NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
6.103 |
6.177 |
0.074 |
1.2% |
5.935 |
High |
6.192 |
6.200 |
0.008 |
0.1% |
6.070 |
Low |
6.103 |
6.066 |
-0.037 |
-0.6% |
5.661 |
Close |
6.177 |
6.073 |
-0.104 |
-1.7% |
6.000 |
Range |
0.089 |
0.134 |
0.045 |
50.6% |
0.409 |
ATR |
0.178 |
0.174 |
-0.003 |
-1.8% |
0.000 |
Volume |
2,187 |
3,272 |
1,085 |
49.6% |
8,992 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.515 |
6.428 |
6.147 |
|
R3 |
6.381 |
6.294 |
6.110 |
|
R2 |
6.247 |
6.247 |
6.098 |
|
R1 |
6.160 |
6.160 |
6.085 |
6.137 |
PP |
6.113 |
6.113 |
6.113 |
6.101 |
S1 |
6.026 |
6.026 |
6.061 |
6.003 |
S2 |
5.979 |
5.979 |
6.048 |
|
S3 |
5.845 |
5.892 |
6.036 |
|
S4 |
5.711 |
5.758 |
5.999 |
|
|
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 |
6.200 |
5.661 |
0.539 |
8.9% |
0.155 |
2.5% |
76% |
True |
False |
2,333 |
10 |
6.200 |
5.661 |
0.539 |
8.9% |
0.152 |
2.5% |
76% |
True |
False |
2,023 |
20 |
6.200 |
5.598 |
0.602 |
9.9% |
0.157 |
2.6% |
79% |
True |
False |
2,229 |
40 |
6.200 |
4.869 |
1.331 |
21.9% |
0.155 |
2.5% |
90% |
True |
False |
1,735 |
60 |
6.200 |
4.869 |
1.331 |
21.9% |
0.136 |
2.2% |
90% |
True |
False |
1,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.770 |
2.618 |
6.551 |
1.618 |
6.417 |
1.000 |
6.334 |
0.618 |
6.283 |
HIGH |
6.200 |
0.618 |
6.149 |
0.500 |
6.133 |
0.382 |
6.117 |
LOW |
6.066 |
0.618 |
5.983 |
1.000 |
5.932 |
1.618 |
5.849 |
2.618 |
5.715 |
4.250 |
5.497 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
6.133 |
6.070 |
PP |
6.113 |
6.066 |
S1 |
6.093 |
6.063 |
|