NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.935 |
5.928 |
-0.007 |
-0.1% |
5.819 |
High |
6.070 |
5.928 |
-0.142 |
-2.3% |
6.048 |
Low |
5.935 |
5.788 |
-0.147 |
-2.5% |
5.813 |
Close |
6.019 |
5.846 |
-0.173 |
-2.9% |
5.871 |
Range |
0.135 |
0.140 |
0.005 |
3.7% |
0.235 |
ATR |
0.170 |
0.174 |
0.004 |
2.6% |
0.000 |
Volume |
1,416 |
1,207 |
-209 |
-14.8% |
11,683 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.274 |
6.200 |
5.923 |
|
R3 |
6.134 |
6.060 |
5.885 |
|
R2 |
5.994 |
5.994 |
5.872 |
|
R1 |
5.920 |
5.920 |
5.859 |
5.887 |
PP |
5.854 |
5.854 |
5.854 |
5.838 |
S1 |
5.780 |
5.780 |
5.833 |
5.747 |
S2 |
5.714 |
5.714 |
5.820 |
|
S3 |
5.574 |
5.640 |
5.808 |
|
S4 |
5.434 |
5.500 |
5.769 |
|
|
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 |
5.788 |
0.282 |
4.8% |
0.128 |
2.2% |
21% |
False |
True |
1,922 |
10 |
6.070 |
5.598 |
0.472 |
8.1% |
0.154 |
2.6% |
53% |
False |
False |
2,260 |
20 |
6.070 |
5.390 |
0.680 |
11.6% |
0.157 |
2.7% |
67% |
False |
False |
2,052 |
40 |
6.070 |
4.869 |
1.201 |
20.5% |
0.141 |
2.4% |
81% |
False |
False |
1,464 |
60 |
6.070 |
4.869 |
1.201 |
20.5% |
0.131 |
2.2% |
81% |
False |
False |
1,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.523 |
2.618 |
6.295 |
1.618 |
6.155 |
1.000 |
6.068 |
0.618 |
6.015 |
HIGH |
5.928 |
0.618 |
5.875 |
0.500 |
5.858 |
0.382 |
5.841 |
LOW |
5.788 |
0.618 |
5.701 |
1.000 |
5.648 |
1.618 |
5.561 |
2.618 |
5.421 |
4.250 |
5.193 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.858 |
5.929 |
PP |
5.854 |
5.901 |
S1 |
5.850 |
5.874 |
|