NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 10-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.040 |
5.096 |
0.056 |
1.1% |
5.417 |
High |
5.111 |
5.099 |
-0.012 |
-0.2% |
5.495 |
Low |
4.912 |
4.905 |
-0.007 |
-0.1% |
4.989 |
Close |
5.096 |
4.935 |
-0.161 |
-3.2% |
5.022 |
Range |
0.199 |
0.194 |
-0.005 |
-2.5% |
0.506 |
ATR |
0.217 |
0.215 |
-0.002 |
-0.8% |
0.000 |
Volume |
16,962 |
16,027 |
-935 |
-5.5% |
57,862 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.562 |
5.442 |
5.042 |
|
R3 |
5.368 |
5.248 |
4.988 |
|
R2 |
5.174 |
5.174 |
4.971 |
|
R1 |
5.054 |
5.054 |
4.953 |
5.017 |
PP |
4.980 |
4.980 |
4.980 |
4.961 |
S1 |
4.860 |
4.860 |
4.917 |
4.823 |
S2 |
4.786 |
4.786 |
4.899 |
|
S3 |
4.592 |
4.666 |
4.882 |
|
S4 |
4.398 |
4.472 |
4.828 |
|
|
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 |
4.905 |
0.430 |
8.7% |
0.200 |
4.1% |
7% |
False |
True |
13,761 |
10 |
5.715 |
4.905 |
0.810 |
16.4% |
0.215 |
4.4% |
4% |
False |
True |
11,585 |
20 |
6.300 |
4.905 |
1.395 |
28.3% |
0.215 |
4.4% |
2% |
False |
True |
9,074 |
40 |
6.300 |
4.905 |
1.395 |
28.3% |
0.215 |
4.4% |
2% |
False |
True |
6,983 |
60 |
6.300 |
4.730 |
1.570 |
31.8% |
0.197 |
4.0% |
13% |
False |
False |
5,430 |
80 |
6.300 |
4.730 |
1.570 |
31.8% |
0.184 |
3.7% |
13% |
False |
False |
4,461 |
100 |
6.300 |
4.730 |
1.570 |
31.8% |
0.170 |
3.4% |
13% |
False |
False |
3,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.924 |
2.618 |
5.607 |
1.618 |
5.413 |
1.000 |
5.293 |
0.618 |
5.219 |
HIGH |
5.099 |
0.618 |
5.025 |
0.500 |
5.002 |
0.382 |
4.979 |
LOW |
4.905 |
0.618 |
4.785 |
1.000 |
4.711 |
1.618 |
4.591 |
2.618 |
4.397 |
4.250 |
4.081 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.002 |
5.048 |
PP |
4.980 |
5.010 |
S1 |
4.957 |
4.973 |
|