NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 05-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.619 |
5.819 |
0.200 |
3.6% |
5.915 |
High |
5.843 |
5.997 |
0.154 |
2.6% |
5.976 |
Low |
5.598 |
5.819 |
0.221 |
3.9% |
5.598 |
Close |
5.840 |
5.952 |
0.112 |
1.9% |
5.840 |
Range |
0.245 |
0.178 |
-0.067 |
-27.3% |
0.378 |
ATR |
0.174 |
0.174 |
0.000 |
0.2% |
0.000 |
Volume |
1,784 |
1,948 |
164 |
9.2% |
12,148 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.457 |
6.382 |
6.050 |
|
R3 |
6.279 |
6.204 |
6.001 |
|
R2 |
6.101 |
6.101 |
5.985 |
|
R1 |
6.026 |
6.026 |
5.968 |
6.064 |
PP |
5.923 |
5.923 |
5.923 |
5.941 |
S1 |
5.848 |
5.848 |
5.936 |
5.886 |
S2 |
5.745 |
5.745 |
5.919 |
|
S3 |
5.567 |
5.670 |
5.903 |
|
S4 |
5.389 |
5.492 |
5.854 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.939 |
6.767 |
6.048 |
|
R3 |
6.561 |
6.389 |
5.944 |
|
R2 |
6.183 |
6.183 |
5.909 |
|
R1 |
6.011 |
6.011 |
5.875 |
5.908 |
PP |
5.805 |
5.805 |
5.805 |
5.753 |
S1 |
5.633 |
5.633 |
5.805 |
5.530 |
S2 |
5.427 |
5.427 |
5.771 |
|
S3 |
5.049 |
5.255 |
5.736 |
|
S4 |
4.671 |
4.877 |
5.632 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.997 |
5.598 |
0.399 |
6.7% |
0.185 |
3.1% |
89% |
True |
False |
2,256 |
10 |
5.997 |
5.445 |
0.552 |
9.3% |
0.153 |
2.6% |
92% |
True |
False |
2,038 |
20 |
5.997 |
4.984 |
1.013 |
17.0% |
0.178 |
3.0% |
96% |
True |
False |
1,736 |
40 |
5.997 |
4.869 |
1.128 |
19.0% |
0.131 |
2.2% |
96% |
True |
False |
1,233 |
60 |
5.997 |
4.869 |
1.128 |
19.0% |
0.129 |
2.2% |
96% |
True |
False |
1,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.754 |
2.618 |
6.463 |
1.618 |
6.285 |
1.000 |
6.175 |
0.618 |
6.107 |
HIGH |
5.997 |
0.618 |
5.929 |
0.500 |
5.908 |
0.382 |
5.887 |
LOW |
5.819 |
0.618 |
5.709 |
1.000 |
5.641 |
1.618 |
5.531 |
2.618 |
5.353 |
4.250 |
5.063 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.937 |
5.901 |
PP |
5.923 |
5.849 |
S1 |
5.908 |
5.798 |
|