NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.955 |
5.978 |
0.023 |
0.4% |
5.780 |
| High |
6.019 |
6.000 |
-0.019 |
-0.3% |
6.019 |
| Low |
5.880 |
5.830 |
-0.050 |
-0.9% |
5.780 |
| Close |
5.974 |
5.839 |
-0.135 |
-2.3% |
5.839 |
| Range |
0.139 |
0.170 |
0.031 |
22.3% |
0.239 |
| ATR |
0.188 |
0.187 |
-0.001 |
-0.7% |
0.000 |
| Volume |
9,391 |
6,552 |
-2,839 |
-30.2% |
39,808 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.400 |
6.289 |
5.933 |
|
| R3 |
6.230 |
6.119 |
5.886 |
|
| R2 |
6.060 |
6.060 |
5.870 |
|
| R1 |
5.949 |
5.949 |
5.855 |
5.920 |
| PP |
5.890 |
5.890 |
5.890 |
5.875 |
| S1 |
5.779 |
5.779 |
5.823 |
5.750 |
| S2 |
5.720 |
5.720 |
5.808 |
|
| S3 |
5.550 |
5.609 |
5.792 |
|
| S4 |
5.380 |
5.439 |
5.746 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.596 |
6.457 |
5.970 |
|
| R3 |
6.357 |
6.218 |
5.905 |
|
| R2 |
6.118 |
6.118 |
5.883 |
|
| R1 |
5.979 |
5.979 |
5.861 |
6.049 |
| PP |
5.879 |
5.879 |
5.879 |
5.914 |
| S1 |
5.740 |
5.740 |
5.817 |
5.810 |
| S2 |
5.640 |
5.640 |
5.795 |
|
| S3 |
5.401 |
5.501 |
5.773 |
|
| S4 |
5.162 |
5.262 |
5.708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.019 |
5.780 |
0.239 |
4.1% |
0.165 |
2.8% |
25% |
False |
False |
7,961 |
| 10 |
6.019 |
5.553 |
0.466 |
8.0% |
0.181 |
3.1% |
61% |
False |
False |
7,455 |
| 20 |
6.019 |
5.117 |
0.902 |
15.4% |
0.187 |
3.2% |
80% |
False |
False |
6,418 |
| 40 |
6.019 |
4.775 |
1.244 |
21.3% |
0.162 |
2.8% |
86% |
False |
False |
4,754 |
| 60 |
6.019 |
4.775 |
1.244 |
21.3% |
0.153 |
2.6% |
86% |
False |
False |
3,914 |
| 80 |
6.118 |
4.775 |
1.343 |
23.0% |
0.145 |
2.5% |
79% |
False |
False |
3,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.723 |
|
2.618 |
6.445 |
|
1.618 |
6.275 |
|
1.000 |
6.170 |
|
0.618 |
6.105 |
|
HIGH |
6.000 |
|
0.618 |
5.935 |
|
0.500 |
5.915 |
|
0.382 |
5.895 |
|
LOW |
5.830 |
|
0.618 |
5.725 |
|
1.000 |
5.660 |
|
1.618 |
5.555 |
|
2.618 |
5.385 |
|
4.250 |
5.108 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.915 |
5.925 |
| PP |
5.890 |
5.896 |
| S1 |
5.864 |
5.868 |
|