NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.527 |
5.590 |
0.063 |
1.1% |
5.947 |
| High |
5.639 |
5.654 |
0.015 |
0.3% |
6.180 |
| Low |
5.524 |
5.420 |
-0.104 |
-1.9% |
5.761 |
| Close |
5.613 |
5.432 |
-0.181 |
-3.2% |
5.776 |
| Range |
0.115 |
0.234 |
0.119 |
103.5% |
0.419 |
| ATR |
0.193 |
0.196 |
0.003 |
1.5% |
0.000 |
| Volume |
6,976 |
7,799 |
823 |
11.8% |
43,193 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.204 |
6.052 |
5.561 |
|
| R3 |
5.970 |
5.818 |
5.496 |
|
| R2 |
5.736 |
5.736 |
5.475 |
|
| R1 |
5.584 |
5.584 |
5.453 |
5.543 |
| PP |
5.502 |
5.502 |
5.502 |
5.482 |
| S1 |
5.350 |
5.350 |
5.411 |
5.309 |
| S2 |
5.268 |
5.268 |
5.389 |
|
| S3 |
5.034 |
5.116 |
5.368 |
|
| S4 |
4.800 |
4.882 |
5.303 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.163 |
6.888 |
6.006 |
|
| R3 |
6.744 |
6.469 |
5.891 |
|
| R2 |
6.325 |
6.325 |
5.853 |
|
| R1 |
6.050 |
6.050 |
5.814 |
5.978 |
| PP |
5.906 |
5.906 |
5.906 |
5.870 |
| S1 |
5.631 |
5.631 |
5.738 |
5.559 |
| S2 |
5.487 |
5.487 |
5.699 |
|
| S3 |
5.068 |
5.212 |
5.661 |
|
| S4 |
4.649 |
4.793 |
5.546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.055 |
5.420 |
0.635 |
11.7% |
0.197 |
3.6% |
2% |
False |
True |
8,230 |
| 10 |
6.180 |
5.420 |
0.760 |
14.0% |
0.186 |
3.4% |
2% |
False |
True |
7,825 |
| 20 |
6.180 |
5.420 |
0.760 |
14.0% |
0.189 |
3.5% |
2% |
False |
True |
7,671 |
| 40 |
6.180 |
4.775 |
1.405 |
25.9% |
0.195 |
3.6% |
47% |
False |
False |
6,470 |
| 60 |
6.180 |
4.775 |
1.405 |
25.9% |
0.165 |
3.0% |
47% |
False |
False |
5,060 |
| 80 |
6.180 |
4.775 |
1.405 |
25.9% |
0.157 |
2.9% |
47% |
False |
False |
4,440 |
| 100 |
6.255 |
4.775 |
1.480 |
27.2% |
0.152 |
2.8% |
44% |
False |
False |
3,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.649 |
|
2.618 |
6.267 |
|
1.618 |
6.033 |
|
1.000 |
5.888 |
|
0.618 |
5.799 |
|
HIGH |
5.654 |
|
0.618 |
5.565 |
|
0.500 |
5.537 |
|
0.382 |
5.509 |
|
LOW |
5.420 |
|
0.618 |
5.275 |
|
1.000 |
5.186 |
|
1.618 |
5.041 |
|
2.618 |
4.807 |
|
4.250 |
4.426 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.537 |
5.585 |
| PP |
5.502 |
5.534 |
| S1 |
5.467 |
5.483 |
|