NYMEX Natural Gas Future February 2010
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 |
5.417 |
5.210 |
-0.207 |
-3.8% |
5.850 |
High |
5.495 |
5.313 |
-0.182 |
-3.3% |
5.850 |
Low |
5.211 |
5.145 |
-0.066 |
-1.3% |
5.357 |
Close |
5.217 |
5.296 |
0.079 |
1.5% |
5.444 |
Range |
0.284 |
0.168 |
-0.116 |
-40.8% |
0.493 |
ATR |
0.226 |
0.222 |
-0.004 |
-1.8% |
0.000 |
Volume |
10,861 |
11,185 |
324 |
3.0% |
37,759 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.755 |
5.694 |
5.388 |
|
R3 |
5.587 |
5.526 |
5.342 |
|
R2 |
5.419 |
5.419 |
5.327 |
|
R1 |
5.358 |
5.358 |
5.311 |
5.389 |
PP |
5.251 |
5.251 |
5.251 |
5.267 |
S1 |
5.190 |
5.190 |
5.281 |
5.221 |
S2 |
5.083 |
5.083 |
5.265 |
|
S3 |
4.915 |
5.022 |
5.250 |
|
S4 |
4.747 |
4.854 |
5.204 |
|
|
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 |
5.715 |
5.145 |
0.570 |
10.8% |
0.230 |
4.3% |
26% |
False |
True |
9,410 |
10 |
6.300 |
5.145 |
1.155 |
21.8% |
0.221 |
4.2% |
13% |
False |
True |
8,326 |
20 |
6.300 |
5.145 |
1.155 |
21.8% |
0.214 |
4.0% |
13% |
False |
True |
7,461 |
40 |
6.300 |
4.908 |
1.392 |
26.3% |
0.224 |
4.2% |
28% |
False |
False |
5,581 |
60 |
6.300 |
4.730 |
1.570 |
29.6% |
0.188 |
3.6% |
36% |
False |
False |
4,401 |
80 |
6.300 |
4.730 |
1.570 |
29.6% |
0.182 |
3.4% |
36% |
False |
False |
3,658 |
100 |
6.487 |
4.730 |
1.757 |
33.2% |
0.168 |
3.2% |
32% |
False |
False |
3,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.027 |
2.618 |
5.753 |
1.618 |
5.585 |
1.000 |
5.481 |
0.618 |
5.417 |
HIGH |
5.313 |
0.618 |
5.249 |
0.500 |
5.229 |
0.382 |
5.209 |
LOW |
5.145 |
0.618 |
5.041 |
1.000 |
4.977 |
1.618 |
4.873 |
2.618 |
4.705 |
4.250 |
4.431 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.274 |
5.399 |
PP |
5.251 |
5.365 |
S1 |
5.229 |
5.330 |
|