NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 06-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.104 |
5.110 |
0.006 |
0.1% |
5.430 |
High |
5.254 |
5.110 |
-0.144 |
-2.7% |
5.450 |
Low |
5.081 |
5.006 |
-0.075 |
-1.5% |
5.006 |
Close |
5.186 |
5.046 |
-0.140 |
-2.7% |
5.046 |
Range |
0.173 |
0.104 |
-0.069 |
-39.9% |
0.444 |
ATR |
0.195 |
0.194 |
-0.001 |
-0.6% |
0.000 |
Volume |
10,867 |
8,077 |
-2,790 |
-25.7% |
42,246 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.366 |
5.310 |
5.103 |
|
R3 |
5.262 |
5.206 |
5.075 |
|
R2 |
5.158 |
5.158 |
5.065 |
|
R1 |
5.102 |
5.102 |
5.056 |
5.078 |
PP |
5.054 |
5.054 |
5.054 |
5.042 |
S1 |
4.998 |
4.998 |
5.036 |
4.974 |
S2 |
4.950 |
4.950 |
5.027 |
|
S3 |
4.846 |
4.894 |
5.017 |
|
S4 |
4.742 |
4.790 |
4.989 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.499 |
6.217 |
5.290 |
|
R3 |
6.055 |
5.773 |
5.168 |
|
R2 |
5.611 |
5.611 |
5.127 |
|
R1 |
5.329 |
5.329 |
5.087 |
5.248 |
PP |
5.167 |
5.167 |
5.167 |
5.127 |
S1 |
4.885 |
4.885 |
5.005 |
4.804 |
S2 |
4.723 |
4.723 |
4.965 |
|
S3 |
4.279 |
4.441 |
4.924 |
|
S4 |
3.835 |
3.997 |
4.802 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.450 |
5.006 |
0.444 |
8.8% |
0.168 |
3.3% |
9% |
False |
True |
8,449 |
10 |
5.750 |
5.006 |
0.744 |
14.7% |
0.184 |
3.6% |
5% |
False |
True |
8,215 |
20 |
6.180 |
5.006 |
1.174 |
23.3% |
0.190 |
3.8% |
3% |
False |
True |
8,029 |
40 |
6.180 |
5.006 |
1.174 |
23.3% |
0.189 |
3.7% |
3% |
False |
True |
7,224 |
60 |
6.180 |
4.775 |
1.405 |
27.8% |
0.171 |
3.4% |
19% |
False |
False |
5,846 |
80 |
6.180 |
4.775 |
1.405 |
27.8% |
0.162 |
3.2% |
19% |
False |
False |
4,943 |
100 |
6.180 |
4.775 |
1.405 |
27.8% |
0.154 |
3.0% |
19% |
False |
False |
4,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.552 |
2.618 |
5.382 |
1.618 |
5.278 |
1.000 |
5.214 |
0.618 |
5.174 |
HIGH |
5.110 |
0.618 |
5.070 |
0.500 |
5.058 |
0.382 |
5.046 |
LOW |
5.006 |
0.618 |
4.942 |
1.000 |
4.902 |
1.618 |
4.838 |
2.618 |
4.734 |
4.250 |
4.564 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.058 |
5.151 |
PP |
5.054 |
5.116 |
S1 |
5.050 |
5.081 |
|