NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.500 |
5.471 |
-0.029 |
-0.5% |
5.775 |
High |
5.500 |
5.471 |
-0.029 |
-0.5% |
5.784 |
Low |
5.387 |
5.425 |
0.038 |
0.7% |
5.433 |
Close |
5.411 |
5.440 |
0.029 |
0.5% |
5.461 |
Range |
0.113 |
0.046 |
-0.067 |
-59.3% |
0.351 |
ATR |
|
|
|
|
|
Volume |
6,957 |
1,266 |
-5,691 |
-81.8% |
7,451 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.583 |
5.558 |
5.465 |
|
R3 |
5.537 |
5.512 |
5.453 |
|
R2 |
5.491 |
5.491 |
5.448 |
|
R1 |
5.466 |
5.466 |
5.444 |
5.456 |
PP |
5.445 |
5.445 |
5.445 |
5.440 |
S1 |
5.420 |
5.420 |
5.436 |
5.410 |
S2 |
5.399 |
5.399 |
5.432 |
|
S3 |
5.353 |
5.374 |
5.427 |
|
S4 |
5.307 |
5.328 |
5.415 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.612 |
6.388 |
5.654 |
|
R3 |
6.261 |
6.037 |
5.558 |
|
R2 |
5.910 |
5.910 |
5.525 |
|
R1 |
5.686 |
5.686 |
5.493 |
5.623 |
PP |
5.559 |
5.559 |
5.559 |
5.528 |
S1 |
5.335 |
5.335 |
5.429 |
5.272 |
S2 |
5.208 |
5.208 |
5.397 |
|
S3 |
4.857 |
4.984 |
5.364 |
|
S4 |
4.506 |
4.633 |
5.268 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.667 |
2.618 |
5.591 |
1.618 |
5.545 |
1.000 |
5.517 |
0.618 |
5.499 |
HIGH |
5.471 |
0.618 |
5.453 |
0.500 |
5.448 |
0.382 |
5.443 |
LOW |
5.425 |
0.618 |
5.397 |
1.000 |
5.379 |
1.618 |
5.351 |
2.618 |
5.305 |
4.250 |
5.230 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.448 |
5.488 |
PP |
5.445 |
5.472 |
S1 |
5.443 |
5.456 |
|