NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.013 |
5.997 |
-0.016 |
-0.3% |
5.819 |
High |
6.048 |
5.997 |
-0.051 |
-0.8% |
6.048 |
Low |
5.912 |
5.868 |
-0.044 |
-0.7% |
5.813 |
Close |
6.004 |
5.871 |
-0.133 |
-2.2% |
5.871 |
Range |
0.136 |
0.129 |
-0.007 |
-5.1% |
0.235 |
ATR |
0.170 |
0.168 |
-0.002 |
-1.4% |
0.000 |
Volume |
2,745 |
1,500 |
-1,245 |
-45.4% |
11,683 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.299 |
6.214 |
5.942 |
|
R3 |
6.170 |
6.085 |
5.906 |
|
R2 |
6.041 |
6.041 |
5.895 |
|
R1 |
5.956 |
5.956 |
5.883 |
5.934 |
PP |
5.912 |
5.912 |
5.912 |
5.901 |
S1 |
5.827 |
5.827 |
5.859 |
5.805 |
S2 |
5.783 |
5.783 |
5.847 |
|
S3 |
5.654 |
5.698 |
5.836 |
|
S4 |
5.525 |
5.569 |
5.800 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.616 |
6.478 |
6.000 |
|
R3 |
6.381 |
6.243 |
5.936 |
|
R2 |
6.146 |
6.146 |
5.914 |
|
R1 |
6.008 |
6.008 |
5.893 |
6.077 |
PP |
5.911 |
5.911 |
5.911 |
5.945 |
S1 |
5.773 |
5.773 |
5.849 |
5.842 |
S2 |
5.676 |
5.676 |
5.828 |
|
S3 |
5.441 |
5.538 |
5.806 |
|
S4 |
5.206 |
5.303 |
5.742 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.048 |
5.813 |
0.235 |
4.0% |
0.152 |
2.6% |
25% |
False |
False |
2,336 |
10 |
6.048 |
5.598 |
0.450 |
7.7% |
0.161 |
2.7% |
61% |
False |
False |
2,383 |
20 |
6.048 |
5.209 |
0.839 |
14.3% |
0.163 |
2.8% |
79% |
False |
False |
2,045 |
40 |
6.048 |
4.869 |
1.179 |
20.1% |
0.137 |
2.3% |
85% |
False |
False |
1,429 |
60 |
6.048 |
4.869 |
1.179 |
20.1% |
0.130 |
2.2% |
85% |
False |
False |
1,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.545 |
2.618 |
6.335 |
1.618 |
6.206 |
1.000 |
6.126 |
0.618 |
6.077 |
HIGH |
5.997 |
0.618 |
5.948 |
0.500 |
5.933 |
0.382 |
5.917 |
LOW |
5.868 |
0.618 |
5.788 |
1.000 |
5.739 |
1.618 |
5.659 |
2.618 |
5.530 |
4.250 |
5.320 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.933 |
5.958 |
PP |
5.912 |
5.929 |
S1 |
5.892 |
5.900 |
|