NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.060 |
6.180 |
0.120 |
2.0% |
5.979 |
| High |
6.157 |
6.180 |
0.023 |
0.4% |
6.085 |
| Low |
6.040 |
6.020 |
-0.020 |
-0.3% |
5.608 |
| Close |
6.144 |
6.037 |
-0.107 |
-1.7% |
5.955 |
| Range |
0.117 |
0.160 |
0.043 |
36.8% |
0.477 |
| ATR |
0.196 |
0.194 |
-0.003 |
-1.3% |
0.000 |
| Volume |
6,416 |
9,336 |
2,920 |
45.5% |
35,249 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.559 |
6.458 |
6.125 |
|
| R3 |
6.399 |
6.298 |
6.081 |
|
| R2 |
6.239 |
6.239 |
6.066 |
|
| R1 |
6.138 |
6.138 |
6.052 |
6.109 |
| PP |
6.079 |
6.079 |
6.079 |
6.064 |
| S1 |
5.978 |
5.978 |
6.022 |
5.949 |
| S2 |
5.919 |
5.919 |
6.008 |
|
| S3 |
5.759 |
5.818 |
5.993 |
|
| S4 |
5.599 |
5.658 |
5.949 |
|
|
| 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 |
6.180 |
5.608 |
0.572 |
9.5% |
0.175 |
2.9% |
75% |
True |
False |
7,420 |
| 10 |
6.180 |
5.608 |
0.572 |
9.5% |
0.185 |
3.1% |
75% |
True |
False |
7,500 |
| 20 |
6.180 |
5.553 |
0.627 |
10.4% |
0.185 |
3.1% |
77% |
True |
False |
7,284 |
| 40 |
6.180 |
4.775 |
1.405 |
23.3% |
0.184 |
3.0% |
90% |
True |
False |
5,766 |
| 60 |
6.180 |
4.775 |
1.405 |
23.3% |
0.161 |
2.7% |
90% |
True |
False |
4,560 |
| 80 |
6.180 |
4.775 |
1.405 |
23.3% |
0.152 |
2.5% |
90% |
True |
False |
4,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.860 |
|
2.618 |
6.599 |
|
1.618 |
6.439 |
|
1.000 |
6.340 |
|
0.618 |
6.279 |
|
HIGH |
6.180 |
|
0.618 |
6.119 |
|
0.500 |
6.100 |
|
0.382 |
6.081 |
|
LOW |
6.020 |
|
0.618 |
5.921 |
|
1.000 |
5.860 |
|
1.618 |
5.761 |
|
2.618 |
5.601 |
|
4.250 |
5.340 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.100 |
6.033 |
| PP |
6.079 |
6.030 |
| S1 |
6.058 |
6.026 |
|