NYMEX Natural Gas Future May 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 |
5.117 |
5.100 |
-0.017 |
-0.3% |
5.440 |
High |
5.200 |
5.120 |
-0.080 |
-1.5% |
5.440 |
Low |
5.010 |
5.001 |
-0.009 |
-0.2% |
5.071 |
Close |
5.193 |
5.030 |
-0.163 |
-3.1% |
5.106 |
Range |
0.190 |
0.119 |
-0.071 |
-37.4% |
0.369 |
ATR |
0.180 |
0.181 |
0.001 |
0.5% |
0.000 |
Volume |
4,097 |
5,555 |
1,458 |
35.6% |
20,624 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.407 |
5.338 |
5.095 |
|
R3 |
5.288 |
5.219 |
5.063 |
|
R2 |
5.169 |
5.169 |
5.052 |
|
R1 |
5.100 |
5.100 |
5.041 |
5.075 |
PP |
5.050 |
5.050 |
5.050 |
5.038 |
S1 |
4.981 |
4.981 |
5.019 |
4.956 |
S2 |
4.931 |
4.931 |
5.008 |
|
S3 |
4.812 |
4.862 |
4.997 |
|
S4 |
4.693 |
4.743 |
4.965 |
|
|
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 |
5.370 |
5.001 |
0.369 |
7.3% |
0.150 |
3.0% |
8% |
False |
True |
3,974 |
10 |
5.702 |
5.001 |
0.701 |
13.9% |
0.167 |
3.3% |
4% |
False |
True |
4,240 |
20 |
6.200 |
5.001 |
1.199 |
23.8% |
0.168 |
3.3% |
2% |
False |
True |
3,407 |
40 |
6.200 |
5.001 |
1.199 |
23.8% |
0.162 |
3.2% |
2% |
False |
True |
2,729 |
60 |
6.200 |
4.869 |
1.331 |
26.5% |
0.150 |
3.0% |
12% |
False |
False |
2,112 |
80 |
6.200 |
4.869 |
1.331 |
26.5% |
0.140 |
2.8% |
12% |
False |
False |
1,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.626 |
2.618 |
5.432 |
1.618 |
5.313 |
1.000 |
5.239 |
0.618 |
5.194 |
HIGH |
5.120 |
0.618 |
5.075 |
0.500 |
5.061 |
0.382 |
5.046 |
LOW |
5.001 |
0.618 |
4.927 |
1.000 |
4.882 |
1.618 |
4.808 |
2.618 |
4.689 |
4.250 |
4.495 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.061 |
5.101 |
PP |
5.050 |
5.077 |
S1 |
5.040 |
5.054 |
|