NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.973 |
5.011 |
0.038 |
0.8% |
5.430 |
High |
5.053 |
5.011 |
-0.042 |
-0.8% |
5.450 |
Low |
4.944 |
4.865 |
-0.079 |
-1.6% |
5.006 |
Close |
5.008 |
4.887 |
-0.121 |
-2.4% |
5.046 |
Range |
0.109 |
0.146 |
0.037 |
33.9% |
0.444 |
ATR |
0.188 |
0.185 |
-0.003 |
-1.6% |
0.000 |
Volume |
9,114 |
6,104 |
-3,010 |
-33.0% |
42,246 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.359 |
5.269 |
4.967 |
|
R3 |
5.213 |
5.123 |
4.927 |
|
R2 |
5.067 |
5.067 |
4.914 |
|
R1 |
4.977 |
4.977 |
4.900 |
4.949 |
PP |
4.921 |
4.921 |
4.921 |
4.907 |
S1 |
4.831 |
4.831 |
4.874 |
4.803 |
S2 |
4.775 |
4.775 |
4.860 |
|
S3 |
4.629 |
4.685 |
4.847 |
|
S4 |
4.483 |
4.539 |
4.807 |
|
|
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 |
5.148 |
4.865 |
0.283 |
5.8% |
0.147 |
3.0% |
8% |
False |
True |
9,545 |
10 |
5.612 |
4.865 |
0.747 |
15.3% |
0.175 |
3.6% |
3% |
False |
True |
9,081 |
20 |
6.180 |
4.865 |
1.315 |
26.9% |
0.181 |
3.7% |
2% |
False |
True |
8,561 |
40 |
6.180 |
4.865 |
1.315 |
26.9% |
0.180 |
3.7% |
2% |
False |
True |
7,625 |
60 |
6.180 |
4.775 |
1.405 |
28.7% |
0.177 |
3.6% |
8% |
False |
False |
6,347 |
80 |
6.180 |
4.775 |
1.405 |
28.7% |
0.163 |
3.3% |
8% |
False |
False |
5,321 |
100 |
6.180 |
4.775 |
1.405 |
28.7% |
0.154 |
3.2% |
8% |
False |
False |
4,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.632 |
2.618 |
5.393 |
1.618 |
5.247 |
1.000 |
5.157 |
0.618 |
5.101 |
HIGH |
5.011 |
0.618 |
4.955 |
0.500 |
4.938 |
0.382 |
4.921 |
LOW |
4.865 |
0.618 |
4.775 |
1.000 |
4.719 |
1.618 |
4.629 |
2.618 |
4.483 |
4.250 |
4.245 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.938 |
4.991 |
PP |
4.921 |
4.956 |
S1 |
4.904 |
4.922 |
|