NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5.928 |
5.911 |
-0.017 |
-0.3% |
5.819 |
| High |
5.928 |
5.911 |
-0.017 |
-0.3% |
6.048 |
| Low |
5.788 |
5.700 |
-0.088 |
-1.5% |
5.813 |
| Close |
5.846 |
5.736 |
-0.110 |
-1.9% |
5.871 |
| Range |
0.140 |
0.211 |
0.071 |
50.7% |
0.235 |
| ATR |
0.174 |
0.177 |
0.003 |
1.5% |
0.000 |
| Volume |
1,207 |
1,700 |
493 |
40.8% |
11,683 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.415 |
6.287 |
5.852 |
|
| R3 |
6.204 |
6.076 |
5.794 |
|
| R2 |
5.993 |
5.993 |
5.775 |
|
| R1 |
5.865 |
5.865 |
5.755 |
5.824 |
| PP |
5.782 |
5.782 |
5.782 |
5.762 |
| S1 |
5.654 |
5.654 |
5.717 |
5.613 |
| S2 |
5.571 |
5.571 |
5.697 |
|
| S3 |
5.360 |
5.443 |
5.678 |
|
| S4 |
5.149 |
5.232 |
5.620 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.616 |
6.478 |
6.000 |
|
| R3 |
6.381 |
6.243 |
5.936 |
|
| R2 |
6.146 |
6.146 |
5.914 |
|
| R1 |
6.008 |
6.008 |
5.893 |
6.077 |
| PP |
5.911 |
5.911 |
5.911 |
5.945 |
| S1 |
5.773 |
5.773 |
5.849 |
5.842 |
| S2 |
5.676 |
5.676 |
5.828 |
|
| S3 |
5.441 |
5.538 |
5.806 |
|
| S4 |
5.206 |
5.303 |
5.742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.070 |
5.700 |
0.370 |
6.5% |
0.150 |
2.6% |
10% |
False |
True |
1,713 |
| 10 |
6.070 |
5.598 |
0.472 |
8.2% |
0.164 |
2.9% |
29% |
False |
False |
2,119 |
| 20 |
6.070 |
5.418 |
0.652 |
11.4% |
0.156 |
2.7% |
49% |
False |
False |
2,063 |
| 40 |
6.070 |
4.869 |
1.201 |
20.9% |
0.145 |
2.5% |
72% |
False |
False |
1,497 |
| 60 |
6.070 |
4.869 |
1.201 |
20.9% |
0.133 |
2.3% |
72% |
False |
False |
1,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.808 |
|
2.618 |
6.463 |
|
1.618 |
6.252 |
|
1.000 |
6.122 |
|
0.618 |
6.041 |
|
HIGH |
5.911 |
|
0.618 |
5.830 |
|
0.500 |
5.806 |
|
0.382 |
5.781 |
|
LOW |
5.700 |
|
0.618 |
5.570 |
|
1.000 |
5.489 |
|
1.618 |
5.359 |
|
2.618 |
5.148 |
|
4.250 |
4.803 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.806 |
5.885 |
| PP |
5.782 |
5.835 |
| S1 |
5.759 |
5.786 |
|