NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 09-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.110 |
5.010 |
-0.100 |
-2.0% |
5.430 |
High |
5.110 |
5.148 |
0.038 |
0.7% |
5.450 |
Low |
5.006 |
4.948 |
-0.058 |
-1.2% |
5.006 |
Close |
5.046 |
5.131 |
0.085 |
1.7% |
5.046 |
Range |
0.104 |
0.200 |
0.096 |
92.3% |
0.444 |
ATR |
0.194 |
0.194 |
0.000 |
0.2% |
0.000 |
Volume |
8,077 |
9,677 |
1,600 |
19.8% |
42,246 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.676 |
5.603 |
5.241 |
|
R3 |
5.476 |
5.403 |
5.186 |
|
R2 |
5.276 |
5.276 |
5.168 |
|
R1 |
5.203 |
5.203 |
5.149 |
5.240 |
PP |
5.076 |
5.076 |
5.076 |
5.094 |
S1 |
5.003 |
5.003 |
5.113 |
5.040 |
S2 |
4.876 |
4.876 |
5.094 |
|
S3 |
4.676 |
4.803 |
5.076 |
|
S4 |
4.476 |
4.603 |
5.021 |
|
|
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 |
5.296 |
4.948 |
0.348 |
6.8% |
0.157 |
3.1% |
53% |
False |
True |
8,858 |
10 |
5.654 |
4.948 |
0.706 |
13.8% |
0.183 |
3.6% |
26% |
False |
True |
8,483 |
20 |
6.180 |
4.948 |
1.232 |
24.0% |
0.194 |
3.8% |
15% |
False |
True |
8,238 |
40 |
6.180 |
4.948 |
1.232 |
24.0% |
0.187 |
3.6% |
15% |
False |
True |
7,303 |
60 |
6.180 |
4.775 |
1.405 |
27.4% |
0.174 |
3.4% |
25% |
False |
False |
5,960 |
80 |
6.180 |
4.775 |
1.405 |
27.4% |
0.163 |
3.2% |
25% |
False |
False |
5,027 |
100 |
6.180 |
4.775 |
1.405 |
27.4% |
0.154 |
3.0% |
25% |
False |
False |
4,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.998 |
2.618 |
5.672 |
1.618 |
5.472 |
1.000 |
5.348 |
0.618 |
5.272 |
HIGH |
5.148 |
0.618 |
5.072 |
0.500 |
5.048 |
0.382 |
5.024 |
LOW |
4.948 |
0.618 |
4.824 |
1.000 |
4.748 |
1.618 |
4.624 |
2.618 |
4.424 |
4.250 |
4.098 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.103 |
5.121 |
PP |
5.076 |
5.111 |
S1 |
5.048 |
5.101 |
|