NYMEX Natural Gas Future April 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 |
5.460 |
5.430 |
-0.030 |
-0.5% |
5.750 |
High |
5.612 |
5.450 |
-0.162 |
-2.9% |
5.750 |
Low |
5.336 |
5.195 |
-0.141 |
-2.6% |
5.336 |
Close |
5.417 |
5.203 |
-0.214 |
-4.0% |
5.417 |
Range |
0.276 |
0.255 |
-0.021 |
-7.6% |
0.414 |
ATR |
0.199 |
0.203 |
0.004 |
2.0% |
0.000 |
Volume |
8,916 |
7,633 |
-1,283 |
-14.4% |
39,906 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.048 |
5.880 |
5.343 |
|
R3 |
5.793 |
5.625 |
5.273 |
|
R2 |
5.538 |
5.538 |
5.250 |
|
R1 |
5.370 |
5.370 |
5.226 |
5.327 |
PP |
5.283 |
5.283 |
5.283 |
5.261 |
S1 |
5.115 |
5.115 |
5.180 |
5.072 |
S2 |
5.028 |
5.028 |
5.156 |
|
S3 |
4.773 |
4.860 |
5.133 |
|
S4 |
4.518 |
4.605 |
5.063 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.743 |
6.494 |
5.645 |
|
R3 |
6.329 |
6.080 |
5.531 |
|
R2 |
5.915 |
5.915 |
5.493 |
|
R1 |
5.666 |
5.666 |
5.455 |
5.584 |
PP |
5.501 |
5.501 |
5.501 |
5.460 |
S1 |
5.252 |
5.252 |
5.379 |
5.170 |
S2 |
5.087 |
5.087 |
5.341 |
|
S3 |
4.673 |
4.838 |
5.303 |
|
S4 |
4.259 |
4.424 |
5.189 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.654 |
5.195 |
0.459 |
8.8% |
0.208 |
4.0% |
2% |
False |
True |
8,108 |
10 |
6.180 |
5.195 |
0.985 |
18.9% |
0.195 |
3.8% |
1% |
False |
True |
8,266 |
20 |
6.180 |
5.195 |
0.985 |
18.9% |
0.192 |
3.7% |
1% |
False |
True |
8,035 |
40 |
6.180 |
4.825 |
1.355 |
26.0% |
0.201 |
3.9% |
28% |
False |
False |
6,814 |
60 |
6.180 |
4.775 |
1.405 |
27.0% |
0.168 |
3.2% |
30% |
False |
False |
5,367 |
80 |
6.180 |
4.775 |
1.405 |
27.0% |
0.163 |
3.1% |
30% |
False |
False |
4,613 |
100 |
6.255 |
4.775 |
1.480 |
28.4% |
0.155 |
3.0% |
29% |
False |
False |
4,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.534 |
2.618 |
6.118 |
1.618 |
5.863 |
1.000 |
5.705 |
0.618 |
5.608 |
HIGH |
5.450 |
0.618 |
5.353 |
0.500 |
5.323 |
0.382 |
5.292 |
LOW |
5.195 |
0.618 |
5.037 |
1.000 |
4.940 |
1.618 |
4.782 |
2.618 |
4.527 |
4.250 |
4.111 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.323 |
5.404 |
PP |
5.283 |
5.337 |
S1 |
5.243 |
5.270 |
|