NYMEX Natural Gas Future January 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 |
4.967 |
4.993 |
0.026 |
0.5% |
5.361 |
| High |
5.049 |
5.035 |
-0.014 |
-0.3% |
5.448 |
| Low |
4.843 |
4.828 |
-0.015 |
-0.3% |
4.923 |
| Close |
5.030 |
4.861 |
-0.169 |
-3.4% |
4.959 |
| Range |
0.206 |
0.207 |
0.001 |
0.5% |
0.525 |
| ATR |
0.236 |
0.234 |
-0.002 |
-0.9% |
0.000 |
| Volume |
45,353 |
49,649 |
4,296 |
9.5% |
168,755 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.529 |
5.402 |
4.975 |
|
| R3 |
5.322 |
5.195 |
4.918 |
|
| R2 |
5.115 |
5.115 |
4.899 |
|
| R1 |
4.988 |
4.988 |
4.880 |
4.948 |
| PP |
4.908 |
4.908 |
4.908 |
4.888 |
| S1 |
4.781 |
4.781 |
4.842 |
4.741 |
| S2 |
4.701 |
4.701 |
4.823 |
|
| S3 |
4.494 |
4.574 |
4.804 |
|
| S4 |
4.287 |
4.367 |
4.747 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.685 |
6.347 |
5.248 |
|
| R3 |
6.160 |
5.822 |
5.103 |
|
| R2 |
5.635 |
5.635 |
5.055 |
|
| R1 |
5.297 |
5.297 |
5.007 |
5.204 |
| PP |
5.110 |
5.110 |
5.110 |
5.063 |
| S1 |
4.772 |
4.772 |
4.911 |
4.679 |
| S2 |
4.585 |
4.585 |
4.863 |
|
| S3 |
4.060 |
4.247 |
4.815 |
|
| S4 |
3.535 |
3.722 |
4.670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.300 |
4.828 |
0.472 |
9.7% |
0.220 |
4.5% |
7% |
False |
True |
39,987 |
| 10 |
5.696 |
4.828 |
0.868 |
17.9% |
0.235 |
4.8% |
4% |
False |
True |
34,198 |
| 20 |
6.266 |
4.828 |
1.438 |
29.6% |
0.236 |
4.9% |
2% |
False |
True |
30,115 |
| 40 |
6.266 |
4.828 |
1.438 |
29.6% |
0.237 |
4.9% |
2% |
False |
True |
26,338 |
| 60 |
6.266 |
4.677 |
1.589 |
32.7% |
0.218 |
4.5% |
12% |
False |
False |
21,724 |
| 80 |
6.266 |
4.677 |
1.589 |
32.7% |
0.206 |
4.2% |
12% |
False |
False |
18,286 |
| 100 |
6.266 |
4.677 |
1.589 |
32.7% |
0.192 |
3.9% |
12% |
False |
False |
15,804 |
| 120 |
6.462 |
4.677 |
1.785 |
36.7% |
0.194 |
4.0% |
10% |
False |
False |
14,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.915 |
|
2.618 |
5.577 |
|
1.618 |
5.370 |
|
1.000 |
5.242 |
|
0.618 |
5.163 |
|
HIGH |
5.035 |
|
0.618 |
4.956 |
|
0.500 |
4.932 |
|
0.382 |
4.907 |
|
LOW |
4.828 |
|
0.618 |
4.700 |
|
1.000 |
4.621 |
|
1.618 |
4.493 |
|
2.618 |
4.286 |
|
4.250 |
3.948 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.932 |
4.998 |
| PP |
4.908 |
4.952 |
| S1 |
4.885 |
4.907 |
|