NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.177 |
6.045 |
-0.132 |
-2.1% |
5.935 |
| High |
6.200 |
6.120 |
-0.080 |
-1.3% |
6.070 |
| Low |
6.066 |
5.925 |
-0.141 |
-2.3% |
5.661 |
| Close |
6.073 |
5.909 |
-0.164 |
-2.7% |
6.000 |
| Range |
0.134 |
0.195 |
0.061 |
45.5% |
0.409 |
| ATR |
0.174 |
0.176 |
0.001 |
0.8% |
0.000 |
| Volume |
3,272 |
2,866 |
-406 |
-12.4% |
8,992 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.570 |
6.434 |
6.016 |
|
| R3 |
6.375 |
6.239 |
5.963 |
|
| R2 |
6.180 |
6.180 |
5.945 |
|
| R1 |
6.044 |
6.044 |
5.927 |
6.015 |
| PP |
5.985 |
5.985 |
5.985 |
5.970 |
| S1 |
5.849 |
5.849 |
5.891 |
5.820 |
| S2 |
5.790 |
5.790 |
5.873 |
|
| S3 |
5.595 |
5.654 |
5.855 |
|
| S4 |
5.400 |
5.459 |
5.802 |
|
|
| 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 |
5.800 |
0.400 |
6.8% |
0.165 |
2.8% |
27% |
False |
False |
2,426 |
| 10 |
6.200 |
5.661 |
0.539 |
9.1% |
0.158 |
2.7% |
46% |
False |
False |
2,035 |
| 20 |
6.200 |
5.598 |
0.602 |
10.2% |
0.160 |
2.7% |
52% |
False |
False |
2,260 |
| 40 |
6.200 |
4.869 |
1.331 |
22.5% |
0.159 |
2.7% |
78% |
False |
False |
1,794 |
| 60 |
6.200 |
4.869 |
1.331 |
22.5% |
0.137 |
2.3% |
78% |
False |
False |
1,362 |
| 80 |
6.200 |
4.869 |
1.331 |
22.5% |
0.130 |
2.2% |
78% |
False |
False |
1,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.949 |
|
2.618 |
6.631 |
|
1.618 |
6.436 |
|
1.000 |
6.315 |
|
0.618 |
6.241 |
|
HIGH |
6.120 |
|
0.618 |
6.046 |
|
0.500 |
6.023 |
|
0.382 |
5.999 |
|
LOW |
5.925 |
|
0.618 |
5.804 |
|
1.000 |
5.730 |
|
1.618 |
5.609 |
|
2.618 |
5.414 |
|
4.250 |
5.096 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6.023 |
6.063 |
| PP |
5.985 |
6.011 |
| S1 |
5.947 |
5.960 |
|