NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 09-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.165 |
5.040 |
-0.125 |
-2.4% |
5.417 |
High |
5.190 |
5.111 |
-0.079 |
-1.5% |
5.495 |
Low |
4.989 |
4.912 |
-0.077 |
-1.5% |
4.989 |
Close |
5.022 |
5.096 |
0.074 |
1.5% |
5.022 |
Range |
0.201 |
0.199 |
-0.002 |
-1.0% |
0.506 |
ATR |
0.218 |
0.217 |
-0.001 |
-0.6% |
0.000 |
Volume |
12,950 |
16,962 |
4,012 |
31.0% |
57,862 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.637 |
5.565 |
5.205 |
|
R3 |
5.438 |
5.366 |
5.151 |
|
R2 |
5.239 |
5.239 |
5.132 |
|
R1 |
5.167 |
5.167 |
5.114 |
5.203 |
PP |
5.040 |
5.040 |
5.040 |
5.058 |
S1 |
4.968 |
4.968 |
5.078 |
5.004 |
S2 |
4.841 |
4.841 |
5.060 |
|
S3 |
4.642 |
4.769 |
5.041 |
|
S4 |
4.443 |
4.570 |
4.987 |
|
|
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 |
5.335 |
4.912 |
0.423 |
8.3% |
0.195 |
3.8% |
43% |
False |
True |
12,792 |
10 |
5.760 |
4.912 |
0.848 |
16.6% |
0.213 |
4.2% |
22% |
False |
True |
10,755 |
20 |
6.300 |
4.912 |
1.388 |
27.2% |
0.224 |
4.4% |
13% |
False |
True |
8,589 |
40 |
6.300 |
4.912 |
1.388 |
27.2% |
0.215 |
4.2% |
13% |
False |
True |
6,675 |
60 |
6.300 |
4.730 |
1.570 |
30.8% |
0.195 |
3.8% |
23% |
False |
False |
5,189 |
80 |
6.300 |
4.730 |
1.570 |
30.8% |
0.183 |
3.6% |
23% |
False |
False |
4,275 |
100 |
6.300 |
4.730 |
1.570 |
30.8% |
0.169 |
3.3% |
23% |
False |
False |
3,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.957 |
2.618 |
5.632 |
1.618 |
5.433 |
1.000 |
5.310 |
0.618 |
5.234 |
HIGH |
5.111 |
0.618 |
5.035 |
0.500 |
5.012 |
0.382 |
4.988 |
LOW |
4.912 |
0.618 |
4.789 |
1.000 |
4.713 |
1.618 |
4.590 |
2.618 |
4.391 |
4.250 |
4.066 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.068 |
5.092 |
PP |
5.040 |
5.087 |
S1 |
5.012 |
5.083 |
|