NYMEX Natural Gas Future September 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 |
5.471 |
5.377 |
-0.094 |
-1.7% |
5.775 |
High |
5.471 |
5.379 |
-0.092 |
-1.7% |
5.784 |
Low |
5.425 |
5.300 |
-0.125 |
-2.3% |
5.433 |
Close |
5.440 |
5.304 |
-0.136 |
-2.5% |
5.461 |
Range |
0.046 |
0.079 |
0.033 |
71.7% |
0.351 |
ATR |
|
|
|
|
|
Volume |
1,266 |
1,238 |
-28 |
-2.2% |
7,451 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.565 |
5.513 |
5.347 |
|
R3 |
5.486 |
5.434 |
5.326 |
|
R2 |
5.407 |
5.407 |
5.318 |
|
R1 |
5.355 |
5.355 |
5.311 |
5.342 |
PP |
5.328 |
5.328 |
5.328 |
5.321 |
S1 |
5.276 |
5.276 |
5.297 |
5.263 |
S2 |
5.249 |
5.249 |
5.290 |
|
S3 |
5.170 |
5.197 |
5.282 |
|
S4 |
5.091 |
5.118 |
5.261 |
|
|
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 |
5.715 |
2.618 |
5.586 |
1.618 |
5.507 |
1.000 |
5.458 |
0.618 |
5.428 |
HIGH |
5.379 |
0.618 |
5.349 |
0.500 |
5.340 |
0.382 |
5.330 |
LOW |
5.300 |
0.618 |
5.251 |
1.000 |
5.221 |
1.618 |
5.172 |
2.618 |
5.093 |
4.250 |
4.964 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.340 |
5.400 |
PP |
5.328 |
5.368 |
S1 |
5.316 |
5.336 |
|