509 |
ATR |
0.187 |
0.184 |
-0.003 |
-1.5% |
0.000 |
Volume |
5,416 |
10,640 |
5,224 |
96.5% |
25,347 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.324 |
6.265 |
5.990 |
|
R3 |
6.176 |
6.117 |
5.950 |
|
R2 |
6.028 |
6.028 |
5.936 |
|
R1 |
5.969 |
5.969 |
5.923 |
5.925 |
PP |
5.880 |
5.880 |
5.880 |
5.858 |
S1 |
5.821 |
5.821 |
5.895 |
5.777 |
S2 |
5.732 |
5.732 |
5.882 |
|
S3 |
5.584 |
5.673 |
5.868 |
|
S4 |
5.436 |
5.525 |
5.828 |
|
|
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 |
5.640 |
0.310 |
5.2% |
0.179 |
3.0% |
87% |
False |
False |
6,684 |
10 |
5.950 |
5.363 |
0.587 |
9.9% |
0.177 |
3.0% |
93% |
False |
False |
5,834 |
20 |
5.950 |
4.775 |
1.175 |
19.9% |
0.200 |
3.4% |
97% |
False |
False |
5,269 |
40 |
5.950 |
4.775 |
1.175 |
19.9% |
0.153 |
2.6% |
97% |
False |
False |
3,754 |
60 |
5.950 |
4.775 |
1.175 |
19.9% |
0.146 |
2.5% |
97% |
False |
False |
3,363 |
80 |
6.255 |
4.775 |
1.480 |
25.0% |
0.143 |
2.4% |
77% |
False |
False |
2,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.569 |
2.618 |
6.327 |
1.618 |
6.179 |
1.000 |
6.088 |
0.618 |
6.031 |
HIGH |
5.940 |
0.618 |
5.883 |
0.500 |
5.866 |
0.382 |
5.849 |
LOW |
5.792 |
0.618 |
5.701 |
1.000 |
5.644 |
1.618 |
5.553 |
2.618 |
5.405 |
4.250 |
5.163 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.895 |
5.878 |
PP |
5.880 |
5.846 |
S1 |
5.866 |
5.815 |
|