NYMEX Natural Gas Future May 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 |
5.035 |
4.946 |
-0.089 |
-1.8% |
5.440 |
High |
5.106 |
5.023 |
-0.083 |
-1.6% |
5.440 |
Low |
5.008 |
4.932 |
-0.076 |
-1.5% |
5.071 |
Close |
5.068 |
4.946 |
-0.122 |
-2.4% |
5.106 |
Range |
0.098 |
0.091 |
-0.007 |
-7.1% |
0.369 |
ATR |
0.175 |
0.172 |
-0.003 |
-1.6% |
0.000 |
Volume |
3,323 |
3,044 |
-279 |
-8.4% |
20,624 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.240 |
5.184 |
4.996 |
|
R3 |
5.149 |
5.093 |
4.971 |
|
R2 |
5.058 |
5.058 |
4.963 |
|
R1 |
5.002 |
5.002 |
4.954 |
4.992 |
PP |
4.967 |
4.967 |
4.967 |
4.962 |
S1 |
4.911 |
4.911 |
4.938 |
4.901 |
S2 |
4.876 |
4.876 |
4.929 |
|
S3 |
4.785 |
4.820 |
4.921 |
|
S4 |
4.694 |
4.729 |
4.896 |
|
|
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 |
5.200 |
4.932 |
0.268 |
5.4% |
0.118 |
2.4% |
5% |
False |
True |
3,680 |
10 |
5.676 |
4.932 |
0.744 |
15.0% |
0.152 |
3.1% |
2% |
False |
True |
4,117 |
20 |
6.200 |
4.932 |
1.268 |
25.6% |
0.159 |
3.2% |
1% |
False |
True |
3,520 |
40 |
6.200 |
4.932 |
1.268 |
25.6% |
0.155 |
3.1% |
1% |
False |
True |
2,802 |
60 |
6.200 |
4.869 |
1.331 |
26.9% |
0.151 |
3.1% |
6% |
False |
False |
2,201 |
80 |
6.200 |
4.869 |
1.331 |
26.9% |
0.140 |
2.8% |
6% |
False |
False |
1,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.410 |
2.618 |
5.261 |
1.618 |
5.170 |
1.000 |
5.114 |
0.618 |
5.079 |
HIGH |
5.023 |
0.618 |
4.988 |
0.500 |
4.978 |
0.382 |
4.967 |
LOW |
4.932 |
0.618 |
4.876 |
1.000 |
4.841 |
1.618 |
4.785 |
2.618 |
4.694 |
4.250 |
4.545 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.978 |
5.026 |
PP |
4.967 |
4.999 |
S1 |
4.957 |
4.973 |
|