NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.925 |
5.802 |
-0.123 |
-2.1% |
5.516 |
| High |
5.940 |
5.802 |
-0.138 |
-2.3% |
5.896 |
| Low |
5.792 |
5.622 |
-0.170 |
-2.9% |
5.387 |
| Close |
5.909 |
5.653 |
-0.256 |
-4.3% |
5.879 |
| Range |
0.148 |
0.180 |
0.032 |
21.6% |
0.509 |
| ATR |
0.184 |
0.192 |
0.007 |
4.0% |
0.000 |
| Volume |
10,640 |
6,455 |
-4,185 |
-39.3% |
25,347 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.232 |
6.123 |
5.752 |
|
| R3 |
6.052 |
5.943 |
5.703 |
|
| R2 |
5.872 |
5.872 |
5.686 |
|
| R1 |
5.763 |
5.763 |
5.670 |
5.728 |
| PP |
5.692 |
5.692 |
5.692 |
5.675 |
| S1 |
5.583 |
5.583 |
5.637 |
5.548 |
| S2 |
5.512 |
5.512 |
5.620 |
|
| S3 |
5.332 |
5.403 |
5.604 |
|
| S4 |
5.152 |
5.223 |
5.554 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.248 |
7.072 |
6.159 |
|
| R3 |
6.739 |
6.563 |
6.019 |
|
| R2 |
6.230 |
6.230 |
5.972 |
|
| R1 |
6.054 |
6.054 |
5.926 |
6.142 |
| PP |
5.721 |
5.721 |
5.721 |
5.765 |
| S1 |
5.545 |
5.545 |
5.832 |
5.633 |
| S2 |
5.212 |
5.212 |
5.786 |
|
| S3 |
4.703 |
5.036 |
5.739 |
|
| S4 |
4.194 |
4.527 |
5.599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.950 |
5.622 |
0.328 |
5.8% |
0.177 |
3.1% |
9% |
False |
True |
6,915 |
| 10 |
5.950 |
5.375 |
0.575 |
10.2% |
0.167 |
3.0% |
48% |
False |
False |
5,801 |
| 20 |
5.950 |
4.775 |
1.175 |
20.8% |
0.204 |
3.6% |
75% |
False |
False |
5,466 |
| 40 |
5.950 |
4.775 |
1.175 |
20.8% |
0.155 |
2.7% |
75% |
False |
False |
3,851 |
| 60 |
5.950 |
4.775 |
1.175 |
20.8% |
0.148 |
2.6% |
75% |
False |
False |
3,368 |
| 80 |
6.255 |
4.775 |
1.480 |
26.2% |
0.144 |
2.6% |
59% |
False |
False |
3,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.567 |
|
2.618 |
6.273 |
|
1.618 |
6.093 |
|
1.000 |
5.982 |
|
0.618 |
5.913 |
|
HIGH |
5.802 |
|
0.618 |
5.733 |
|
0.500 |
5.712 |
|
0.382 |
5.691 |
|
LOW |
5.622 |
|
0.618 |
5.511 |
|
1.000 |
5.442 |
|
1.618 |
5.331 |
|
2.618 |
5.151 |
|
4.250 |
4.857 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.712 |
5.786 |
| PP |
5.692 |
5.742 |
| S1 |
5.673 |
5.697 |
|