NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 05-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.616 |
5.780 |
0.164 |
2.9% |
5.905 |
High |
5.810 |
5.974 |
0.164 |
2.8% |
5.950 |
Low |
5.553 |
5.780 |
0.227 |
4.1% |
5.553 |
Close |
5.802 |
5.924 |
0.122 |
2.1% |
5.802 |
Range |
0.257 |
0.194 |
-0.063 |
-24.5% |
0.397 |
ATR |
0.196 |
0.196 |
0.000 |
-0.1% |
0.000 |
Volume |
6,949 |
5,083 |
-1,866 |
-26.9% |
34,744 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.475 |
6.393 |
6.031 |
|
R3 |
6.281 |
6.199 |
5.977 |
|
R2 |
6.087 |
6.087 |
5.960 |
|
R1 |
6.005 |
6.005 |
5.942 |
6.046 |
PP |
5.893 |
5.893 |
5.893 |
5.913 |
S1 |
5.811 |
5.811 |
5.906 |
5.852 |
S2 |
5.699 |
5.699 |
5.888 |
|
S3 |
5.505 |
5.617 |
5.871 |
|
S4 |
5.311 |
5.423 |
5.817 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.959 |
6.778 |
6.020 |
|
R3 |
6.562 |
6.381 |
5.911 |
|
R2 |
6.165 |
6.165 |
5.875 |
|
R1 |
5.984 |
5.984 |
5.838 |
5.876 |
PP |
5.768 |
5.768 |
5.768 |
5.715 |
S1 |
5.587 |
5.587 |
5.766 |
5.479 |
S2 |
5.371 |
5.371 |
5.729 |
|
S3 |
4.974 |
5.190 |
5.693 |
|
S4 |
4.577 |
4.793 |
5.584 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.974 |
5.553 |
0.421 |
7.1% |
0.210 |
3.5% |
88% |
True |
False |
6,908 |
10 |
5.974 |
5.387 |
0.587 |
9.9% |
0.179 |
3.0% |
91% |
True |
False |
6,045 |
20 |
5.974 |
4.825 |
1.149 |
19.4% |
0.209 |
3.5% |
96% |
True |
False |
5,592 |
40 |
5.974 |
4.775 |
1.199 |
20.2% |
0.156 |
2.6% |
96% |
True |
False |
4,033 |
60 |
5.974 |
4.775 |
1.199 |
20.2% |
0.153 |
2.6% |
96% |
True |
False |
3,473 |
80 |
6.255 |
4.775 |
1.480 |
25.0% |
0.146 |
2.5% |
78% |
False |
False |
3,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.799 |
2.618 |
6.482 |
1.618 |
6.288 |
1.000 |
6.168 |
0.618 |
6.094 |
HIGH |
5.974 |
0.618 |
5.900 |
0.500 |
5.877 |
0.382 |
5.854 |
LOW |
5.780 |
0.618 |
5.660 |
1.000 |
5.586 |
1.618 |
5.466 |
2.618 |
5.272 |
4.250 |
4.956 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.908 |
5.871 |
PP |
5.893 |
5.817 |
S1 |
5.877 |
5.764 |
|