NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 15-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.911 |
5.722 |
-0.189 |
-3.2% |
5.819 |
High |
5.911 |
5.805 |
-0.106 |
-1.8% |
6.048 |
Low |
5.700 |
5.661 |
-0.039 |
-0.7% |
5.813 |
Close |
5.736 |
5.770 |
0.034 |
0.6% |
5.871 |
Range |
0.211 |
0.144 |
-0.067 |
-31.8% |
0.235 |
ATR |
0.177 |
0.175 |
-0.002 |
-1.3% |
0.000 |
Volume |
1,700 |
2,403 |
703 |
41.4% |
11,683 |
|
Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.177 |
6.118 |
5.849 |
|
R3 |
6.033 |
5.974 |
5.810 |
|
R2 |
5.889 |
5.889 |
5.796 |
|
R1 |
5.830 |
5.830 |
5.783 |
5.860 |
PP |
5.745 |
5.745 |
5.745 |
5.760 |
S1 |
5.686 |
5.686 |
5.757 |
5.716 |
S2 |
5.601 |
5.601 |
5.744 |
|
S3 |
5.457 |
5.542 |
5.730 |
|
S4 |
5.313 |
5.398 |
5.691 |
|
|
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 |
5.661 |
0.409 |
7.1% |
0.152 |
2.6% |
27% |
False |
True |
1,645 |
10 |
6.070 |
5.598 |
0.472 |
8.2% |
0.164 |
2.8% |
36% |
False |
False |
2,019 |
20 |
6.070 |
5.445 |
0.625 |
10.8% |
0.151 |
2.6% |
52% |
False |
False |
2,084 |
40 |
6.070 |
4.869 |
1.201 |
20.8% |
0.147 |
2.6% |
75% |
False |
False |
1,542 |
60 |
6.070 |
4.869 |
1.201 |
20.8% |
0.133 |
2.3% |
75% |
False |
False |
1,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.417 |
2.618 |
6.182 |
1.618 |
6.038 |
1.000 |
5.949 |
0.618 |
5.894 |
HIGH |
5.805 |
0.618 |
5.750 |
0.500 |
5.733 |
0.382 |
5.716 |
LOW |
5.661 |
0.618 |
5.572 |
1.000 |
5.517 |
1.618 |
5.428 |
2.618 |
5.284 |
4.250 |
5.049 |
|
|
Fisher Pivots for day following 15-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.758 |
5.795 |
PP |
5.745 |
5.786 |
S1 |
5.733 |
5.778 |
|