NYMEX Natural Gas Future November 2009
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 |
4.990 |
4.919 |
-0.071 |
-1.4% |
4.944 |
High |
5.120 |
5.088 |
-0.032 |
-0.6% |
4.975 |
Low |
4.801 |
4.831 |
0.030 |
0.6% |
4.351 |
Close |
4.880 |
4.904 |
0.024 |
0.5% |
4.718 |
Range |
0.319 |
0.257 |
-0.062 |
-19.4% |
0.624 |
ATR |
0.289 |
0.287 |
-0.002 |
-0.8% |
0.000 |
Volume |
155,204 |
155,204 |
0 |
0.0% |
614,810 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.712 |
5.565 |
5.045 |
|
R3 |
5.455 |
5.308 |
4.975 |
|
R2 |
5.198 |
5.198 |
4.951 |
|
R1 |
5.051 |
5.051 |
4.928 |
4.996 |
PP |
4.941 |
4.941 |
4.941 |
4.914 |
S1 |
4.794 |
4.794 |
4.880 |
4.739 |
S2 |
4.684 |
4.684 |
4.857 |
|
S3 |
4.427 |
4.537 |
4.833 |
|
S4 |
4.170 |
4.280 |
4.763 |
|
|
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 |
5.120 |
4.351 |
0.769 |
15.7% |
0.348 |
7.1% |
72% |
False |
False |
144,034 |
10 |
5.120 |
4.351 |
0.769 |
15.7% |
0.299 |
6.1% |
72% |
False |
False |
121,972 |
20 |
5.120 |
3.792 |
1.328 |
27.1% |
0.325 |
6.6% |
84% |
False |
False |
100,649 |
40 |
5.120 |
3.491 |
1.629 |
33.2% |
0.247 |
5.0% |
87% |
False |
False |
64,449 |
60 |
5.133 |
3.491 |
1.642 |
33.5% |
0.237 |
4.8% |
86% |
False |
False |
46,057 |
80 |
5.445 |
3.491 |
1.954 |
39.8% |
0.211 |
4.3% |
72% |
False |
False |
35,603 |
100 |
5.515 |
3.491 |
2.024 |
41.3% |
0.212 |
4.3% |
70% |
False |
False |
29,219 |
120 |
5.523 |
3.491 |
2.032 |
41.4% |
0.203 |
4.1% |
70% |
False |
False |
24,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.180 |
2.618 |
5.761 |
1.618 |
5.504 |
1.000 |
5.345 |
0.618 |
5.247 |
HIGH |
5.088 |
0.618 |
4.990 |
0.500 |
4.960 |
0.382 |
4.929 |
LOW |
4.831 |
0.618 |
4.672 |
1.000 |
4.574 |
1.618 |
4.415 |
2.618 |
4.158 |
4.250 |
3.739 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
4.960 |
4.901 |
PP |
4.941 |
4.898 |
S1 |
4.923 |
4.896 |
|