NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.590 |
5.390 |
-0.200 |
-3.6% |
5.947 |
High |
5.654 |
5.501 |
-0.153 |
-2.7% |
6.180 |
Low |
5.420 |
5.340 |
-0.080 |
-1.5% |
5.761 |
Close |
5.432 |
5.454 |
0.022 |
0.4% |
5.776 |
Range |
0.234 |
0.161 |
-0.073 |
-31.2% |
0.419 |
ATR |
0.196 |
0.194 |
-0.003 |
-1.3% |
0.000 |
Volume |
7,799 |
9,216 |
1,417 |
18.2% |
43,193 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.915 |
5.845 |
5.543 |
|
R3 |
5.754 |
5.684 |
5.498 |
|
R2 |
5.593 |
5.593 |
5.484 |
|
R1 |
5.523 |
5.523 |
5.469 |
5.558 |
PP |
5.432 |
5.432 |
5.432 |
5.449 |
S1 |
5.362 |
5.362 |
5.439 |
5.397 |
S2 |
5.271 |
5.271 |
5.424 |
|
S3 |
5.110 |
5.201 |
5.410 |
|
S4 |
4.949 |
5.040 |
5.365 |
|
|
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 |
5.971 |
5.340 |
0.631 |
11.6% |
0.187 |
3.4% |
18% |
False |
True |
7,862 |
10 |
6.180 |
5.340 |
0.840 |
15.4% |
0.187 |
3.4% |
14% |
False |
True |
8,042 |
20 |
6.180 |
5.340 |
0.840 |
15.4% |
0.188 |
3.5% |
14% |
False |
True |
7,809 |
40 |
6.180 |
4.775 |
1.405 |
25.8% |
0.196 |
3.6% |
48% |
False |
False |
6,637 |
60 |
6.180 |
4.775 |
1.405 |
25.8% |
0.166 |
3.0% |
48% |
False |
False |
5,170 |
80 |
6.180 |
4.775 |
1.405 |
25.8% |
0.158 |
2.9% |
48% |
False |
False |
4,478 |
100 |
6.255 |
4.775 |
1.480 |
27.1% |
0.153 |
2.8% |
46% |
False |
False |
3,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.185 |
2.618 |
5.922 |
1.618 |
5.761 |
1.000 |
5.662 |
0.618 |
5.600 |
HIGH |
5.501 |
0.618 |
5.439 |
0.500 |
5.421 |
0.382 |
5.402 |
LOW |
5.340 |
0.618 |
5.241 |
1.000 |
5.179 |
1.618 |
5.080 |
2.618 |
4.919 |
4.250 |
4.656 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.443 |
5.497 |
PP |
5.432 |
5.483 |
S1 |
5.421 |
5.468 |
|