NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 04-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.830 |
4.925 |
0.095 |
2.0% |
5.449 |
High |
4.940 |
4.984 |
0.044 |
0.9% |
5.458 |
Low |
4.761 |
4.710 |
-0.051 |
-1.1% |
4.941 |
Close |
4.922 |
4.725 |
-0.197 |
-4.0% |
5.045 |
Range |
0.179 |
0.274 |
0.095 |
53.1% |
0.517 |
ATR |
0.253 |
0.255 |
0.001 |
0.6% |
0.000 |
Volume |
98,108 |
95,649 |
-2,459 |
-2.5% |
415,038 |
|
Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.628 |
5.451 |
4.876 |
|
R3 |
5.354 |
5.177 |
4.800 |
|
R2 |
5.080 |
5.080 |
4.775 |
|
R1 |
4.903 |
4.903 |
4.750 |
4.855 |
PP |
4.806 |
4.806 |
4.806 |
4.782 |
S1 |
4.629 |
4.629 |
4.700 |
4.581 |
S2 |
4.532 |
4.532 |
4.675 |
|
S3 |
4.258 |
4.355 |
4.650 |
|
S4 |
3.984 |
4.081 |
4.574 |
|
|
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 |
5.271 |
4.710 |
0.561 |
11.9% |
0.252 |
5.3% |
3% |
False |
True |
103,283 |
10 |
5.849 |
4.710 |
1.139 |
24.1% |
0.255 |
5.4% |
1% |
False |
True |
87,187 |
20 |
5.989 |
4.710 |
1.279 |
27.1% |
0.255 |
5.4% |
1% |
False |
True |
79,200 |
40 |
5.989 |
4.541 |
1.448 |
30.6% |
0.266 |
5.6% |
13% |
False |
False |
53,409 |
60 |
5.989 |
4.340 |
1.649 |
34.9% |
0.227 |
4.8% |
23% |
False |
False |
39,802 |
80 |
5.989 |
4.340 |
1.649 |
34.9% |
0.221 |
4.7% |
23% |
False |
False |
31,278 |
100 |
6.085 |
4.340 |
1.745 |
36.9% |
0.206 |
4.4% |
22% |
False |
False |
25,815 |
120 |
6.170 |
4.340 |
1.830 |
38.7% |
0.208 |
4.4% |
21% |
False |
False |
22,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.149 |
2.618 |
5.701 |
1.618 |
5.427 |
1.000 |
5.258 |
0.618 |
5.153 |
HIGH |
4.984 |
0.618 |
4.879 |
0.500 |
4.847 |
0.382 |
4.815 |
LOW |
4.710 |
0.618 |
4.541 |
1.000 |
4.436 |
1.618 |
4.267 |
2.618 |
3.993 |
4.250 |
3.546 |
|
|
Fisher Pivots for day following 04-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.847 |
4.913 |
PP |
4.806 |
4.850 |
S1 |
4.766 |
4.788 |
|