NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
6.001 |
5.770 |
-0.231 |
-3.8% |
5.930 |
| High |
6.003 |
5.785 |
-0.218 |
-3.6% |
6.200 |
| Low |
5.797 |
5.591 |
-0.206 |
-3.6% |
5.797 |
| Close |
5.814 |
5.606 |
-0.208 |
-3.6% |
5.814 |
| Range |
0.206 |
0.194 |
-0.012 |
-5.8% |
0.403 |
| ATR |
0.178 |
0.181 |
0.003 |
1.8% |
0.000 |
| Volume |
3,492 |
3,493 |
1 |
0.0% |
13,356 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.243 |
6.118 |
5.713 |
|
| R3 |
6.049 |
5.924 |
5.659 |
|
| R2 |
5.855 |
5.855 |
5.642 |
|
| R1 |
5.730 |
5.730 |
5.624 |
5.696 |
| PP |
5.661 |
5.661 |
5.661 |
5.643 |
| S1 |
5.536 |
5.536 |
5.588 |
5.502 |
| S2 |
5.467 |
5.467 |
5.570 |
|
| S3 |
5.273 |
5.342 |
5.553 |
|
| S4 |
5.079 |
5.148 |
5.499 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.146 |
6.883 |
6.036 |
|
| R3 |
6.743 |
6.480 |
5.925 |
|
| R2 |
6.340 |
6.340 |
5.888 |
|
| R1 |
6.077 |
6.077 |
5.851 |
6.007 |
| PP |
5.937 |
5.937 |
5.937 |
5.902 |
| S1 |
5.674 |
5.674 |
5.777 |
5.604 |
| S2 |
5.534 |
5.534 |
5.740 |
|
| S3 |
5.131 |
5.271 |
5.703 |
|
| S4 |
4.728 |
4.868 |
5.592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.200 |
5.591 |
0.609 |
10.9% |
0.164 |
2.9% |
2% |
False |
True |
3,062 |
| 10 |
6.200 |
5.591 |
0.609 |
10.9% |
0.172 |
3.1% |
2% |
False |
True |
2,442 |
| 20 |
6.200 |
5.591 |
0.609 |
10.9% |
0.168 |
3.0% |
2% |
False |
True |
2,342 |
| 40 |
6.200 |
4.869 |
1.331 |
23.7% |
0.163 |
2.9% |
55% |
False |
False |
1,886 |
| 60 |
6.200 |
4.869 |
1.331 |
23.7% |
0.139 |
2.5% |
55% |
False |
False |
1,468 |
| 80 |
6.200 |
4.869 |
1.331 |
23.7% |
0.132 |
2.4% |
55% |
False |
False |
1,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.610 |
|
2.618 |
6.293 |
|
1.618 |
6.099 |
|
1.000 |
5.979 |
|
0.618 |
5.905 |
|
HIGH |
5.785 |
|
0.618 |
5.711 |
|
0.500 |
5.688 |
|
0.382 |
5.665 |
|
LOW |
5.591 |
|
0.618 |
5.471 |
|
1.000 |
5.397 |
|
1.618 |
5.277 |
|
2.618 |
5.083 |
|
4.250 |
4.767 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.688 |
5.856 |
| PP |
5.661 |
5.772 |
| S1 |
5.633 |
5.689 |
|