NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.952 |
5.824 |
-0.128 |
-2.2% |
5.567 |
High |
5.976 |
5.824 |
-0.152 |
-2.5% |
5.912 |
Low |
5.869 |
5.672 |
-0.197 |
-3.4% |
5.445 |
Close |
5.944 |
5.703 |
-0.241 |
-4.1% |
5.911 |
Range |
0.107 |
0.152 |
0.045 |
42.1% |
0.467 |
ATR |
0.161 |
0.169 |
0.008 |
4.9% |
0.000 |
Volume |
3,115 |
3,401 |
286 |
9.2% |
8,355 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.189 |
6.098 |
5.787 |
|
R3 |
6.037 |
5.946 |
5.745 |
|
R2 |
5.885 |
5.885 |
5.731 |
|
R1 |
5.794 |
5.794 |
5.717 |
5.764 |
PP |
5.733 |
5.733 |
5.733 |
5.718 |
S1 |
5.642 |
5.642 |
5.689 |
5.612 |
S2 |
5.581 |
5.581 |
5.675 |
|
S3 |
5.429 |
5.490 |
5.661 |
|
S4 |
5.277 |
5.338 |
5.619 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.157 |
7.001 |
6.168 |
|
R3 |
6.690 |
6.534 |
6.039 |
|
R2 |
6.223 |
6.223 |
5.997 |
|
R1 |
6.067 |
6.067 |
5.954 |
6.145 |
PP |
5.756 |
5.756 |
5.756 |
5.795 |
S1 |
5.600 |
5.600 |
5.868 |
5.678 |
S2 |
5.289 |
5.289 |
5.825 |
|
S3 |
4.822 |
5.133 |
5.783 |
|
S4 |
4.355 |
4.666 |
5.654 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.976 |
5.672 |
0.304 |
5.3% |
0.147 |
2.6% |
10% |
False |
True |
2,577 |
10 |
5.976 |
5.445 |
0.531 |
9.3% |
0.139 |
2.4% |
49% |
False |
False |
2,149 |
20 |
5.976 |
4.869 |
1.107 |
19.4% |
0.170 |
3.0% |
75% |
False |
False |
1,622 |
40 |
5.976 |
4.869 |
1.107 |
19.4% |
0.128 |
2.2% |
75% |
False |
False |
1,177 |
60 |
5.976 |
4.869 |
1.107 |
19.4% |
0.124 |
2.2% |
75% |
False |
False |
1,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.470 |
2.618 |
6.222 |
1.618 |
6.070 |
1.000 |
5.976 |
0.618 |
5.918 |
HIGH |
5.824 |
0.618 |
5.766 |
0.500 |
5.748 |
0.382 |
5.730 |
LOW |
5.672 |
0.618 |
5.578 |
1.000 |
5.520 |
1.618 |
5.426 |
2.618 |
5.274 |
4.250 |
5.026 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.748 |
5.824 |
PP |
5.733 |
5.784 |
S1 |
5.718 |
5.743 |
|