NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.978 |
5.979 |
0.001 |
0.0% |
5.780 |
| High |
6.000 |
6.037 |
0.037 |
0.6% |
6.019 |
| Low |
5.830 |
5.910 |
0.080 |
1.4% |
5.780 |
| Close |
5.839 |
5.989 |
0.150 |
2.6% |
5.839 |
| Range |
0.170 |
0.127 |
-0.043 |
-25.3% |
0.239 |
| ATR |
0.187 |
0.187 |
0.001 |
0.4% |
0.000 |
| Volume |
6,552 |
5,497 |
-1,055 |
-16.1% |
39,808 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.360 |
6.301 |
6.059 |
|
| R3 |
6.233 |
6.174 |
6.024 |
|
| R2 |
6.106 |
6.106 |
6.012 |
|
| R1 |
6.047 |
6.047 |
6.001 |
6.077 |
| PP |
5.979 |
5.979 |
5.979 |
5.993 |
| S1 |
5.920 |
5.920 |
5.977 |
5.950 |
| S2 |
5.852 |
5.852 |
5.966 |
|
| S3 |
5.725 |
5.793 |
5.954 |
|
| S4 |
5.598 |
5.666 |
5.919 |
|
|
| 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 |
6.037 |
5.781 |
0.256 |
4.3% |
0.152 |
2.5% |
81% |
True |
False |
8,044 |
| 10 |
6.037 |
5.553 |
0.484 |
8.1% |
0.181 |
3.0% |
90% |
True |
False |
7,476 |
| 20 |
6.037 |
5.244 |
0.793 |
13.2% |
0.180 |
3.0% |
94% |
True |
False |
6,367 |
| 40 |
6.037 |
4.775 |
1.262 |
21.1% |
0.164 |
2.7% |
96% |
True |
False |
4,821 |
| 60 |
6.037 |
4.775 |
1.262 |
21.1% |
0.152 |
2.5% |
96% |
True |
False |
3,956 |
| 80 |
6.037 |
4.775 |
1.262 |
21.1% |
0.144 |
2.4% |
96% |
True |
False |
3,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.577 |
|
2.618 |
6.369 |
|
1.618 |
6.242 |
|
1.000 |
6.164 |
|
0.618 |
6.115 |
|
HIGH |
6.037 |
|
0.618 |
5.988 |
|
0.500 |
5.974 |
|
0.382 |
5.959 |
|
LOW |
5.910 |
|
0.618 |
5.832 |
|
1.000 |
5.783 |
|
1.618 |
5.705 |
|
2.618 |
5.578 |
|
4.250 |
5.370 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.984 |
5.971 |
| PP |
5.979 |
5.952 |
| S1 |
5.974 |
5.934 |
|