NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.020 |
5.935 |
-0.085 |
-1.4% |
5.915 |
| High |
6.030 |
5.985 |
-0.045 |
-0.7% |
5.976 |
| Low |
5.813 |
5.885 |
0.072 |
1.2% |
5.598 |
| Close |
5.874 |
5.947 |
0.073 |
1.2% |
5.840 |
| Range |
0.217 |
0.100 |
-0.117 |
-53.9% |
0.378 |
| ATR |
0.177 |
0.173 |
-0.005 |
-2.7% |
0.000 |
| Volume |
2,745 |
2,745 |
0 |
0.0% |
12,148 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.239 |
6.193 |
6.002 |
|
| R3 |
6.139 |
6.093 |
5.975 |
|
| R2 |
6.039 |
6.039 |
5.965 |
|
| R1 |
5.993 |
5.993 |
5.956 |
6.016 |
| PP |
5.939 |
5.939 |
5.939 |
5.951 |
| S1 |
5.893 |
5.893 |
5.938 |
5.916 |
| S2 |
5.839 |
5.839 |
5.929 |
|
| S3 |
5.739 |
5.793 |
5.920 |
|
| S4 |
5.639 |
5.693 |
5.892 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.939 |
6.767 |
6.048 |
|
| R3 |
6.561 |
6.389 |
5.944 |
|
| R2 |
6.183 |
6.183 |
5.909 |
|
| R1 |
6.011 |
6.011 |
5.875 |
5.908 |
| PP |
5.805 |
5.805 |
5.805 |
5.753 |
| S1 |
5.633 |
5.633 |
5.805 |
5.530 |
| S2 |
5.427 |
5.427 |
5.771 |
|
| S3 |
5.049 |
5.255 |
5.736 |
|
| S4 |
4.671 |
4.877 |
5.632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.030 |
5.598 |
0.432 |
7.3% |
0.178 |
3.0% |
81% |
False |
False |
2,524 |
| 10 |
6.030 |
5.598 |
0.432 |
7.3% |
0.161 |
2.7% |
81% |
False |
False |
2,435 |
| 20 |
6.030 |
5.005 |
1.025 |
17.2% |
0.184 |
3.1% |
92% |
False |
False |
1,937 |
| 40 |
6.030 |
4.869 |
1.161 |
19.5% |
0.134 |
2.3% |
93% |
False |
False |
1,361 |
| 60 |
6.030 |
4.869 |
1.161 |
19.5% |
0.132 |
2.2% |
93% |
False |
False |
1,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.410 |
|
2.618 |
6.247 |
|
1.618 |
6.147 |
|
1.000 |
6.085 |
|
0.618 |
6.047 |
|
HIGH |
5.985 |
|
0.618 |
5.947 |
|
0.500 |
5.935 |
|
0.382 |
5.923 |
|
LOW |
5.885 |
|
0.618 |
5.823 |
|
1.000 |
5.785 |
|
1.618 |
5.723 |
|
2.618 |
5.623 |
|
4.250 |
5.460 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.943 |
5.939 |
| PP |
5.939 |
5.930 |
| S1 |
5.935 |
5.922 |
|