NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.932 |
5.750 |
-0.182 |
-3.1% |
5.947 |
High |
5.971 |
5.750 |
-0.221 |
-3.7% |
6.180 |
Low |
5.761 |
5.536 |
-0.225 |
-3.9% |
5.761 |
Close |
5.776 |
5.551 |
-0.225 |
-3.9% |
5.776 |
Range |
0.210 |
0.214 |
0.004 |
1.9% |
0.419 |
ATR |
0.196 |
0.199 |
0.003 |
1.6% |
0.000 |
Volume |
8,322 |
6,999 |
-1,323 |
-15.9% |
43,193 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.254 |
6.117 |
5.669 |
|
R3 |
6.040 |
5.903 |
5.610 |
|
R2 |
5.826 |
5.826 |
5.590 |
|
R1 |
5.689 |
5.689 |
5.571 |
5.651 |
PP |
5.612 |
5.612 |
5.612 |
5.593 |
S1 |
5.475 |
5.475 |
5.531 |
5.437 |
S2 |
5.398 |
5.398 |
5.512 |
|
S3 |
5.184 |
5.261 |
5.492 |
|
S4 |
4.970 |
5.047 |
5.433 |
|
|
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 |
5.536 |
0.644 |
11.6% |
0.182 |
3.3% |
2% |
False |
True |
8,425 |
10 |
6.180 |
5.536 |
0.644 |
11.6% |
0.205 |
3.7% |
2% |
False |
True |
7,994 |
20 |
6.180 |
5.536 |
0.644 |
11.6% |
0.193 |
3.5% |
2% |
False |
True |
7,735 |
40 |
6.180 |
4.775 |
1.405 |
25.3% |
0.191 |
3.4% |
55% |
False |
False |
6,276 |
60 |
6.180 |
4.775 |
1.405 |
25.3% |
0.164 |
3.0% |
55% |
False |
False |
4,900 |
80 |
6.180 |
4.775 |
1.405 |
25.3% |
0.155 |
2.8% |
55% |
False |
False |
4,319 |
100 |
6.255 |
4.775 |
1.480 |
26.7% |
0.151 |
2.7% |
52% |
False |
False |
3,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.660 |
2.618 |
6.310 |
1.618 |
6.096 |
1.000 |
5.964 |
0.618 |
5.882 |
HIGH |
5.750 |
0.618 |
5.668 |
0.500 |
5.643 |
0.382 |
5.618 |
LOW |
5.536 |
0.618 |
5.404 |
1.000 |
5.322 |
1.618 |
5.190 |
2.618 |
4.976 |
4.250 |
4.627 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.643 |
5.796 |
PP |
5.612 |
5.714 |
S1 |
5.582 |
5.633 |
|