NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
4.825 |
4.450 |
-0.375 |
-7.8% |
4.944 |
High |
4.825 |
4.728 |
-0.097 |
-2.0% |
4.975 |
Low |
4.439 |
4.351 |
-0.088 |
-2.0% |
4.351 |
Close |
4.466 |
4.718 |
0.252 |
5.6% |
4.718 |
Range |
0.386 |
0.377 |
-0.009 |
-2.3% |
0.624 |
ATR |
0.270 |
0.278 |
0.008 |
2.8% |
0.000 |
Volume |
107,678 |
163,731 |
56,053 |
52.1% |
614,810 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.730 |
5.601 |
4.925 |
|
R3 |
5.353 |
5.224 |
4.822 |
|
R2 |
4.976 |
4.976 |
4.787 |
|
R1 |
4.847 |
4.847 |
4.753 |
4.912 |
PP |
4.599 |
4.599 |
4.599 |
4.631 |
S1 |
4.470 |
4.470 |
4.683 |
4.535 |
S2 |
4.222 |
4.222 |
4.649 |
|
S3 |
3.845 |
4.093 |
4.614 |
|
S4 |
3.468 |
3.716 |
4.511 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.553 |
6.260 |
5.061 |
|
R3 |
5.929 |
5.636 |
4.890 |
|
R2 |
5.305 |
5.305 |
4.832 |
|
R1 |
5.012 |
5.012 |
4.775 |
4.847 |
PP |
4.681 |
4.681 |
4.681 |
4.599 |
S1 |
4.388 |
4.388 |
4.661 |
4.223 |
S2 |
4.057 |
4.057 |
4.604 |
|
S3 |
3.433 |
3.764 |
4.546 |
|
S4 |
2.809 |
3.140 |
4.375 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.975 |
4.351 |
0.624 |
13.2% |
0.309 |
6.6% |
59% |
False |
True |
122,962 |
10 |
4.990 |
4.351 |
0.639 |
13.5% |
0.272 |
5.8% |
57% |
False |
True |
95,579 |
20 |
4.990 |
3.491 |
1.499 |
31.8% |
0.314 |
6.7% |
82% |
False |
False |
85,354 |
40 |
4.990 |
3.491 |
1.499 |
31.8% |
0.234 |
5.0% |
82% |
False |
False |
54,777 |
60 |
5.133 |
3.491 |
1.642 |
34.8% |
0.224 |
4.8% |
75% |
False |
False |
38,826 |
80 |
5.515 |
3.491 |
2.024 |
42.9% |
0.208 |
4.4% |
61% |
False |
False |
30,185 |
100 |
5.515 |
3.491 |
2.024 |
42.9% |
0.208 |
4.4% |
61% |
False |
False |
24,839 |
120 |
5.523 |
3.491 |
2.032 |
43.1% |
0.198 |
4.2% |
60% |
False |
False |
21,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.330 |
2.618 |
5.715 |
1.618 |
5.338 |
1.000 |
5.105 |
0.618 |
4.961 |
HIGH |
4.728 |
0.618 |
4.584 |
0.500 |
4.540 |
0.382 |
4.495 |
LOW |
4.351 |
0.618 |
4.118 |
1.000 |
3.974 |
1.618 |
3.741 |
2.618 |
3.364 |
4.250 |
2.749 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
4.659 |
4.691 |
PP |
4.599 |
4.663 |
S1 |
4.540 |
4.636 |
|