NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.935 |
6.013 |
0.078 |
1.3% |
5.915 |
High |
5.985 |
6.048 |
0.063 |
1.1% |
5.976 |
Low |
5.885 |
5.912 |
0.027 |
0.5% |
5.598 |
Close |
5.947 |
6.004 |
0.057 |
1.0% |
5.840 |
Range |
0.100 |
0.136 |
0.036 |
36.0% |
0.378 |
ATR |
0.173 |
0.170 |
-0.003 |
-1.5% |
0.000 |
Volume |
2,745 |
2,745 |
0 |
0.0% |
12,148 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.396 |
6.336 |
6.079 |
|
R3 |
6.260 |
6.200 |
6.041 |
|
R2 |
6.124 |
6.124 |
6.029 |
|
R1 |
6.064 |
6.064 |
6.016 |
6.026 |
PP |
5.988 |
5.988 |
5.988 |
5.969 |
S1 |
5.928 |
5.928 |
5.992 |
5.890 |
S2 |
5.852 |
5.852 |
5.979 |
|
S3 |
5.716 |
5.792 |
5.967 |
|
S4 |
5.580 |
5.656 |
5.929 |
|
|
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 |
6.048 |
5.598 |
0.450 |
7.5% |
0.175 |
2.9% |
90% |
True |
False |
2,393 |
10 |
6.048 |
5.598 |
0.450 |
7.5% |
0.161 |
2.7% |
90% |
True |
False |
2,485 |
20 |
6.048 |
5.177 |
0.871 |
14.5% |
0.173 |
2.9% |
95% |
True |
False |
2,019 |
40 |
6.048 |
4.869 |
1.179 |
19.6% |
0.136 |
2.3% |
96% |
True |
False |
1,406 |
60 |
6.048 |
4.869 |
1.179 |
19.6% |
0.131 |
2.2% |
96% |
True |
False |
1,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.626 |
2.618 |
6.404 |
1.618 |
6.268 |
1.000 |
6.184 |
0.618 |
6.132 |
HIGH |
6.048 |
0.618 |
5.996 |
0.500 |
5.980 |
0.382 |
5.964 |
LOW |
5.912 |
0.618 |
5.828 |
1.000 |
5.776 |
1.618 |
5.692 |
2.618 |
5.556 |
4.250 |
5.334 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.996 |
5.980 |
PP |
5.988 |
5.955 |
S1 |
5.980 |
5.931 |
|