NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.014 |
5.932 |
-0.082 |
-1.4% |
5.947 |
High |
6.055 |
5.971 |
-0.084 |
-1.4% |
6.180 |
Low |
5.845 |
5.761 |
-0.084 |
-1.4% |
5.761 |
Close |
5.872 |
5.776 |
-0.096 |
-1.6% |
5.776 |
Range |
0.210 |
0.210 |
0.000 |
0.0% |
0.419 |
ATR |
0.195 |
0.196 |
0.001 |
0.6% |
0.000 |
Volume |
11,055 |
8,322 |
-2,733 |
-24.7% |
43,193 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.466 |
6.331 |
5.892 |
|
R3 |
6.256 |
6.121 |
5.834 |
|
R2 |
6.046 |
6.046 |
5.815 |
|
R1 |
5.911 |
5.911 |
5.795 |
5.874 |
PP |
5.836 |
5.836 |
5.836 |
5.817 |
S1 |
5.701 |
5.701 |
5.757 |
5.664 |
S2 |
5.626 |
5.626 |
5.738 |
|
S3 |
5.416 |
5.491 |
5.718 |
|
S4 |
5.206 |
5.281 |
5.661 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.163 |
6.888 |
6.006 |
|
R3 |
6.744 |
6.469 |
5.891 |
|
R2 |
6.325 |
6.325 |
5.853 |
|
R1 |
6.050 |
6.050 |
5.814 |
5.978 |
PP |
5.906 |
5.906 |
5.906 |
5.870 |
S1 |
5.631 |
5.631 |
5.738 |
5.559 |
S2 |
5.487 |
5.487 |
5.699 |
|
S3 |
5.068 |
5.212 |
5.661 |
|
S4 |
4.649 |
4.793 |
5.546 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.180 |
5.761 |
0.419 |
7.3% |
0.173 |
3.0% |
4% |
False |
True |
8,638 |
10 |
6.180 |
5.608 |
0.572 |
9.9% |
0.196 |
3.4% |
29% |
False |
False |
7,844 |
20 |
6.180 |
5.553 |
0.627 |
10.9% |
0.189 |
3.3% |
36% |
False |
False |
7,649 |
40 |
6.180 |
4.775 |
1.405 |
24.3% |
0.190 |
3.3% |
71% |
False |
False |
6,176 |
60 |
6.180 |
4.775 |
1.405 |
24.3% |
0.162 |
2.8% |
71% |
False |
False |
4,818 |
80 |
6.180 |
4.775 |
1.405 |
24.3% |
0.154 |
2.7% |
71% |
False |
False |
4,254 |
100 |
6.255 |
4.775 |
1.480 |
25.6% |
0.150 |
2.6% |
68% |
False |
False |
3,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.864 |
2.618 |
6.521 |
1.618 |
6.311 |
1.000 |
6.181 |
0.618 |
6.101 |
HIGH |
5.971 |
0.618 |
5.891 |
0.500 |
5.866 |
0.382 |
5.841 |
LOW |
5.761 |
0.618 |
5.631 |
1.000 |
5.551 |
1.618 |
5.421 |
2.618 |
5.211 |
4.250 |
4.869 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.866 |
5.971 |
PP |
5.836 |
5.906 |
S1 |
5.806 |
5.841 |
|