NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
4.890 |
4.977 |
0.087 |
1.8% |
4.735 |
High |
5.045 |
4.990 |
-0.055 |
-1.1% |
5.120 |
Low |
4.808 |
4.754 |
-0.054 |
-1.1% |
4.671 |
Close |
4.963 |
4.770 |
-0.193 |
-3.9% |
4.770 |
Range |
0.237 |
0.236 |
-0.001 |
-0.4% |
0.449 |
ATR |
0.283 |
0.280 |
-0.003 |
-1.2% |
0.000 |
Volume |
155,204 |
145,475 |
-9,729 |
-6.3% |
749,443 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.546 |
5.394 |
4.900 |
|
R3 |
5.310 |
5.158 |
4.835 |
|
R2 |
5.074 |
5.074 |
4.813 |
|
R1 |
4.922 |
4.922 |
4.792 |
4.880 |
PP |
4.838 |
4.838 |
4.838 |
4.817 |
S1 |
4.686 |
4.686 |
4.748 |
4.644 |
S2 |
4.602 |
4.602 |
4.727 |
|
S3 |
4.366 |
4.450 |
4.705 |
|
S4 |
4.130 |
4.214 |
4.640 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.201 |
5.934 |
5.017 |
|
R3 |
5.752 |
5.485 |
4.893 |
|
R2 |
5.303 |
5.303 |
4.852 |
|
R1 |
5.036 |
5.036 |
4.811 |
5.170 |
PP |
4.854 |
4.854 |
4.854 |
4.920 |
S1 |
4.587 |
4.587 |
4.729 |
4.721 |
S2 |
4.405 |
4.405 |
4.688 |
|
S3 |
3.956 |
4.138 |
4.647 |
|
S4 |
3.507 |
3.689 |
4.523 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.120 |
4.671 |
0.449 |
9.4% |
0.290 |
6.1% |
22% |
False |
False |
149,888 |
10 |
5.120 |
4.351 |
0.769 |
16.1% |
0.300 |
6.3% |
54% |
False |
False |
136,425 |
20 |
5.120 |
3.988 |
1.132 |
23.7% |
0.299 |
6.3% |
69% |
False |
False |
110,304 |
40 |
5.120 |
3.491 |
1.629 |
34.2% |
0.251 |
5.3% |
79% |
False |
False |
70,409 |
60 |
5.133 |
3.491 |
1.642 |
34.4% |
0.235 |
4.9% |
78% |
False |
False |
50,877 |
80 |
5.324 |
3.491 |
1.833 |
38.4% |
0.212 |
4.4% |
70% |
False |
False |
39,189 |
100 |
5.515 |
3.491 |
2.024 |
42.4% |
0.213 |
4.5% |
63% |
False |
False |
32,179 |
120 |
5.523 |
3.491 |
2.032 |
42.6% |
0.206 |
4.3% |
63% |
False |
False |
27,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.993 |
2.618 |
5.608 |
1.618 |
5.372 |
1.000 |
5.226 |
0.618 |
5.136 |
HIGH |
4.990 |
0.618 |
4.900 |
0.500 |
4.872 |
0.382 |
4.844 |
LOW |
4.754 |
0.618 |
4.608 |
1.000 |
4.518 |
1.618 |
4.372 |
2.618 |
4.136 |
4.250 |
3.751 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
4.872 |
4.921 |
PP |
4.838 |
4.871 |
S1 |
4.804 |
4.820 |
|