NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.625 |
5.739 |
0.114 |
2.0% |
5.979 |
High |
5.759 |
6.018 |
0.259 |
4.5% |
6.085 |
Low |
5.608 |
5.739 |
0.131 |
2.3% |
5.608 |
Close |
5.717 |
5.955 |
0.238 |
4.2% |
5.955 |
Range |
0.151 |
0.279 |
0.128 |
84.8% |
0.477 |
ATR |
0.195 |
0.202 |
0.008 |
3.9% |
0.000 |
Volume |
7,040 |
6,244 |
-796 |
-11.3% |
35,249 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.741 |
6.627 |
6.108 |
|
R3 |
6.462 |
6.348 |
6.032 |
|
R2 |
6.183 |
6.183 |
6.006 |
|
R1 |
6.069 |
6.069 |
5.981 |
6.126 |
PP |
5.904 |
5.904 |
5.904 |
5.933 |
S1 |
5.790 |
5.790 |
5.929 |
5.847 |
S2 |
5.625 |
5.625 |
5.904 |
|
S3 |
5.346 |
5.511 |
5.878 |
|
S4 |
5.067 |
5.232 |
5.802 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.314 |
7.111 |
6.217 |
|
R3 |
6.837 |
6.634 |
6.086 |
|
R2 |
6.360 |
6.360 |
6.042 |
|
R1 |
6.157 |
6.157 |
5.999 |
6.020 |
PP |
5.883 |
5.883 |
5.883 |
5.814 |
S1 |
5.680 |
5.680 |
5.911 |
5.543 |
S2 |
5.406 |
5.406 |
5.868 |
|
S3 |
4.929 |
5.203 |
5.824 |
|
S4 |
4.452 |
4.726 |
5.693 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.085 |
5.608 |
0.477 |
8.0% |
0.219 |
3.7% |
73% |
False |
False |
7,049 |
10 |
6.085 |
5.608 |
0.477 |
8.0% |
0.192 |
3.2% |
73% |
False |
False |
7,505 |
20 |
6.085 |
5.387 |
0.698 |
11.7% |
0.182 |
3.1% |
81% |
False |
False |
6,757 |
40 |
6.085 |
4.775 |
1.310 |
22.0% |
0.180 |
3.0% |
90% |
False |
False |
5,350 |
60 |
6.085 |
4.775 |
1.310 |
22.0% |
0.159 |
2.7% |
90% |
False |
False |
4,284 |
80 |
6.085 |
4.775 |
1.310 |
22.0% |
0.150 |
2.5% |
90% |
False |
False |
3,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.204 |
2.618 |
6.748 |
1.618 |
6.469 |
1.000 |
6.297 |
0.618 |
6.190 |
HIGH |
6.018 |
0.618 |
5.911 |
0.500 |
5.879 |
0.382 |
5.846 |
LOW |
5.739 |
0.618 |
5.567 |
1.000 |
5.460 |
1.618 |
5.288 |
2.618 |
5.009 |
4.250 |
4.553 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.930 |
5.908 |
PP |
5.904 |
5.860 |
S1 |
5.879 |
5.813 |
|