NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.028 |
5.841 |
-0.187 |
-3.1% |
5.780 |
High |
6.085 |
5.847 |
-0.238 |
-3.9% |
6.019 |
Low |
5.750 |
5.644 |
-0.106 |
-1.8% |
5.780 |
Close |
5.803 |
5.682 |
-0.121 |
-2.1% |
5.839 |
Range |
0.335 |
0.203 |
-0.132 |
-39.4% |
0.239 |
ATR |
0.198 |
0.198 |
0.000 |
0.2% |
0.000 |
Volume |
7,936 |
8,532 |
596 |
7.5% |
39,808 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.333 |
6.211 |
5.794 |
|
R3 |
6.130 |
6.008 |
5.738 |
|
R2 |
5.927 |
5.927 |
5.719 |
|
R1 |
5.805 |
5.805 |
5.701 |
5.765 |
PP |
5.724 |
5.724 |
5.724 |
5.704 |
S1 |
5.602 |
5.602 |
5.663 |
5.562 |
S2 |
5.521 |
5.521 |
5.645 |
|
S3 |
5.318 |
5.399 |
5.626 |
|
S4 |
5.115 |
5.196 |
5.570 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.596 |
6.457 |
5.970 |
|
R3 |
6.357 |
6.218 |
5.905 |
|
R2 |
6.118 |
6.118 |
5.883 |
|
R1 |
5.979 |
5.979 |
5.861 |
6.049 |
PP |
5.879 |
5.879 |
5.879 |
5.914 |
S1 |
5.740 |
5.740 |
5.817 |
5.810 |
S2 |
5.640 |
5.640 |
5.795 |
|
S3 |
5.401 |
5.501 |
5.773 |
|
S4 |
5.162 |
5.262 |
5.708 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.085 |
5.644 |
0.441 |
7.8% |
0.195 |
3.4% |
9% |
False |
True |
7,581 |
10 |
6.085 |
5.553 |
0.532 |
9.4% |
0.193 |
3.4% |
24% |
False |
False |
7,517 |
20 |
6.085 |
5.363 |
0.722 |
12.7% |
0.185 |
3.2% |
44% |
False |
False |
6,676 |
40 |
6.085 |
4.775 |
1.310 |
23.1% |
0.173 |
3.0% |
69% |
False |
False |
5,119 |
60 |
6.085 |
4.775 |
1.310 |
23.1% |
0.158 |
2.8% |
69% |
False |
False |
4,162 |
80 |
6.085 |
4.775 |
1.310 |
23.1% |
0.146 |
2.6% |
69% |
False |
False |
3,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.710 |
2.618 |
6.378 |
1.618 |
6.175 |
1.000 |
6.050 |
0.618 |
5.972 |
HIGH |
5.847 |
0.618 |
5.769 |
0.500 |
5.746 |
0.382 |
5.722 |
LOW |
5.644 |
0.618 |
5.519 |
1.000 |
5.441 |
1.618 |
5.316 |
2.618 |
5.113 |
4.250 |
4.781 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.746 |
5.865 |
PP |
5.724 |
5.804 |
S1 |
5.703 |
5.743 |
|