NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.979 |
6.028 |
0.049 |
0.8% |
5.780 |
| High |
6.037 |
6.085 |
0.048 |
0.8% |
6.019 |
| Low |
5.910 |
5.750 |
-0.160 |
-2.7% |
5.780 |
| Close |
5.989 |
5.803 |
-0.186 |
-3.1% |
5.839 |
| Range |
0.127 |
0.335 |
0.208 |
163.8% |
0.239 |
| ATR |
0.187 |
0.198 |
0.011 |
5.6% |
0.000 |
| Volume |
5,497 |
7,936 |
2,439 |
44.4% |
39,808 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.884 |
6.679 |
5.987 |
|
| R3 |
6.549 |
6.344 |
5.895 |
|
| R2 |
6.214 |
6.214 |
5.864 |
|
| R1 |
6.009 |
6.009 |
5.834 |
5.944 |
| PP |
5.879 |
5.879 |
5.879 |
5.847 |
| S1 |
5.674 |
5.674 |
5.772 |
5.609 |
| S2 |
5.544 |
5.544 |
5.742 |
|
| S3 |
5.209 |
5.339 |
5.711 |
|
| S4 |
4.874 |
5.004 |
5.619 |
|
|
| 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 |
6.085 |
5.750 |
0.335 |
5.8% |
0.175 |
3.0% |
16% |
True |
True |
7,753 |
| 10 |
6.085 |
5.553 |
0.532 |
9.2% |
0.187 |
3.2% |
47% |
True |
False |
7,728 |
| 20 |
6.085 |
5.317 |
0.768 |
13.2% |
0.188 |
3.2% |
63% |
True |
False |
6,444 |
| 40 |
6.085 |
4.775 |
1.310 |
22.6% |
0.171 |
2.9% |
78% |
True |
False |
4,953 |
| 60 |
6.085 |
4.775 |
1.310 |
22.6% |
0.156 |
2.7% |
78% |
True |
False |
4,042 |
| 80 |
6.085 |
4.775 |
1.310 |
22.6% |
0.145 |
2.5% |
78% |
True |
False |
3,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.509 |
|
2.618 |
6.962 |
|
1.618 |
6.627 |
|
1.000 |
6.420 |
|
0.618 |
6.292 |
|
HIGH |
6.085 |
|
0.618 |
5.957 |
|
0.500 |
5.918 |
|
0.382 |
5.878 |
|
LOW |
5.750 |
|
0.618 |
5.543 |
|
1.000 |
5.415 |
|
1.618 |
5.208 |
|
2.618 |
4.873 |
|
4.250 |
4.326 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.918 |
5.918 |
| PP |
5.879 |
5.879 |
| S1 |
5.841 |
5.841 |
|