NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.180 |
6.014 |
-0.166 |
-2.7% |
5.979 |
| High |
6.180 |
6.055 |
-0.125 |
-2.0% |
6.085 |
| Low |
6.020 |
5.845 |
-0.175 |
-2.9% |
5.608 |
| Close |
6.037 |
5.872 |
-0.165 |
-2.7% |
5.955 |
| Range |
0.160 |
0.210 |
0.050 |
31.3% |
0.477 |
| ATR |
0.194 |
0.195 |
0.001 |
0.6% |
0.000 |
| Volume |
9,336 |
11,055 |
1,719 |
18.4% |
35,249 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.554 |
6.423 |
5.988 |
|
| R3 |
6.344 |
6.213 |
5.930 |
|
| R2 |
6.134 |
6.134 |
5.911 |
|
| R1 |
6.003 |
6.003 |
5.891 |
5.964 |
| PP |
5.924 |
5.924 |
5.924 |
5.904 |
| S1 |
5.793 |
5.793 |
5.853 |
5.754 |
| S2 |
5.714 |
5.714 |
5.834 |
|
| S3 |
5.504 |
5.583 |
5.814 |
|
| S4 |
5.294 |
5.373 |
5.757 |
|
|
| 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 |
6.180 |
5.739 |
0.441 |
7.5% |
0.187 |
3.2% |
30% |
False |
False |
8,223 |
| 10 |
6.180 |
5.608 |
0.572 |
9.7% |
0.192 |
3.3% |
46% |
False |
False |
7,667 |
| 20 |
6.180 |
5.553 |
0.627 |
10.7% |
0.186 |
3.2% |
51% |
False |
False |
7,572 |
| 40 |
6.180 |
4.775 |
1.405 |
23.9% |
0.187 |
3.2% |
78% |
False |
False |
6,010 |
| 60 |
6.180 |
4.775 |
1.405 |
23.9% |
0.162 |
2.8% |
78% |
False |
False |
4,716 |
| 80 |
6.180 |
4.775 |
1.405 |
23.9% |
0.153 |
2.6% |
78% |
False |
False |
4,173 |
| 100 |
6.255 |
4.775 |
1.480 |
25.2% |
0.151 |
2.6% |
74% |
False |
False |
3,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.948 |
|
2.618 |
6.605 |
|
1.618 |
6.395 |
|
1.000 |
6.265 |
|
0.618 |
6.185 |
|
HIGH |
6.055 |
|
0.618 |
5.975 |
|
0.500 |
5.950 |
|
0.382 |
5.925 |
|
LOW |
5.845 |
|
0.618 |
5.715 |
|
1.000 |
5.635 |
|
1.618 |
5.505 |
|
2.618 |
5.295 |
|
4.250 |
4.953 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.950 |
6.013 |
| PP |
5.924 |
5.966 |
| S1 |
5.898 |
5.919 |
|