NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.739 |
5.947 |
0.208 |
3.6% |
5.979 |
| High |
6.018 |
6.041 |
0.023 |
0.4% |
6.085 |
| Low |
5.739 |
5.872 |
0.133 |
2.3% |
5.608 |
| Close |
5.955 |
6.009 |
0.054 |
0.9% |
5.955 |
| Range |
0.279 |
0.169 |
-0.110 |
-39.4% |
0.477 |
| ATR |
0.202 |
0.200 |
-0.002 |
-1.2% |
0.000 |
| Volume |
6,244 |
8,064 |
1,820 |
29.1% |
35,249 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.481 |
6.414 |
6.102 |
|
| R3 |
6.312 |
6.245 |
6.055 |
|
| R2 |
6.143 |
6.143 |
6.040 |
|
| R1 |
6.076 |
6.076 |
6.024 |
6.110 |
| PP |
5.974 |
5.974 |
5.974 |
5.991 |
| S1 |
5.907 |
5.907 |
5.994 |
5.941 |
| S2 |
5.805 |
5.805 |
5.978 |
|
| S3 |
5.636 |
5.738 |
5.963 |
|
| S4 |
5.467 |
5.569 |
5.916 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.314 |
7.111 |
6.217 |
|
| R3 |
6.837 |
6.634 |
6.086 |
|
| R2 |
6.360 |
6.360 |
6.042 |
|
| R1 |
6.157 |
6.157 |
5.999 |
6.020 |
| PP |
5.883 |
5.883 |
5.883 |
5.814 |
| S1 |
5.680 |
5.680 |
5.911 |
5.543 |
| S2 |
5.406 |
5.406 |
5.868 |
|
| S3 |
4.929 |
5.203 |
5.824 |
|
| S4 |
4.452 |
4.726 |
5.693 |
|
|
| 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 |
7.9% |
0.227 |
3.8% |
84% |
False |
False |
7,563 |
| 10 |
6.085 |
5.608 |
0.477 |
7.9% |
0.190 |
3.2% |
84% |
False |
False |
7,803 |
| 20 |
6.085 |
5.387 |
0.698 |
11.6% |
0.184 |
3.1% |
89% |
False |
False |
6,924 |
| 40 |
6.085 |
4.775 |
1.310 |
21.8% |
0.182 |
3.0% |
94% |
False |
False |
5,499 |
| 60 |
6.085 |
4.775 |
1.310 |
21.8% |
0.159 |
2.7% |
94% |
False |
False |
4,350 |
| 80 |
6.085 |
4.775 |
1.310 |
21.8% |
0.150 |
2.5% |
94% |
False |
False |
3,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.759 |
|
2.618 |
6.483 |
|
1.618 |
6.314 |
|
1.000 |
6.210 |
|
0.618 |
6.145 |
|
HIGH |
6.041 |
|
0.618 |
5.976 |
|
0.500 |
5.957 |
|
0.382 |
5.937 |
|
LOW |
5.872 |
|
0.618 |
5.768 |
|
1.000 |
5.703 |
|
1.618 |
5.599 |
|
2.618 |
5.430 |
|
4.250 |
5.154 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.992 |
5.948 |
| PP |
5.974 |
5.886 |
| S1 |
5.957 |
5.825 |
|