NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 03-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.034 |
4.830 |
-0.204 |
-4.1% |
5.449 |
High |
5.115 |
4.940 |
-0.175 |
-3.4% |
5.458 |
Low |
4.817 |
4.761 |
-0.056 |
-1.2% |
4.941 |
Close |
4.824 |
4.922 |
0.098 |
2.0% |
5.045 |
Range |
0.298 |
0.179 |
-0.119 |
-39.9% |
0.517 |
ATR |
0.259 |
0.253 |
-0.006 |
-2.2% |
0.000 |
Volume |
116,303 |
98,108 |
-18,195 |
-15.6% |
415,038 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.411 |
5.346 |
5.020 |
|
R3 |
5.232 |
5.167 |
4.971 |
|
R2 |
5.053 |
5.053 |
4.955 |
|
R1 |
4.988 |
4.988 |
4.938 |
5.021 |
PP |
4.874 |
4.874 |
4.874 |
4.891 |
S1 |
4.809 |
4.809 |
4.906 |
4.842 |
S2 |
4.695 |
4.695 |
4.889 |
|
S3 |
4.516 |
4.630 |
4.873 |
|
S4 |
4.337 |
4.451 |
4.824 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.699 |
6.389 |
5.329 |
|
R3 |
6.182 |
5.872 |
5.187 |
|
R2 |
5.665 |
5.665 |
5.140 |
|
R1 |
5.355 |
5.355 |
5.092 |
5.252 |
PP |
5.148 |
5.148 |
5.148 |
5.096 |
S1 |
4.838 |
4.838 |
4.998 |
4.735 |
S2 |
4.631 |
4.631 |
4.950 |
|
S3 |
4.114 |
4.321 |
4.903 |
|
S4 |
3.597 |
3.804 |
4.761 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.352 |
4.761 |
0.591 |
12.0% |
0.257 |
5.2% |
27% |
False |
True |
98,227 |
10 |
5.989 |
4.761 |
1.228 |
24.9% |
0.250 |
5.1% |
13% |
False |
True |
86,032 |
20 |
5.989 |
4.761 |
1.228 |
24.9% |
0.250 |
5.1% |
13% |
False |
True |
76,525 |
40 |
5.989 |
4.541 |
1.448 |
29.4% |
0.263 |
5.3% |
26% |
False |
False |
51,454 |
60 |
5.989 |
4.340 |
1.649 |
33.5% |
0.225 |
4.6% |
35% |
False |
False |
38,328 |
80 |
5.989 |
4.340 |
1.649 |
33.5% |
0.219 |
4.4% |
35% |
False |
False |
30,151 |
100 |
6.170 |
4.340 |
1.830 |
37.2% |
0.206 |
4.2% |
32% |
False |
False |
24,899 |
120 |
6.170 |
4.340 |
1.830 |
37.2% |
0.207 |
4.2% |
32% |
False |
False |
21,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.701 |
2.618 |
5.409 |
1.618 |
5.230 |
1.000 |
5.119 |
0.618 |
5.051 |
HIGH |
4.940 |
0.618 |
4.872 |
0.500 |
4.851 |
0.382 |
4.829 |
LOW |
4.761 |
0.618 |
4.650 |
1.000 |
4.582 |
1.618 |
4.471 |
2.618 |
4.292 |
4.250 |
4.000 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.898 |
5.016 |
PP |
4.874 |
4.985 |
S1 |
4.851 |
4.953 |
|