NYMEX Natural Gas Future January 2010
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 |
5.156 |
5.251 |
0.095 |
1.8% |
5.750 |
High |
5.266 |
5.300 |
0.034 |
0.6% |
5.786 |
Low |
5.093 |
5.054 |
-0.039 |
-0.8% |
5.300 |
Close |
5.248 |
5.068 |
-0.180 |
-3.4% |
5.390 |
Range |
0.173 |
0.246 |
0.073 |
42.2% |
0.486 |
ATR |
0.240 |
0.241 |
0.000 |
0.2% |
0.000 |
Volume |
33,817 |
32,635 |
-1,182 |
-3.5% |
120,937 |
|
Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.879 |
5.719 |
5.203 |
|
R3 |
5.633 |
5.473 |
5.136 |
|
R2 |
5.387 |
5.387 |
5.113 |
|
R1 |
5.227 |
5.227 |
5.091 |
5.184 |
PP |
5.141 |
5.141 |
5.141 |
5.119 |
S1 |
4.981 |
4.981 |
5.045 |
4.938 |
S2 |
4.895 |
4.895 |
5.023 |
|
S3 |
4.649 |
4.735 |
5.000 |
|
S4 |
4.403 |
4.489 |
4.933 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.950 |
6.656 |
5.657 |
|
R3 |
6.464 |
6.170 |
5.524 |
|
R2 |
5.978 |
5.978 |
5.479 |
|
R1 |
5.684 |
5.684 |
5.435 |
5.588 |
PP |
5.492 |
5.492 |
5.492 |
5.444 |
S1 |
5.198 |
5.198 |
5.345 |
5.102 |
S2 |
5.006 |
5.006 |
5.301 |
|
S3 |
4.520 |
4.712 |
5.256 |
|
S4 |
4.034 |
4.226 |
5.123 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.619 |
5.054 |
0.565 |
11.1% |
0.241 |
4.8% |
2% |
False |
True |
30,608 |
10 |
6.140 |
5.054 |
1.086 |
21.4% |
0.244 |
4.8% |
1% |
False |
True |
26,532 |
20 |
6.266 |
5.054 |
1.212 |
23.9% |
0.242 |
4.8% |
1% |
False |
True |
29,269 |
40 |
6.266 |
4.842 |
1.424 |
28.1% |
0.249 |
4.9% |
16% |
False |
False |
24,022 |
60 |
6.266 |
4.677 |
1.589 |
31.4% |
0.211 |
4.2% |
25% |
False |
False |
19,588 |
80 |
6.266 |
4.677 |
1.589 |
31.4% |
0.206 |
4.1% |
25% |
False |
False |
16,611 |
100 |
6.379 |
4.677 |
1.702 |
33.6% |
0.191 |
3.8% |
23% |
False |
False |
14,343 |
120 |
6.462 |
4.677 |
1.785 |
35.2% |
0.192 |
3.8% |
22% |
False |
False |
12,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.346 |
2.618 |
5.944 |
1.618 |
5.698 |
1.000 |
5.546 |
0.618 |
5.452 |
HIGH |
5.300 |
0.618 |
5.206 |
0.500 |
5.177 |
0.382 |
5.148 |
LOW |
5.054 |
0.618 |
4.902 |
1.000 |
4.808 |
1.618 |
4.656 |
2.618 |
4.410 |
4.250 |
4.009 |
|
|
Fisher Pivots for day following 04-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.177 |
5.251 |
PP |
5.141 |
5.190 |
S1 |
5.104 |
5.129 |
|