NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.947 |
6.060 |
0.113 |
1.9% |
5.979 |
High |
6.041 |
6.157 |
0.116 |
1.9% |
6.085 |
Low |
5.872 |
6.040 |
0.168 |
2.9% |
5.608 |
Close |
6.009 |
6.144 |
0.135 |
2.2% |
5.955 |
Range |
0.169 |
0.117 |
-0.052 |
-30.8% |
0.477 |
ATR |
0.200 |
0.196 |
-0.004 |
-1.9% |
0.000 |
Volume |
8,064 |
6,416 |
-1,648 |
-20.4% |
35,249 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.465 |
6.421 |
6.208 |
|
R3 |
6.348 |
6.304 |
6.176 |
|
R2 |
6.231 |
6.231 |
6.165 |
|
R1 |
6.187 |
6.187 |
6.155 |
6.209 |
PP |
6.114 |
6.114 |
6.114 |
6.125 |
S1 |
6.070 |
6.070 |
6.133 |
6.092 |
S2 |
5.997 |
5.997 |
6.123 |
|
S3 |
5.880 |
5.953 |
6.112 |
|
S4 |
5.763 |
5.836 |
6.080 |
|
|
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 |
6.157 |
5.608 |
0.549 |
8.9% |
0.184 |
3.0% |
98% |
True |
False |
7,259 |
10 |
6.157 |
5.608 |
0.549 |
8.9% |
0.179 |
2.9% |
98% |
True |
False |
7,506 |
20 |
6.157 |
5.553 |
0.604 |
9.8% |
0.183 |
3.0% |
98% |
True |
False |
6,982 |
40 |
6.157 |
4.775 |
1.382 |
22.5% |
0.181 |
3.0% |
99% |
True |
False |
5,599 |
60 |
6.157 |
4.775 |
1.382 |
22.5% |
0.160 |
2.6% |
99% |
True |
False |
4,430 |
80 |
6.157 |
4.775 |
1.382 |
22.5% |
0.151 |
2.5% |
99% |
True |
False |
3,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.654 |
2.618 |
6.463 |
1.618 |
6.346 |
1.000 |
6.274 |
0.618 |
6.229 |
HIGH |
6.157 |
0.618 |
6.112 |
0.500 |
6.099 |
0.382 |
6.085 |
LOW |
6.040 |
0.618 |
5.968 |
1.000 |
5.923 |
1.618 |
5.851 |
2.618 |
5.734 |
4.250 |
5.543 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.129 |
6.079 |
PP |
6.114 |
6.013 |
S1 |
6.099 |
5.948 |
|