NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.390 |
5.460 |
0.070 |
1.3% |
5.750 |
| High |
5.501 |
5.612 |
0.111 |
2.0% |
5.750 |
| Low |
5.340 |
5.336 |
-0.004 |
-0.1% |
5.336 |
| Close |
5.454 |
5.417 |
-0.037 |
-0.7% |
5.417 |
| Range |
0.161 |
0.276 |
0.115 |
71.4% |
0.414 |
| ATR |
0.194 |
0.199 |
0.006 |
3.0% |
0.000 |
| Volume |
9,216 |
8,916 |
-300 |
-3.3% |
39,906 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.283 |
6.126 |
5.569 |
|
| R3 |
6.007 |
5.850 |
5.493 |
|
| R2 |
5.731 |
5.731 |
5.468 |
|
| R1 |
5.574 |
5.574 |
5.442 |
5.515 |
| PP |
5.455 |
5.455 |
5.455 |
5.425 |
| S1 |
5.298 |
5.298 |
5.392 |
5.239 |
| S2 |
5.179 |
5.179 |
5.366 |
|
| S3 |
4.903 |
5.022 |
5.341 |
|
| S4 |
4.627 |
4.746 |
5.265 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.743 |
6.494 |
5.645 |
|
| R3 |
6.329 |
6.080 |
5.531 |
|
| R2 |
5.915 |
5.915 |
5.493 |
|
| R1 |
5.666 |
5.666 |
5.455 |
5.584 |
| PP |
5.501 |
5.501 |
5.501 |
5.460 |
| S1 |
5.252 |
5.252 |
5.379 |
5.170 |
| S2 |
5.087 |
5.087 |
5.341 |
|
| S3 |
4.673 |
4.838 |
5.303 |
|
| S4 |
4.259 |
4.424 |
5.189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.750 |
5.336 |
0.414 |
7.6% |
0.200 |
3.7% |
20% |
False |
True |
7,981 |
| 10 |
6.180 |
5.336 |
0.844 |
15.6% |
0.187 |
3.4% |
10% |
False |
True |
8,309 |
| 20 |
6.180 |
5.336 |
0.844 |
15.6% |
0.189 |
3.5% |
10% |
False |
True |
7,907 |
| 40 |
6.180 |
4.775 |
1.405 |
25.9% |
0.198 |
3.7% |
46% |
False |
False |
6,723 |
| 60 |
6.180 |
4.775 |
1.405 |
25.9% |
0.167 |
3.1% |
46% |
False |
False |
5,279 |
| 80 |
6.180 |
4.775 |
1.405 |
25.9% |
0.160 |
3.0% |
46% |
False |
False |
4,565 |
| 100 |
6.255 |
4.775 |
1.480 |
27.3% |
0.154 |
2.8% |
43% |
False |
False |
4,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.785 |
|
2.618 |
6.335 |
|
1.618 |
6.059 |
|
1.000 |
5.888 |
|
0.618 |
5.783 |
|
HIGH |
5.612 |
|
0.618 |
5.507 |
|
0.500 |
5.474 |
|
0.382 |
5.441 |
|
LOW |
5.336 |
|
0.618 |
5.165 |
|
1.000 |
5.060 |
|
1.618 |
4.889 |
|
2.618 |
4.613 |
|
4.250 |
4.163 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.474 |
5.495 |
| PP |
5.455 |
5.469 |
| S1 |
5.436 |
5.443 |
|