NYMEX Natural Gas Future February 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 |
5.210 |
5.260 |
0.050 |
1.0% |
5.850 |
High |
5.313 |
5.335 |
0.022 |
0.4% |
5.850 |
Low |
5.145 |
5.111 |
-0.034 |
-0.7% |
5.357 |
Close |
5.296 |
5.126 |
-0.170 |
-3.2% |
5.444 |
Range |
0.168 |
0.224 |
0.056 |
33.3% |
0.493 |
ATR |
0.222 |
0.222 |
0.000 |
0.1% |
0.000 |
Volume |
11,185 |
10,263 |
-922 |
-8.2% |
37,759 |
|
Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.863 |
5.718 |
5.249 |
|
R3 |
5.639 |
5.494 |
5.188 |
|
R2 |
5.415 |
5.415 |
5.167 |
|
R1 |
5.270 |
5.270 |
5.147 |
5.231 |
PP |
5.191 |
5.191 |
5.191 |
5.171 |
S1 |
5.046 |
5.046 |
5.105 |
5.007 |
S2 |
4.967 |
4.967 |
5.085 |
|
S3 |
4.743 |
4.822 |
5.064 |
|
S4 |
4.519 |
4.598 |
5.003 |
|
|
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 |
5.653 |
5.111 |
0.542 |
10.6% |
0.224 |
4.4% |
3% |
False |
True |
10,553 |
10 |
6.172 |
5.111 |
1.061 |
20.7% |
0.226 |
4.4% |
1% |
False |
True |
8,685 |
20 |
6.300 |
5.111 |
1.189 |
23.2% |
0.218 |
4.3% |
1% |
False |
True |
7,661 |
40 |
6.300 |
4.908 |
1.392 |
27.2% |
0.227 |
4.4% |
16% |
False |
False |
5,791 |
60 |
6.300 |
4.730 |
1.570 |
30.6% |
0.189 |
3.7% |
25% |
False |
False |
4,558 |
80 |
6.300 |
4.730 |
1.570 |
30.6% |
0.183 |
3.6% |
25% |
False |
False |
3,779 |
100 |
6.400 |
4.730 |
1.670 |
32.6% |
0.168 |
3.3% |
24% |
False |
False |
3,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.287 |
2.618 |
5.921 |
1.618 |
5.697 |
1.000 |
5.559 |
0.618 |
5.473 |
HIGH |
5.335 |
0.618 |
5.249 |
0.500 |
5.223 |
0.382 |
5.197 |
LOW |
5.111 |
0.618 |
4.973 |
1.000 |
4.887 |
1.618 |
4.749 |
2.618 |
4.525 |
4.250 |
4.159 |
|
|
Fisher Pivots for day following 04-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.223 |
5.303 |
PP |
5.191 |
5.244 |
S1 |
5.158 |
5.185 |
|