NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 04-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.216 |
5.295 |
0.079 |
1.5% |
5.750 |
High |
5.287 |
5.296 |
0.009 |
0.2% |
5.750 |
Low |
5.151 |
5.123 |
-0.028 |
-0.5% |
5.336 |
Close |
5.276 |
5.129 |
-0.147 |
-2.8% |
5.417 |
Range |
0.136 |
0.173 |
0.037 |
27.2% |
0.414 |
ATR |
0.199 |
0.197 |
-0.002 |
-0.9% |
0.000 |
Volume |
8,219 |
7,450 |
-769 |
-9.4% |
39,906 |
|
Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.702 |
5.588 |
5.224 |
|
R3 |
5.529 |
5.415 |
5.177 |
|
R2 |
5.356 |
5.356 |
5.161 |
|
R1 |
5.242 |
5.242 |
5.145 |
5.213 |
PP |
5.183 |
5.183 |
5.183 |
5.168 |
S1 |
5.069 |
5.069 |
5.113 |
5.040 |
S2 |
5.010 |
5.010 |
5.097 |
|
S3 |
4.837 |
4.896 |
5.081 |
|
S4 |
4.664 |
4.723 |
5.034 |
|
|
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 |
5.612 |
5.123 |
0.489 |
9.5% |
0.200 |
3.9% |
1% |
False |
True |
8,286 |
10 |
6.055 |
5.123 |
0.932 |
18.2% |
0.198 |
3.9% |
1% |
False |
True |
8,258 |
20 |
6.180 |
5.123 |
1.057 |
20.6% |
0.192 |
3.7% |
1% |
False |
True |
7,879 |
40 |
6.180 |
4.928 |
1.252 |
24.4% |
0.201 |
3.9% |
16% |
False |
False |
6,979 |
60 |
6.180 |
4.775 |
1.405 |
27.4% |
0.170 |
3.3% |
25% |
False |
False |
5,590 |
80 |
6.180 |
4.775 |
1.405 |
27.4% |
0.164 |
3.2% |
25% |
False |
False |
4,759 |
100 |
6.190 |
4.775 |
1.415 |
27.6% |
0.154 |
3.0% |
25% |
False |
False |
4,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.031 |
2.618 |
5.749 |
1.618 |
5.576 |
1.000 |
5.469 |
0.618 |
5.403 |
HIGH |
5.296 |
0.618 |
5.230 |
0.500 |
5.210 |
0.382 |
5.189 |
LOW |
5.123 |
0.618 |
5.016 |
1.000 |
4.950 |
1.618 |
4.843 |
2.618 |
4.670 |
4.250 |
4.388 |
|
|
Fisher Pivots for day following 04-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.210 |
5.287 |
PP |
5.183 |
5.234 |
S1 |
5.156 |
5.182 |
|