NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.082 |
4.966 |
-0.116 |
-2.3% |
5.350 |
High |
5.082 |
5.045 |
-0.037 |
-0.7% |
5.477 |
Low |
4.919 |
4.926 |
0.007 |
0.1% |
4.992 |
Close |
4.953 |
4.994 |
0.041 |
0.8% |
5.036 |
Range |
0.163 |
0.119 |
-0.044 |
-27.0% |
0.485 |
ATR |
0.211 |
0.205 |
-0.007 |
-3.1% |
0.000 |
Volume |
16,761 |
13,784 |
-2,977 |
-17.8% |
55,421 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.345 |
5.289 |
5.059 |
|
R3 |
5.226 |
5.170 |
5.027 |
|
R2 |
5.107 |
5.107 |
5.016 |
|
R1 |
5.051 |
5.051 |
5.005 |
5.079 |
PP |
4.988 |
4.988 |
4.988 |
5.003 |
S1 |
4.932 |
4.932 |
4.983 |
4.960 |
S2 |
4.869 |
4.869 |
4.972 |
|
S3 |
4.750 |
4.813 |
4.961 |
|
S4 |
4.631 |
4.694 |
4.929 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.623 |
6.315 |
5.303 |
|
R3 |
6.138 |
5.830 |
5.169 |
|
R2 |
5.653 |
5.653 |
5.125 |
|
R1 |
5.345 |
5.345 |
5.080 |
5.257 |
PP |
5.168 |
5.168 |
5.168 |
5.124 |
S1 |
4.860 |
4.860 |
4.992 |
4.772 |
S2 |
4.683 |
4.683 |
4.947 |
|
S3 |
4.198 |
4.375 |
4.903 |
|
S4 |
3.713 |
3.890 |
4.769 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.254 |
4.919 |
0.335 |
6.7% |
0.177 |
3.5% |
22% |
False |
False |
14,106 |
10 |
5.622 |
4.919 |
0.703 |
14.1% |
0.197 |
3.9% |
11% |
False |
False |
12,189 |
20 |
6.242 |
4.919 |
1.323 |
26.5% |
0.204 |
4.1% |
6% |
False |
False |
9,742 |
40 |
6.242 |
4.919 |
1.323 |
26.5% |
0.205 |
4.1% |
6% |
False |
False |
8,443 |
60 |
6.242 |
4.733 |
1.509 |
30.2% |
0.193 |
3.9% |
17% |
False |
False |
7,228 |
80 |
6.242 |
4.733 |
1.509 |
30.2% |
0.181 |
3.6% |
17% |
False |
False |
6,154 |
100 |
6.242 |
4.733 |
1.509 |
30.2% |
0.169 |
3.4% |
17% |
False |
False |
5,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.551 |
2.618 |
5.357 |
1.618 |
5.238 |
1.000 |
5.164 |
0.618 |
5.119 |
HIGH |
5.045 |
0.618 |
5.000 |
0.500 |
4.986 |
0.382 |
4.971 |
LOW |
4.926 |
0.618 |
4.852 |
1.000 |
4.807 |
1.618 |
4.733 |
2.618 |
4.614 |
4.250 |
4.420 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.991 |
5.026 |
PP |
4.988 |
5.015 |
S1 |
4.986 |
5.005 |
|