NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5.340 |
5.066 |
-0.274 |
-5.1% |
5.739 |
High |
5.352 |
5.129 |
-0.223 |
-4.2% |
5.989 |
Low |
5.052 |
4.941 |
-0.111 |
-2.2% |
5.473 |
Close |
5.066 |
5.062 |
-0.004 |
-0.1% |
5.484 |
Range |
0.300 |
0.188 |
-0.112 |
-37.3% |
0.516 |
ATR |
0.256 |
0.251 |
-0.005 |
-1.9% |
0.000 |
Volume |
70,368 |
111,265 |
40,897 |
58.1% |
413,334 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.608 |
5.523 |
5.165 |
|
R3 |
5.420 |
5.335 |
5.114 |
|
R2 |
5.232 |
5.232 |
5.096 |
|
R1 |
5.147 |
5.147 |
5.079 |
5.096 |
PP |
5.044 |
5.044 |
5.044 |
5.018 |
S1 |
4.959 |
4.959 |
5.045 |
4.908 |
S2 |
4.856 |
4.856 |
5.028 |
|
S3 |
4.668 |
4.771 |
5.010 |
|
S4 |
4.480 |
4.583 |
4.959 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.197 |
6.856 |
5.768 |
|
R3 |
6.681 |
6.340 |
5.626 |
|
R2 |
6.165 |
6.165 |
5.579 |
|
R1 |
5.824 |
5.824 |
5.531 |
5.737 |
PP |
5.649 |
5.649 |
5.649 |
5.605 |
S1 |
5.308 |
5.308 |
5.437 |
5.221 |
S2 |
5.133 |
5.133 |
5.389 |
|
S3 |
4.617 |
4.792 |
5.342 |
|
S4 |
4.101 |
4.276 |
5.200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.742 |
4.941 |
0.801 |
15.8% |
0.242 |
4.8% |
15% |
False |
True |
79,757 |
10 |
5.989 |
4.941 |
1.048 |
20.7% |
0.255 |
5.0% |
12% |
False |
True |
80,764 |
20 |
5.989 |
4.941 |
1.048 |
20.7% |
0.257 |
5.1% |
12% |
False |
True |
67,452 |
40 |
5.989 |
4.340 |
1.649 |
32.6% |
0.262 |
5.2% |
44% |
False |
False |
45,537 |
60 |
5.989 |
4.340 |
1.649 |
32.6% |
0.221 |
4.4% |
44% |
False |
False |
33,522 |
80 |
5.989 |
4.340 |
1.649 |
32.6% |
0.213 |
4.2% |
44% |
False |
False |
26,432 |
100 |
6.170 |
4.340 |
1.830 |
36.2% |
0.205 |
4.0% |
39% |
False |
False |
21,919 |
120 |
6.170 |
4.340 |
1.830 |
36.2% |
0.205 |
4.1% |
39% |
False |
False |
18,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.928 |
2.618 |
5.621 |
1.618 |
5.433 |
1.000 |
5.317 |
0.618 |
5.245 |
HIGH |
5.129 |
0.618 |
5.057 |
0.500 |
5.035 |
0.382 |
5.013 |
LOW |
4.941 |
0.618 |
4.825 |
1.000 |
4.753 |
1.618 |
4.637 |
2.618 |
4.449 |
4.250 |
4.142 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5.053 |
5.154 |
PP |
5.044 |
5.123 |
S1 |
5.035 |
5.093 |
|