NYMEX Natural Gas Future May 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 |
5.151 |
5.162 |
0.011 |
0.2% |
5.440 |
High |
5.313 |
5.163 |
-0.150 |
-2.8% |
5.440 |
Low |
5.151 |
5.071 |
-0.080 |
-1.6% |
5.071 |
Close |
5.246 |
5.106 |
-0.140 |
-2.7% |
5.106 |
Range |
0.162 |
0.092 |
-0.070 |
-43.2% |
0.369 |
ATR |
0.180 |
0.179 |
0.000 |
-0.2% |
0.000 |
Volume |
4,346 |
2,385 |
-1,961 |
-45.1% |
20,624 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.389 |
5.340 |
5.157 |
|
R3 |
5.297 |
5.248 |
5.131 |
|
R2 |
5.205 |
5.205 |
5.123 |
|
R1 |
5.156 |
5.156 |
5.114 |
5.135 |
PP |
5.113 |
5.113 |
5.113 |
5.103 |
S1 |
5.064 |
5.064 |
5.098 |
5.043 |
S2 |
5.021 |
5.021 |
5.089 |
|
S3 |
4.929 |
4.972 |
5.081 |
|
S4 |
4.837 |
4.880 |
5.055 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.313 |
6.078 |
5.309 |
|
R3 |
5.944 |
5.709 |
5.207 |
|
R2 |
5.575 |
5.575 |
5.174 |
|
R1 |
5.340 |
5.340 |
5.140 |
5.273 |
PP |
5.206 |
5.206 |
5.206 |
5.172 |
S1 |
4.971 |
4.971 |
5.072 |
4.904 |
S2 |
4.837 |
4.837 |
5.038 |
|
S3 |
4.468 |
4.602 |
5.005 |
|
S4 |
4.099 |
4.233 |
4.903 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.440 |
5.071 |
0.369 |
7.2% |
0.149 |
2.9% |
9% |
False |
True |
4,124 |
10 |
5.785 |
5.071 |
0.714 |
14.0% |
0.166 |
3.3% |
5% |
False |
True |
3,877 |
20 |
6.200 |
5.071 |
1.129 |
22.1% |
0.166 |
3.3% |
3% |
False |
True |
3,055 |
40 |
6.200 |
5.071 |
1.129 |
22.1% |
0.165 |
3.2% |
3% |
False |
True |
2,550 |
60 |
6.200 |
4.869 |
1.331 |
26.1% |
0.146 |
2.9% |
18% |
False |
False |
1,971 |
80 |
6.200 |
4.869 |
1.331 |
26.1% |
0.139 |
2.7% |
18% |
False |
False |
1,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.554 |
2.618 |
5.404 |
1.618 |
5.312 |
1.000 |
5.255 |
0.618 |
5.220 |
HIGH |
5.163 |
0.618 |
5.128 |
0.500 |
5.117 |
0.382 |
5.106 |
LOW |
5.071 |
0.618 |
5.014 |
1.000 |
4.979 |
1.618 |
4.922 |
2.618 |
4.830 |
4.250 |
4.680 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.117 |
5.221 |
PP |
5.113 |
5.182 |
S1 |
5.110 |
5.144 |
|