NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.750 |
5.527 |
-0.223 |
-3.9% |
5.947 |
High |
5.750 |
5.639 |
-0.111 |
-1.9% |
6.180 |
Low |
5.536 |
5.524 |
-0.012 |
-0.2% |
5.761 |
Close |
5.551 |
5.613 |
0.062 |
1.1% |
5.776 |
Range |
0.214 |
0.115 |
-0.099 |
-46.3% |
0.419 |
ATR |
0.199 |
0.193 |
-0.006 |
-3.0% |
0.000 |
Volume |
6,999 |
6,976 |
-23 |
-0.3% |
43,193 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.937 |
5.890 |
5.676 |
|
R3 |
5.822 |
5.775 |
5.645 |
|
R2 |
5.707 |
5.707 |
5.634 |
|
R1 |
5.660 |
5.660 |
5.624 |
5.684 |
PP |
5.592 |
5.592 |
5.592 |
5.604 |
S1 |
5.545 |
5.545 |
5.602 |
5.569 |
S2 |
5.477 |
5.477 |
5.592 |
|
S3 |
5.362 |
5.430 |
5.581 |
|
S4 |
5.247 |
5.315 |
5.550 |
|
|
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 |
5.524 |
0.656 |
11.7% |
0.182 |
3.2% |
14% |
False |
True |
8,537 |
10 |
6.180 |
5.524 |
0.656 |
11.7% |
0.183 |
3.3% |
14% |
False |
True |
7,898 |
20 |
6.180 |
5.524 |
0.656 |
11.7% |
0.185 |
3.3% |
14% |
False |
True |
7,813 |
40 |
6.180 |
4.775 |
1.405 |
25.0% |
0.192 |
3.4% |
60% |
False |
False |
6,381 |
60 |
6.180 |
4.775 |
1.405 |
25.0% |
0.163 |
2.9% |
60% |
False |
False |
4,993 |
80 |
6.180 |
4.775 |
1.405 |
25.0% |
0.155 |
2.8% |
60% |
False |
False |
4,386 |
100 |
6.255 |
4.775 |
1.480 |
26.4% |
0.151 |
2.7% |
57% |
False |
False |
3,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.128 |
2.618 |
5.940 |
1.618 |
5.825 |
1.000 |
5.754 |
0.618 |
5.710 |
HIGH |
5.639 |
0.618 |
5.595 |
0.500 |
5.582 |
0.382 |
5.568 |
LOW |
5.524 |
0.618 |
5.453 |
1.000 |
5.409 |
1.618 |
5.338 |
2.618 |
5.223 |
4.250 |
5.035 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.603 |
5.748 |
PP |
5.592 |
5.703 |
S1 |
5.582 |
5.658 |
|