NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.172 |
5.095 |
-0.077 |
-1.5% |
4.781 |
High |
5.318 |
5.214 |
-0.104 |
-2.0% |
4.972 |
Low |
5.070 |
4.908 |
-0.162 |
-3.2% |
4.355 |
Close |
5.100 |
4.947 |
-0.153 |
-3.0% |
4.781 |
Range |
0.248 |
0.306 |
0.058 |
23.4% |
0.617 |
ATR |
0.292 |
0.293 |
0.001 |
0.3% |
0.000 |
Volume |
151,129 |
145,427 |
-5,702 |
-3.8% |
720,591 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.941 |
5.750 |
5.115 |
|
R3 |
5.635 |
5.444 |
5.031 |
|
R2 |
5.329 |
5.329 |
5.003 |
|
R1 |
5.138 |
5.138 |
4.975 |
5.081 |
PP |
5.023 |
5.023 |
5.023 |
4.994 |
S1 |
4.832 |
4.832 |
4.919 |
4.775 |
S2 |
4.717 |
4.717 |
4.891 |
|
S3 |
4.411 |
4.526 |
4.863 |
|
S4 |
4.105 |
4.220 |
4.779 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.554 |
6.284 |
5.120 |
|
R3 |
5.937 |
5.667 |
4.951 |
|
R2 |
5.320 |
5.320 |
4.894 |
|
R1 |
5.050 |
5.050 |
4.838 |
5.090 |
PP |
4.703 |
4.703 |
4.703 |
4.722 |
S1 |
4.433 |
4.433 |
4.724 |
4.473 |
S2 |
4.086 |
4.086 |
4.668 |
|
S3 |
3.469 |
3.816 |
4.611 |
|
S4 |
2.852 |
3.199 |
4.442 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.318 |
4.437 |
0.881 |
17.8% |
0.316 |
6.4% |
58% |
False |
False |
150,511 |
10 |
5.318 |
4.355 |
0.963 |
19.5% |
0.297 |
6.0% |
61% |
False |
False |
146,906 |
20 |
5.318 |
4.351 |
0.967 |
19.5% |
0.297 |
6.0% |
62% |
False |
False |
138,176 |
40 |
5.318 |
3.491 |
1.827 |
36.9% |
0.290 |
5.9% |
80% |
False |
False |
98,927 |
60 |
5.318 |
3.491 |
1.827 |
36.9% |
0.252 |
5.1% |
80% |
False |
False |
72,064 |
80 |
5.318 |
3.491 |
1.827 |
36.9% |
0.229 |
4.6% |
80% |
False |
False |
55,377 |
100 |
5.515 |
3.491 |
2.024 |
40.9% |
0.220 |
4.5% |
72% |
False |
False |
45,086 |
120 |
5.523 |
3.491 |
2.032 |
41.1% |
0.219 |
4.4% |
72% |
False |
False |
38,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.515 |
2.618 |
6.015 |
1.618 |
5.709 |
1.000 |
5.520 |
0.618 |
5.403 |
HIGH |
5.214 |
0.618 |
5.097 |
0.500 |
5.061 |
0.382 |
5.025 |
LOW |
4.908 |
0.618 |
4.719 |
1.000 |
4.602 |
1.618 |
4.413 |
2.618 |
4.107 |
4.250 |
3.608 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.061 |
5.087 |
PP |
5.023 |
5.040 |
S1 |
4.985 |
4.994 |
|