NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.802 |
5.616 |
-0.186 |
-3.2% |
5.905 |
| High |
5.802 |
5.810 |
0.008 |
0.1% |
5.950 |
| Low |
5.622 |
5.553 |
-0.069 |
-1.2% |
5.553 |
| Close |
5.653 |
5.802 |
0.149 |
2.6% |
5.802 |
| Range |
0.180 |
0.257 |
0.077 |
42.8% |
0.397 |
| ATR |
0.192 |
0.196 |
0.005 |
2.4% |
0.000 |
| Volume |
6,455 |
6,949 |
494 |
7.7% |
34,744 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.493 |
6.404 |
5.943 |
|
| R3 |
6.236 |
6.147 |
5.873 |
|
| R2 |
5.979 |
5.979 |
5.849 |
|
| R1 |
5.890 |
5.890 |
5.826 |
5.935 |
| PP |
5.722 |
5.722 |
5.722 |
5.744 |
| S1 |
5.633 |
5.633 |
5.778 |
5.678 |
| S2 |
5.465 |
5.465 |
5.755 |
|
| S3 |
5.208 |
5.376 |
5.731 |
|
| S4 |
4.951 |
5.119 |
5.661 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.959 |
6.778 |
6.020 |
|
| R3 |
6.562 |
6.381 |
5.911 |
|
| R2 |
6.165 |
6.165 |
5.875 |
|
| R1 |
5.984 |
5.984 |
5.838 |
5.876 |
| PP |
5.768 |
5.768 |
5.768 |
5.715 |
| S1 |
5.587 |
5.587 |
5.766 |
5.479 |
| S2 |
5.371 |
5.371 |
5.729 |
|
| S3 |
4.974 |
5.190 |
5.693 |
|
| S4 |
4.577 |
4.793 |
5.584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.950 |
5.553 |
0.397 |
6.8% |
0.198 |
3.4% |
63% |
False |
True |
6,948 |
| 10 |
5.950 |
5.387 |
0.563 |
9.7% |
0.173 |
3.0% |
74% |
False |
False |
6,009 |
| 20 |
5.950 |
4.775 |
1.175 |
20.3% |
0.206 |
3.6% |
87% |
False |
False |
5,539 |
| 40 |
5.950 |
4.775 |
1.175 |
20.3% |
0.155 |
2.7% |
87% |
False |
False |
3,965 |
| 60 |
5.950 |
4.775 |
1.175 |
20.3% |
0.151 |
2.6% |
87% |
False |
False |
3,451 |
| 80 |
6.255 |
4.775 |
1.480 |
25.5% |
0.145 |
2.5% |
69% |
False |
False |
3,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.902 |
|
2.618 |
6.483 |
|
1.618 |
6.226 |
|
1.000 |
6.067 |
|
0.618 |
5.969 |
|
HIGH |
5.810 |
|
0.618 |
5.712 |
|
0.500 |
5.682 |
|
0.382 |
5.651 |
|
LOW |
5.553 |
|
0.618 |
5.394 |
|
1.000 |
5.296 |
|
1.618 |
5.137 |
|
2.618 |
4.880 |
|
4.250 |
4.461 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.762 |
5.784 |
| PP |
5.722 |
5.765 |
| S1 |
5.682 |
5.747 |
|