NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.483 |
5.350 |
-0.133 |
-2.4% |
5.750 |
High |
5.622 |
5.477 |
-0.145 |
-2.6% |
5.788 |
Low |
5.339 |
5.198 |
-0.141 |
-2.6% |
5.339 |
Close |
5.425 |
5.205 |
-0.220 |
-4.1% |
5.425 |
Range |
0.283 |
0.279 |
-0.004 |
-1.4% |
0.449 |
ATR |
0.215 |
0.220 |
0.005 |
2.1% |
0.000 |
Volume |
9,115 |
10,217 |
1,102 |
12.1% |
40,595 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.130 |
5.947 |
5.358 |
|
R3 |
5.851 |
5.668 |
5.282 |
|
R2 |
5.572 |
5.572 |
5.256 |
|
R1 |
5.389 |
5.389 |
5.231 |
5.341 |
PP |
5.293 |
5.293 |
5.293 |
5.270 |
S1 |
5.110 |
5.110 |
5.179 |
5.062 |
S2 |
5.014 |
5.014 |
5.154 |
|
S3 |
4.735 |
4.831 |
5.128 |
|
S4 |
4.456 |
4.552 |
5.052 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.864 |
6.594 |
5.672 |
|
R3 |
6.415 |
6.145 |
5.548 |
|
R2 |
5.966 |
5.966 |
5.507 |
|
R1 |
5.696 |
5.696 |
5.466 |
5.607 |
PP |
5.517 |
5.517 |
5.517 |
5.473 |
S1 |
5.247 |
5.247 |
5.384 |
5.158 |
S2 |
5.068 |
5.068 |
5.343 |
|
S3 |
4.619 |
4.798 |
5.302 |
|
S4 |
4.170 |
4.349 |
5.178 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.706 |
5.198 |
0.508 |
9.8% |
0.224 |
4.3% |
1% |
False |
True |
8,581 |
10 |
6.242 |
5.198 |
1.044 |
20.1% |
0.217 |
4.2% |
1% |
False |
True |
8,309 |
20 |
6.242 |
5.198 |
1.044 |
20.1% |
0.213 |
4.1% |
1% |
False |
True |
8,376 |
40 |
6.242 |
4.810 |
1.432 |
27.5% |
0.220 |
4.2% |
28% |
False |
False |
7,266 |
60 |
6.242 |
4.733 |
1.509 |
29.0% |
0.184 |
3.5% |
31% |
False |
False |
5,976 |
80 |
6.242 |
4.733 |
1.509 |
29.0% |
0.179 |
3.4% |
31% |
False |
False |
5,250 |
100 |
6.410 |
4.733 |
1.677 |
32.2% |
0.169 |
3.3% |
28% |
False |
False |
4,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.663 |
2.618 |
6.207 |
1.618 |
5.928 |
1.000 |
5.756 |
0.618 |
5.649 |
HIGH |
5.477 |
0.618 |
5.370 |
0.500 |
5.338 |
0.382 |
5.305 |
LOW |
5.198 |
0.618 |
5.026 |
1.000 |
4.919 |
1.618 |
4.747 |
2.618 |
4.468 |
4.250 |
4.012 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.338 |
5.410 |
PP |
5.293 |
5.342 |
S1 |
5.249 |
5.273 |
|