NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.515 |
5.417 |
-0.098 |
-1.8% |
5.850 |
High |
5.653 |
5.495 |
-0.158 |
-2.8% |
5.850 |
Low |
5.357 |
5.211 |
-0.146 |
-2.7% |
5.357 |
Close |
5.444 |
5.217 |
-0.227 |
-4.2% |
5.444 |
Range |
0.296 |
0.284 |
-0.012 |
-4.1% |
0.493 |
ATR |
0.222 |
0.226 |
0.004 |
2.0% |
0.000 |
Volume |
9,419 |
10,861 |
1,442 |
15.3% |
37,759 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.160 |
5.972 |
5.373 |
|
R3 |
5.876 |
5.688 |
5.295 |
|
R2 |
5.592 |
5.592 |
5.269 |
|
R1 |
5.404 |
5.404 |
5.243 |
5.356 |
PP |
5.308 |
5.308 |
5.308 |
5.284 |
S1 |
5.120 |
5.120 |
5.191 |
5.072 |
S2 |
5.024 |
5.024 |
5.165 |
|
S3 |
4.740 |
4.836 |
5.139 |
|
S4 |
4.456 |
4.552 |
5.061 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.029 |
6.730 |
5.715 |
|
R3 |
6.536 |
6.237 |
5.580 |
|
R2 |
6.043 |
6.043 |
5.534 |
|
R1 |
5.744 |
5.744 |
5.489 |
5.647 |
PP |
5.550 |
5.550 |
5.550 |
5.502 |
S1 |
5.251 |
5.251 |
5.399 |
5.154 |
S2 |
5.057 |
5.057 |
5.354 |
|
S3 |
4.564 |
4.758 |
5.308 |
|
S4 |
4.071 |
4.265 |
5.173 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.760 |
5.211 |
0.549 |
10.5% |
0.232 |
4.4% |
1% |
False |
True |
8,719 |
10 |
6.300 |
5.211 |
1.089 |
20.9% |
0.219 |
4.2% |
1% |
False |
True |
7,665 |
20 |
6.300 |
5.211 |
1.089 |
20.9% |
0.218 |
4.2% |
1% |
False |
True |
7,308 |
40 |
6.300 |
4.834 |
1.466 |
28.1% |
0.225 |
4.3% |
26% |
False |
False |
5,378 |
60 |
6.300 |
4.730 |
1.570 |
30.1% |
0.187 |
3.6% |
31% |
False |
False |
4,227 |
80 |
6.300 |
4.730 |
1.570 |
30.1% |
0.181 |
3.5% |
31% |
False |
False |
3,525 |
100 |
6.487 |
4.730 |
1.757 |
33.7% |
0.169 |
3.2% |
28% |
False |
False |
3,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.702 |
2.618 |
6.239 |
1.618 |
5.955 |
1.000 |
5.779 |
0.618 |
5.671 |
HIGH |
5.495 |
0.618 |
5.387 |
0.500 |
5.353 |
0.382 |
5.319 |
LOW |
5.211 |
0.618 |
5.035 |
1.000 |
4.927 |
1.618 |
4.751 |
2.618 |
4.467 |
4.250 |
4.004 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.353 |
5.432 |
PP |
5.308 |
5.360 |
S1 |
5.262 |
5.289 |
|