NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.841 |
5.625 |
-0.216 |
-3.7% |
5.780 |
| High |
5.847 |
5.759 |
-0.088 |
-1.5% |
6.019 |
| Low |
5.644 |
5.608 |
-0.036 |
-0.6% |
5.780 |
| Close |
5.682 |
5.717 |
0.035 |
0.6% |
5.839 |
| Range |
0.203 |
0.151 |
-0.052 |
-25.6% |
0.239 |
| ATR |
0.198 |
0.195 |
-0.003 |
-1.7% |
0.000 |
| Volume |
8,532 |
7,040 |
-1,492 |
-17.5% |
39,808 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.148 |
6.083 |
5.800 |
|
| R3 |
5.997 |
5.932 |
5.759 |
|
| R2 |
5.846 |
5.846 |
5.745 |
|
| R1 |
5.781 |
5.781 |
5.731 |
5.814 |
| PP |
5.695 |
5.695 |
5.695 |
5.711 |
| S1 |
5.630 |
5.630 |
5.703 |
5.663 |
| S2 |
5.544 |
5.544 |
5.689 |
|
| S3 |
5.393 |
5.479 |
5.675 |
|
| S4 |
5.242 |
5.328 |
5.634 |
|
|
| 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 |
5.608 |
0.477 |
8.3% |
0.197 |
3.4% |
23% |
False |
True |
7,111 |
| 10 |
6.085 |
5.553 |
0.532 |
9.3% |
0.190 |
3.3% |
31% |
False |
False |
7,576 |
| 20 |
6.085 |
5.375 |
0.710 |
12.4% |
0.179 |
3.1% |
48% |
False |
False |
6,689 |
| 40 |
6.085 |
4.775 |
1.310 |
22.9% |
0.175 |
3.1% |
72% |
False |
False |
5,240 |
| 60 |
6.085 |
4.775 |
1.310 |
22.9% |
0.157 |
2.8% |
72% |
False |
False |
4,241 |
| 80 |
6.085 |
4.775 |
1.310 |
22.9% |
0.148 |
2.6% |
72% |
False |
False |
3,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.401 |
|
2.618 |
6.154 |
|
1.618 |
6.003 |
|
1.000 |
5.910 |
|
0.618 |
5.852 |
|
HIGH |
5.759 |
|
0.618 |
5.701 |
|
0.500 |
5.684 |
|
0.382 |
5.666 |
|
LOW |
5.608 |
|
0.618 |
5.515 |
|
1.000 |
5.457 |
|
1.618 |
5.364 |
|
2.618 |
5.213 |
|
4.250 |
4.966 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.706 |
5.847 |
| PP |
5.695 |
5.803 |
| S1 |
5.684 |
5.760 |
|