NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.780 |
5.920 |
0.140 |
2.4% |
5.905 |
| High |
5.974 |
6.000 |
0.026 |
0.4% |
5.950 |
| Low |
5.780 |
5.781 |
0.001 |
0.0% |
5.553 |
| Close |
5.924 |
5.844 |
-0.080 |
-1.4% |
5.802 |
| Range |
0.194 |
0.219 |
0.025 |
12.9% |
0.397 |
| ATR |
0.196 |
0.198 |
0.002 |
0.8% |
0.000 |
| Volume |
5,083 |
9,391 |
4,308 |
84.8% |
34,744 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.532 |
6.407 |
5.964 |
|
| R3 |
6.313 |
6.188 |
5.904 |
|
| R2 |
6.094 |
6.094 |
5.884 |
|
| R1 |
5.969 |
5.969 |
5.864 |
5.922 |
| PP |
5.875 |
5.875 |
5.875 |
5.852 |
| S1 |
5.750 |
5.750 |
5.824 |
5.703 |
| S2 |
5.656 |
5.656 |
5.804 |
|
| S3 |
5.437 |
5.531 |
5.784 |
|
| S4 |
5.218 |
5.312 |
5.724 |
|
|
| 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 |
6.000 |
5.553 |
0.447 |
7.6% |
0.200 |
3.4% |
65% |
True |
False |
7,703 |
| 10 |
6.000 |
5.553 |
0.447 |
7.6% |
0.186 |
3.2% |
65% |
True |
False |
6,459 |
| 20 |
6.000 |
4.928 |
1.072 |
18.3% |
0.211 |
3.6% |
85% |
True |
False |
5,779 |
| 40 |
6.000 |
4.775 |
1.225 |
21.0% |
0.160 |
2.7% |
87% |
True |
False |
4,231 |
| 60 |
6.000 |
4.775 |
1.225 |
21.0% |
0.155 |
2.7% |
87% |
True |
False |
3,598 |
| 80 |
6.255 |
4.775 |
1.480 |
25.3% |
0.146 |
2.5% |
72% |
False |
False |
3,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.931 |
|
2.618 |
6.573 |
|
1.618 |
6.354 |
|
1.000 |
6.219 |
|
0.618 |
6.135 |
|
HIGH |
6.000 |
|
0.618 |
5.916 |
|
0.500 |
5.891 |
|
0.382 |
5.865 |
|
LOW |
5.781 |
|
0.618 |
5.646 |
|
1.000 |
5.562 |
|
1.618 |
5.427 |
|
2.618 |
5.208 |
|
4.250 |
4.850 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.891 |
5.822 |
| PP |
5.875 |
5.799 |
| S1 |
5.860 |
5.777 |
|