NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.295 |
5.104 |
-0.191 |
-3.6% |
5.750 |
High |
5.296 |
5.254 |
-0.042 |
-0.8% |
5.750 |
Low |
5.123 |
5.081 |
-0.042 |
-0.8% |
5.336 |
Close |
5.129 |
5.186 |
0.057 |
1.1% |
5.417 |
Range |
0.173 |
0.173 |
0.000 |
0.0% |
0.414 |
ATR |
0.197 |
0.195 |
-0.002 |
-0.9% |
0.000 |
Volume |
7,450 |
10,867 |
3,417 |
45.9% |
39,906 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.693 |
5.612 |
5.281 |
|
R3 |
5.520 |
5.439 |
5.234 |
|
R2 |
5.347 |
5.347 |
5.218 |
|
R1 |
5.266 |
5.266 |
5.202 |
5.307 |
PP |
5.174 |
5.174 |
5.174 |
5.194 |
S1 |
5.093 |
5.093 |
5.170 |
5.134 |
S2 |
5.001 |
5.001 |
5.154 |
|
S3 |
4.828 |
4.920 |
5.138 |
|
S4 |
4.655 |
4.747 |
5.091 |
|
|
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 |
5.081 |
0.531 |
10.2% |
0.203 |
3.9% |
20% |
False |
True |
8,617 |
10 |
5.971 |
5.081 |
0.890 |
17.2% |
0.195 |
3.8% |
12% |
False |
True |
8,239 |
20 |
6.180 |
5.081 |
1.099 |
21.2% |
0.193 |
3.7% |
10% |
False |
True |
7,953 |
40 |
6.180 |
5.081 |
1.099 |
21.2% |
0.195 |
3.8% |
10% |
False |
True |
7,159 |
60 |
6.180 |
4.775 |
1.405 |
27.1% |
0.172 |
3.3% |
29% |
False |
False |
5,745 |
80 |
6.180 |
4.775 |
1.405 |
27.1% |
0.164 |
3.2% |
29% |
False |
False |
4,869 |
100 |
6.190 |
4.775 |
1.415 |
27.3% |
0.154 |
3.0% |
29% |
False |
False |
4,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.989 |
2.618 |
5.707 |
1.618 |
5.534 |
1.000 |
5.427 |
0.618 |
5.361 |
HIGH |
5.254 |
0.618 |
5.188 |
0.500 |
5.168 |
0.382 |
5.147 |
LOW |
5.081 |
0.618 |
4.974 |
1.000 |
4.908 |
1.618 |
4.801 |
2.618 |
4.628 |
4.250 |
4.346 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.180 |
5.189 |
PP |
5.174 |
5.188 |
S1 |
5.168 |
5.187 |
|