NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.722 |
5.800 |
0.078 |
1.4% |
5.935 |
High |
5.805 |
6.054 |
0.249 |
4.3% |
6.070 |
Low |
5.661 |
5.800 |
0.139 |
2.5% |
5.661 |
Close |
5.770 |
6.000 |
0.230 |
4.0% |
6.000 |
Range |
0.144 |
0.254 |
0.110 |
76.4% |
0.409 |
ATR |
0.175 |
0.182 |
0.008 |
4.5% |
0.000 |
Volume |
2,403 |
2,266 |
-137 |
-5.7% |
8,992 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.713 |
6.611 |
6.140 |
|
R3 |
6.459 |
6.357 |
6.070 |
|
R2 |
6.205 |
6.205 |
6.047 |
|
R1 |
6.103 |
6.103 |
6.023 |
6.154 |
PP |
5.951 |
5.951 |
5.951 |
5.977 |
S1 |
5.849 |
5.849 |
5.977 |
5.900 |
S2 |
5.697 |
5.697 |
5.953 |
|
S3 |
5.443 |
5.595 |
5.930 |
|
S4 |
5.189 |
5.341 |
5.860 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.137 |
6.978 |
6.225 |
|
R3 |
6.728 |
6.569 |
6.112 |
|
R2 |
6.319 |
6.319 |
6.075 |
|
R1 |
6.160 |
6.160 |
6.037 |
6.240 |
PP |
5.910 |
5.910 |
5.910 |
5.950 |
S1 |
5.751 |
5.751 |
5.963 |
5.831 |
S2 |
5.501 |
5.501 |
5.925 |
|
S3 |
5.092 |
5.342 |
5.888 |
|
S4 |
4.683 |
4.933 |
5.775 |
|
|
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 |
6.8% |
0.177 |
2.9% |
83% |
False |
False |
1,798 |
10 |
6.070 |
5.661 |
0.409 |
6.8% |
0.164 |
2.7% |
83% |
False |
False |
2,067 |
20 |
6.070 |
5.445 |
0.625 |
10.4% |
0.155 |
2.6% |
89% |
False |
False |
2,058 |
40 |
6.070 |
4.869 |
1.201 |
20.0% |
0.151 |
2.5% |
94% |
False |
False |
1,593 |
60 |
6.070 |
4.869 |
1.201 |
20.0% |
0.134 |
2.2% |
94% |
False |
False |
1,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.134 |
2.618 |
6.719 |
1.618 |
6.465 |
1.000 |
6.308 |
0.618 |
6.211 |
HIGH |
6.054 |
0.618 |
5.957 |
0.500 |
5.927 |
0.382 |
5.897 |
LOW |
5.800 |
0.618 |
5.643 |
1.000 |
5.546 |
1.618 |
5.389 |
2.618 |
5.135 |
4.250 |
4.721 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.976 |
5.953 |
PP |
5.951 |
5.905 |
S1 |
5.927 |
5.858 |
|