NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.906 |
5.915 |
0.009 |
0.2% |
5.567 |
High |
5.912 |
5.925 |
0.013 |
0.2% |
5.912 |
Low |
5.780 |
5.820 |
0.040 |
0.7% |
5.445 |
Close |
5.911 |
5.866 |
-0.045 |
-0.8% |
5.911 |
Range |
0.132 |
0.105 |
-0.027 |
-20.5% |
0.467 |
ATR |
0.163 |
0.159 |
-0.004 |
-2.5% |
0.000 |
Volume |
2,525 |
2,813 |
288 |
11.4% |
8,355 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.185 |
6.131 |
5.924 |
|
R3 |
6.080 |
6.026 |
5.895 |
|
R2 |
5.975 |
5.975 |
5.885 |
|
R1 |
5.921 |
5.921 |
5.876 |
5.896 |
PP |
5.870 |
5.870 |
5.870 |
5.858 |
S1 |
5.816 |
5.816 |
5.856 |
5.791 |
S2 |
5.765 |
5.765 |
5.847 |
|
S3 |
5.660 |
5.711 |
5.837 |
|
S4 |
5.555 |
5.606 |
5.808 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.157 |
7.001 |
6.168 |
|
R3 |
6.690 |
6.534 |
6.039 |
|
R2 |
6.223 |
6.223 |
5.997 |
|
R1 |
6.067 |
6.067 |
5.954 |
6.145 |
PP |
5.756 |
5.756 |
5.756 |
5.795 |
S1 |
5.600 |
5.600 |
5.868 |
5.678 |
S2 |
5.289 |
5.289 |
5.825 |
|
S3 |
4.822 |
5.133 |
5.783 |
|
S4 |
4.355 |
4.666 |
5.654 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.925 |
5.445 |
0.480 |
8.2% |
0.120 |
2.1% |
88% |
True |
False |
1,819 |
10 |
5.925 |
5.302 |
0.623 |
10.6% |
0.154 |
2.6% |
91% |
True |
False |
1,919 |
20 |
5.925 |
4.869 |
1.056 |
18.0% |
0.158 |
2.7% |
94% |
True |
False |
1,429 |
40 |
5.941 |
4.869 |
1.072 |
18.3% |
0.124 |
2.1% |
93% |
False |
False |
1,031 |
60 |
5.941 |
4.869 |
1.072 |
18.3% |
0.121 |
2.1% |
93% |
False |
False |
911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.371 |
2.618 |
6.200 |
1.618 |
6.095 |
1.000 |
6.030 |
0.618 |
5.990 |
HIGH |
5.925 |
0.618 |
5.885 |
0.500 |
5.873 |
0.382 |
5.860 |
LOW |
5.820 |
0.618 |
5.755 |
1.000 |
5.715 |
1.618 |
5.650 |
2.618 |
5.545 |
4.250 |
5.374 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.873 |
5.852 |
PP |
5.870 |
5.837 |
S1 |
5.868 |
5.823 |
|