NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 06-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.087 |
5.164 |
0.077 |
1.5% |
5.361 |
High |
5.210 |
5.168 |
-0.042 |
-0.8% |
5.448 |
Low |
5.015 |
4.923 |
-0.092 |
-1.8% |
4.923 |
Close |
5.121 |
4.959 |
-0.162 |
-3.2% |
4.959 |
Range |
0.195 |
0.245 |
0.050 |
25.6% |
0.525 |
ATR |
0.237 |
0.238 |
0.001 |
0.2% |
0.000 |
Volume |
36,597 |
35,703 |
-894 |
-2.4% |
168,755 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.752 |
5.600 |
5.094 |
|
R3 |
5.507 |
5.355 |
5.026 |
|
R2 |
5.262 |
5.262 |
5.004 |
|
R1 |
5.110 |
5.110 |
4.981 |
5.064 |
PP |
5.017 |
5.017 |
5.017 |
4.993 |
S1 |
4.865 |
4.865 |
4.937 |
4.819 |
S2 |
4.772 |
4.772 |
4.914 |
|
S3 |
4.527 |
4.620 |
4.892 |
|
S4 |
4.282 |
4.375 |
4.824 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.685 |
6.347 |
5.248 |
|
R3 |
6.160 |
5.822 |
5.103 |
|
R2 |
5.635 |
5.635 |
5.055 |
|
R1 |
5.297 |
5.297 |
5.007 |
5.204 |
PP |
5.110 |
5.110 |
5.110 |
5.063 |
S1 |
4.772 |
4.772 |
4.911 |
4.679 |
S2 |
4.585 |
4.585 |
4.863 |
|
S3 |
4.060 |
4.247 |
4.815 |
|
S4 |
3.535 |
3.722 |
4.670 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.448 |
4.923 |
0.525 |
10.6% |
0.230 |
4.6% |
7% |
False |
True |
33,751 |
10 |
5.786 |
4.923 |
0.863 |
17.4% |
0.236 |
4.8% |
4% |
False |
True |
28,969 |
20 |
6.266 |
4.923 |
1.343 |
27.1% |
0.246 |
5.0% |
3% |
False |
True |
29,223 |
40 |
6.266 |
4.923 |
1.343 |
27.1% |
0.240 |
4.8% |
3% |
False |
True |
24,858 |
60 |
6.266 |
4.677 |
1.589 |
32.0% |
0.214 |
4.3% |
18% |
False |
False |
20,503 |
80 |
6.266 |
4.677 |
1.589 |
32.0% |
0.206 |
4.1% |
18% |
False |
False |
17,335 |
100 |
6.294 |
4.677 |
1.617 |
32.6% |
0.192 |
3.9% |
17% |
False |
False |
14,939 |
120 |
6.462 |
4.677 |
1.785 |
36.0% |
0.193 |
3.9% |
16% |
False |
False |
13,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.209 |
2.618 |
5.809 |
1.618 |
5.564 |
1.000 |
5.413 |
0.618 |
5.319 |
HIGH |
5.168 |
0.618 |
5.074 |
0.500 |
5.046 |
0.382 |
5.017 |
LOW |
4.923 |
0.618 |
4.772 |
1.000 |
4.678 |
1.618 |
4.527 |
2.618 |
4.282 |
4.250 |
3.882 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.046 |
5.112 |
PP |
5.017 |
5.061 |
S1 |
4.988 |
5.010 |
|