NYMEX Natural Gas Future February 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 |
5.127 |
5.165 |
0.038 |
0.7% |
5.417 |
High |
5.254 |
5.190 |
-0.064 |
-1.2% |
5.495 |
Low |
5.072 |
4.989 |
-0.083 |
-1.6% |
4.989 |
Close |
5.176 |
5.022 |
-0.154 |
-3.0% |
5.022 |
Range |
0.182 |
0.201 |
0.019 |
10.4% |
0.506 |
ATR |
0.220 |
0.218 |
-0.001 |
-0.6% |
0.000 |
Volume |
12,603 |
12,950 |
347 |
2.8% |
57,862 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.670 |
5.547 |
5.133 |
|
R3 |
5.469 |
5.346 |
5.077 |
|
R2 |
5.268 |
5.268 |
5.059 |
|
R1 |
5.145 |
5.145 |
5.040 |
5.106 |
PP |
5.067 |
5.067 |
5.067 |
5.048 |
S1 |
4.944 |
4.944 |
5.004 |
4.905 |
S2 |
4.866 |
4.866 |
4.985 |
|
S3 |
4.665 |
4.743 |
4.967 |
|
S4 |
4.464 |
4.542 |
4.911 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.687 |
6.360 |
5.300 |
|
R3 |
6.181 |
5.854 |
5.161 |
|
R2 |
5.675 |
5.675 |
5.115 |
|
R1 |
5.348 |
5.348 |
5.068 |
5.259 |
PP |
5.169 |
5.169 |
5.169 |
5.124 |
S1 |
4.842 |
4.842 |
4.976 |
4.753 |
S2 |
4.663 |
4.663 |
4.929 |
|
S3 |
4.157 |
4.336 |
4.883 |
|
S4 |
3.651 |
3.830 |
4.744 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.495 |
4.989 |
0.506 |
10.1% |
0.212 |
4.2% |
7% |
False |
True |
11,572 |
10 |
5.850 |
4.989 |
0.861 |
17.1% |
0.219 |
4.4% |
4% |
False |
True |
9,562 |
20 |
6.300 |
4.989 |
1.311 |
26.1% |
0.222 |
4.4% |
3% |
False |
True |
8,084 |
40 |
6.300 |
4.989 |
1.311 |
26.1% |
0.217 |
4.3% |
3% |
False |
True |
6,309 |
60 |
6.300 |
4.730 |
1.570 |
31.3% |
0.192 |
3.8% |
19% |
False |
False |
4,942 |
80 |
6.300 |
4.730 |
1.570 |
31.3% |
0.183 |
3.6% |
19% |
False |
False |
4,078 |
100 |
6.300 |
4.730 |
1.570 |
31.3% |
0.169 |
3.4% |
19% |
False |
False |
3,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.044 |
2.618 |
5.716 |
1.618 |
5.515 |
1.000 |
5.391 |
0.618 |
5.314 |
HIGH |
5.190 |
0.618 |
5.113 |
0.500 |
5.090 |
0.382 |
5.066 |
LOW |
4.989 |
0.618 |
4.865 |
1.000 |
4.788 |
1.618 |
4.664 |
2.618 |
4.463 |
4.250 |
4.135 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.090 |
5.162 |
PP |
5.067 |
5.115 |
S1 |
5.045 |
5.069 |
|