NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.890 |
5.955 |
0.065 |
1.1% |
5.905 |
High |
5.955 |
6.019 |
0.064 |
1.1% |
5.950 |
Low |
5.852 |
5.880 |
0.028 |
0.5% |
5.553 |
Close |
5.912 |
5.974 |
0.062 |
1.0% |
5.802 |
Range |
0.103 |
0.139 |
0.036 |
35.0% |
0.397 |
ATR |
0.192 |
0.188 |
-0.004 |
-2.0% |
0.000 |
Volume |
9,391 |
9,391 |
0 |
0.0% |
34,744 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.375 |
6.313 |
6.050 |
|
R3 |
6.236 |
6.174 |
6.012 |
|
R2 |
6.097 |
6.097 |
5.999 |
|
R1 |
6.035 |
6.035 |
5.987 |
6.066 |
PP |
5.958 |
5.958 |
5.958 |
5.973 |
S1 |
5.896 |
5.896 |
5.961 |
5.927 |
S2 |
5.819 |
5.819 |
5.949 |
|
S3 |
5.680 |
5.757 |
5.936 |
|
S4 |
5.541 |
5.618 |
5.898 |
|
|
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 |
6.019 |
5.553 |
0.466 |
7.8% |
0.182 |
3.1% |
90% |
True |
False |
8,041 |
10 |
6.019 |
5.553 |
0.466 |
7.8% |
0.180 |
3.0% |
90% |
True |
False |
7,478 |
20 |
6.019 |
5.101 |
0.918 |
15.4% |
0.196 |
3.3% |
95% |
True |
False |
6,365 |
40 |
6.019 |
4.775 |
1.244 |
20.8% |
0.161 |
2.7% |
96% |
True |
False |
4,641 |
60 |
6.019 |
4.775 |
1.244 |
20.8% |
0.155 |
2.6% |
96% |
True |
False |
3,842 |
80 |
6.190 |
4.775 |
1.415 |
23.7% |
0.145 |
2.4% |
85% |
False |
False |
3,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.610 |
2.618 |
6.383 |
1.618 |
6.244 |
1.000 |
6.158 |
0.618 |
6.105 |
HIGH |
6.019 |
0.618 |
5.966 |
0.500 |
5.950 |
0.382 |
5.933 |
LOW |
5.880 |
0.618 |
5.794 |
1.000 |
5.741 |
1.618 |
5.655 |
2.618 |
5.516 |
4.250 |
5.289 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.966 |
5.949 |
PP |
5.958 |
5.925 |
S1 |
5.950 |
5.900 |
|