NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.639 |
5.460 |
-0.179 |
-3.2% |
5.930 |
High |
5.702 |
5.560 |
-0.142 |
-2.5% |
6.200 |
Low |
5.485 |
5.432 |
-0.053 |
-1.0% |
5.797 |
Close |
5.494 |
5.520 |
0.026 |
0.5% |
5.814 |
Range |
0.217 |
0.128 |
-0.089 |
-41.0% |
0.403 |
ATR |
0.179 |
0.175 |
-0.004 |
-2.0% |
0.000 |
Volume |
2,827 |
4,773 |
1,946 |
68.8% |
13,356 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.888 |
5.832 |
5.590 |
|
R3 |
5.760 |
5.704 |
5.555 |
|
R2 |
5.632 |
5.632 |
5.543 |
|
R1 |
5.576 |
5.576 |
5.532 |
5.604 |
PP |
5.504 |
5.504 |
5.504 |
5.518 |
S1 |
5.448 |
5.448 |
5.508 |
5.476 |
S2 |
5.376 |
5.376 |
5.497 |
|
S3 |
5.248 |
5.320 |
5.485 |
|
S4 |
5.120 |
5.192 |
5.450 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.146 |
6.883 |
6.036 |
|
R3 |
6.743 |
6.480 |
5.925 |
|
R2 |
6.340 |
6.340 |
5.888 |
|
R1 |
6.077 |
6.077 |
5.851 |
6.007 |
PP |
5.937 |
5.937 |
5.937 |
5.902 |
S1 |
5.674 |
5.674 |
5.777 |
5.604 |
S2 |
5.534 |
5.534 |
5.740 |
|
S3 |
5.131 |
5.271 |
5.703 |
|
S4 |
4.728 |
4.868 |
5.592 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.003 |
5.432 |
0.571 |
10.3% |
0.169 |
3.1% |
15% |
False |
True |
3,421 |
10 |
6.200 |
5.432 |
0.768 |
13.9% |
0.167 |
3.0% |
11% |
False |
True |
2,923 |
20 |
6.200 |
5.432 |
0.768 |
13.9% |
0.165 |
3.0% |
11% |
False |
True |
2,471 |
40 |
6.200 |
4.869 |
1.331 |
24.1% |
0.168 |
3.0% |
49% |
False |
False |
2,046 |
60 |
6.200 |
4.869 |
1.331 |
24.1% |
0.141 |
2.5% |
49% |
False |
False |
1,608 |
80 |
6.200 |
4.869 |
1.331 |
24.1% |
0.135 |
2.4% |
49% |
False |
False |
1,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.104 |
2.618 |
5.895 |
1.618 |
5.767 |
1.000 |
5.688 |
0.618 |
5.639 |
HIGH |
5.560 |
0.618 |
5.511 |
0.500 |
5.496 |
0.382 |
5.481 |
LOW |
5.432 |
0.618 |
5.353 |
1.000 |
5.304 |
1.618 |
5.225 |
2.618 |
5.097 |
4.250 |
4.888 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.512 |
5.567 |
PP |
5.504 |
5.551 |
S1 |
5.496 |
5.536 |
|