NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.800 |
5.930 |
0.130 |
2.2% |
5.935 |
High |
6.054 |
6.078 |
0.024 |
0.4% |
6.070 |
Low |
5.800 |
5.926 |
0.126 |
2.2% |
5.661 |
Close |
6.000 |
6.049 |
0.049 |
0.8% |
6.000 |
Range |
0.254 |
0.152 |
-0.102 |
-40.2% |
0.409 |
ATR |
0.182 |
0.180 |
-0.002 |
-1.2% |
0.000 |
Volume |
2,266 |
1,539 |
-727 |
-32.1% |
8,992 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.474 |
6.413 |
6.133 |
|
R3 |
6.322 |
6.261 |
6.091 |
|
R2 |
6.170 |
6.170 |
6.077 |
|
R1 |
6.109 |
6.109 |
6.063 |
6.140 |
PP |
6.018 |
6.018 |
6.018 |
6.033 |
S1 |
5.957 |
5.957 |
6.035 |
5.988 |
S2 |
5.866 |
5.866 |
6.021 |
|
S3 |
5.714 |
5.805 |
6.007 |
|
S4 |
5.562 |
5.653 |
5.965 |
|
|
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 |
6.078 |
5.661 |
0.417 |
6.9% |
0.180 |
3.0% |
93% |
True |
False |
1,823 |
10 |
6.078 |
5.661 |
0.417 |
6.9% |
0.162 |
2.7% |
93% |
True |
False |
2,026 |
20 |
6.078 |
5.445 |
0.633 |
10.5% |
0.157 |
2.6% |
95% |
True |
False |
2,032 |
40 |
6.078 |
4.869 |
1.209 |
20.0% |
0.154 |
2.5% |
98% |
True |
False |
1,622 |
60 |
6.078 |
4.869 |
1.209 |
20.0% |
0.135 |
2.2% |
98% |
True |
False |
1,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.724 |
2.618 |
6.476 |
1.618 |
6.324 |
1.000 |
6.230 |
0.618 |
6.172 |
HIGH |
6.078 |
0.618 |
6.020 |
0.500 |
6.002 |
0.382 |
5.984 |
LOW |
5.926 |
0.618 |
5.832 |
1.000 |
5.774 |
1.618 |
5.680 |
2.618 |
5.528 |
4.250 |
5.280 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.033 |
5.989 |
PP |
6.018 |
5.929 |
S1 |
6.002 |
5.870 |
|