NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.997 |
5.935 |
-0.062 |
-1.0% |
5.819 |
High |
5.997 |
6.070 |
0.073 |
1.2% |
6.048 |
Low |
5.868 |
5.935 |
0.067 |
1.1% |
5.813 |
Close |
5.871 |
6.019 |
0.148 |
2.5% |
5.871 |
Range |
0.129 |
0.135 |
0.006 |
4.7% |
0.235 |
ATR |
0.168 |
0.170 |
0.002 |
1.3% |
0.000 |
Volume |
1,500 |
1,416 |
-84 |
-5.6% |
11,683 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.413 |
6.351 |
6.093 |
|
R3 |
6.278 |
6.216 |
6.056 |
|
R2 |
6.143 |
6.143 |
6.044 |
|
R1 |
6.081 |
6.081 |
6.031 |
6.112 |
PP |
6.008 |
6.008 |
6.008 |
6.024 |
S1 |
5.946 |
5.946 |
6.007 |
5.977 |
S2 |
5.873 |
5.873 |
5.994 |
|
S3 |
5.738 |
5.811 |
5.982 |
|
S4 |
5.603 |
5.676 |
5.945 |
|
|
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 |
6.070 |
5.813 |
0.257 |
4.3% |
0.143 |
2.4% |
80% |
True |
False |
2,230 |
10 |
6.070 |
5.598 |
0.472 |
7.8% |
0.164 |
2.7% |
89% |
True |
False |
2,243 |
20 |
6.070 |
5.302 |
0.768 |
12.8% |
0.159 |
2.6% |
93% |
True |
False |
2,081 |
40 |
6.070 |
4.869 |
1.201 |
20.0% |
0.138 |
2.3% |
96% |
True |
False |
1,448 |
60 |
6.070 |
4.869 |
1.201 |
20.0% |
0.130 |
2.2% |
96% |
True |
False |
1,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.644 |
2.618 |
6.423 |
1.618 |
6.288 |
1.000 |
6.205 |
0.618 |
6.153 |
HIGH |
6.070 |
0.618 |
6.018 |
0.500 |
6.003 |
0.382 |
5.987 |
LOW |
5.935 |
0.618 |
5.852 |
1.000 |
5.800 |
1.618 |
5.717 |
2.618 |
5.582 |
4.250 |
5.361 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.014 |
6.002 |
PP |
6.008 |
5.986 |
S1 |
6.003 |
5.969 |
|