NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.930 |
6.103 |
0.173 |
2.9% |
5.935 |
High |
6.078 |
6.192 |
0.114 |
1.9% |
6.070 |
Low |
5.926 |
6.103 |
0.177 |
3.0% |
5.661 |
Close |
6.049 |
6.177 |
0.128 |
2.1% |
6.000 |
Range |
0.152 |
0.089 |
-0.063 |
-41.4% |
0.409 |
ATR |
0.180 |
0.178 |
-0.003 |
-1.5% |
0.000 |
Volume |
1,539 |
2,187 |
648 |
42.1% |
8,992 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.424 |
6.390 |
6.226 |
|
R3 |
6.335 |
6.301 |
6.201 |
|
R2 |
6.246 |
6.246 |
6.193 |
|
R1 |
6.212 |
6.212 |
6.185 |
6.229 |
PP |
6.157 |
6.157 |
6.157 |
6.166 |
S1 |
6.123 |
6.123 |
6.169 |
6.140 |
S2 |
6.068 |
6.068 |
6.161 |
|
S3 |
5.979 |
6.034 |
6.153 |
|
S4 |
5.890 |
5.945 |
6.128 |
|
|
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 |
6.192 |
5.661 |
0.531 |
8.6% |
0.170 |
2.8% |
97% |
True |
False |
2,019 |
10 |
6.192 |
5.661 |
0.531 |
8.6% |
0.149 |
2.4% |
97% |
True |
False |
1,970 |
20 |
6.192 |
5.598 |
0.594 |
9.6% |
0.155 |
2.5% |
97% |
True |
False |
2,103 |
40 |
6.192 |
4.869 |
1.323 |
21.4% |
0.153 |
2.5% |
99% |
True |
False |
1,661 |
60 |
6.192 |
4.869 |
1.323 |
21.4% |
0.135 |
2.2% |
99% |
True |
False |
1,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.570 |
2.618 |
6.425 |
1.618 |
6.336 |
1.000 |
6.281 |
0.618 |
6.247 |
HIGH |
6.192 |
0.618 |
6.158 |
0.500 |
6.148 |
0.382 |
6.137 |
LOW |
6.103 |
0.618 |
6.048 |
1.000 |
6.014 |
1.618 |
5.959 |
2.618 |
5.870 |
4.250 |
5.725 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.167 |
6.117 |
PP |
6.157 |
6.056 |
S1 |
6.148 |
5.996 |
|