NYMEX Natural Gas Future March 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 |
5.051 |
5.082 |
0.031 |
0.6% |
5.350 |
| High |
5.132 |
5.082 |
-0.050 |
-1.0% |
5.477 |
| Low |
4.928 |
4.919 |
-0.009 |
-0.2% |
4.992 |
| Close |
5.115 |
4.953 |
-0.162 |
-3.2% |
5.036 |
| Range |
0.204 |
0.163 |
-0.041 |
-20.1% |
0.485 |
| ATR |
0.212 |
0.211 |
-0.001 |
-0.5% |
0.000 |
| Volume |
15,450 |
16,761 |
1,311 |
8.5% |
55,421 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.474 |
5.376 |
5.043 |
|
| R3 |
5.311 |
5.213 |
4.998 |
|
| R2 |
5.148 |
5.148 |
4.983 |
|
| R1 |
5.050 |
5.050 |
4.968 |
5.018 |
| PP |
4.985 |
4.985 |
4.985 |
4.968 |
| S1 |
4.887 |
4.887 |
4.938 |
4.855 |
| S2 |
4.822 |
4.822 |
4.923 |
|
| S3 |
4.659 |
4.724 |
4.908 |
|
| S4 |
4.496 |
4.561 |
4.863 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.623 |
6.315 |
5.303 |
|
| R3 |
6.138 |
5.830 |
5.169 |
|
| R2 |
5.653 |
5.653 |
5.125 |
|
| R1 |
5.345 |
5.345 |
5.080 |
5.257 |
| PP |
5.168 |
5.168 |
5.168 |
5.124 |
| S1 |
4.860 |
4.860 |
4.992 |
4.772 |
| S2 |
4.683 |
4.683 |
4.947 |
|
| S3 |
4.198 |
4.375 |
4.903 |
|
| S4 |
3.713 |
3.890 |
4.769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.330 |
4.919 |
0.411 |
8.3% |
0.196 |
4.0% |
8% |
False |
True |
13,408 |
| 10 |
5.665 |
4.919 |
0.746 |
15.1% |
0.208 |
4.2% |
5% |
False |
True |
11,167 |
| 20 |
6.242 |
4.919 |
1.323 |
26.7% |
0.210 |
4.2% |
3% |
False |
True |
9,617 |
| 40 |
6.242 |
4.919 |
1.323 |
26.7% |
0.209 |
4.2% |
3% |
False |
True |
8,246 |
| 60 |
6.242 |
4.733 |
1.509 |
30.5% |
0.193 |
3.9% |
15% |
False |
False |
7,050 |
| 80 |
6.242 |
4.733 |
1.509 |
30.5% |
0.181 |
3.6% |
15% |
False |
False |
6,003 |
| 100 |
6.242 |
4.733 |
1.509 |
30.5% |
0.169 |
3.4% |
15% |
False |
False |
5,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.775 |
|
2.618 |
5.509 |
|
1.618 |
5.346 |
|
1.000 |
5.245 |
|
0.618 |
5.183 |
|
HIGH |
5.082 |
|
0.618 |
5.020 |
|
0.500 |
5.001 |
|
0.382 |
4.981 |
|
LOW |
4.919 |
|
0.618 |
4.818 |
|
1.000 |
4.756 |
|
1.618 |
4.655 |
|
2.618 |
4.492 |
|
4.250 |
4.226 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.001 |
5.066 |
| PP |
4.985 |
5.028 |
| S1 |
4.969 |
4.991 |
|