NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 10-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.010 |
5.116 |
0.106 |
2.1% |
5.430 |
High |
5.148 |
5.116 |
-0.032 |
-0.6% |
5.450 |
Low |
4.948 |
4.940 |
-0.008 |
-0.2% |
5.006 |
Close |
5.131 |
4.967 |
-0.164 |
-3.2% |
5.046 |
Range |
0.200 |
0.176 |
-0.024 |
-12.0% |
0.444 |
ATR |
0.194 |
0.194 |
0.000 |
-0.1% |
0.000 |
Volume |
9,677 |
14,754 |
5,077 |
52.5% |
42,246 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.536 |
5.427 |
5.064 |
|
R3 |
5.360 |
5.251 |
5.015 |
|
R2 |
5.184 |
5.184 |
4.999 |
|
R1 |
5.075 |
5.075 |
4.983 |
5.042 |
PP |
5.008 |
5.008 |
5.008 |
4.991 |
S1 |
4.899 |
4.899 |
4.951 |
4.866 |
S2 |
4.832 |
4.832 |
4.935 |
|
S3 |
4.656 |
4.723 |
4.919 |
|
S4 |
4.480 |
4.547 |
4.870 |
|
|
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 |
4.940 |
0.356 |
7.2% |
0.165 |
3.3% |
8% |
False |
True |
10,165 |
10 |
5.654 |
4.940 |
0.714 |
14.4% |
0.189 |
3.8% |
4% |
False |
True |
9,260 |
20 |
6.180 |
4.940 |
1.240 |
25.0% |
0.186 |
3.7% |
2% |
False |
True |
8,579 |
40 |
6.180 |
4.940 |
1.240 |
25.0% |
0.187 |
3.8% |
2% |
False |
True |
7,512 |
60 |
6.180 |
4.775 |
1.405 |
28.3% |
0.176 |
3.5% |
14% |
False |
False |
6,162 |
80 |
6.180 |
4.775 |
1.405 |
28.3% |
0.163 |
3.3% |
14% |
False |
False |
5,176 |
100 |
6.180 |
4.775 |
1.405 |
28.3% |
0.153 |
3.1% |
14% |
False |
False |
4,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.864 |
2.618 |
5.577 |
1.618 |
5.401 |
1.000 |
5.292 |
0.618 |
5.225 |
HIGH |
5.116 |
0.618 |
5.049 |
0.500 |
5.028 |
0.382 |
5.007 |
LOW |
4.940 |
0.618 |
4.831 |
1.000 |
4.764 |
1.618 |
4.655 |
2.618 |
4.479 |
4.250 |
4.192 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.028 |
5.044 |
PP |
5.008 |
5.018 |
S1 |
4.987 |
4.993 |
|