NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
5.430 |
5.216 |
-0.214 |
-3.9% |
5.750 |
| High |
5.450 |
5.287 |
-0.163 |
-3.0% |
5.750 |
| Low |
5.195 |
5.151 |
-0.044 |
-0.8% |
5.336 |
| Close |
5.203 |
5.276 |
0.073 |
1.4% |
5.417 |
| Range |
0.255 |
0.136 |
-0.119 |
-46.7% |
0.414 |
| ATR |
0.203 |
0.199 |
-0.005 |
-2.4% |
0.000 |
| Volume |
7,633 |
8,219 |
586 |
7.7% |
39,906 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.646 |
5.597 |
5.351 |
|
| R3 |
5.510 |
5.461 |
5.313 |
|
| R2 |
5.374 |
5.374 |
5.301 |
|
| R1 |
5.325 |
5.325 |
5.288 |
5.350 |
| PP |
5.238 |
5.238 |
5.238 |
5.250 |
| S1 |
5.189 |
5.189 |
5.264 |
5.214 |
| S2 |
5.102 |
5.102 |
5.251 |
|
| S3 |
4.966 |
5.053 |
5.239 |
|
| S4 |
4.830 |
4.917 |
5.201 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.743 |
6.494 |
5.645 |
|
| R3 |
6.329 |
6.080 |
5.531 |
|
| R2 |
5.915 |
5.915 |
5.493 |
|
| R1 |
5.666 |
5.666 |
5.455 |
5.584 |
| PP |
5.501 |
5.501 |
5.501 |
5.460 |
| S1 |
5.252 |
5.252 |
5.379 |
5.170 |
| S2 |
5.087 |
5.087 |
5.341 |
|
| S3 |
4.673 |
4.838 |
5.303 |
|
| S4 |
4.259 |
4.424 |
5.189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.654 |
5.151 |
0.503 |
9.5% |
0.212 |
4.0% |
25% |
False |
True |
8,356 |
| 10 |
6.180 |
5.151 |
1.029 |
19.5% |
0.197 |
3.7% |
12% |
False |
True |
8,447 |
| 20 |
6.180 |
5.151 |
1.029 |
19.5% |
0.188 |
3.6% |
12% |
False |
True |
7,976 |
| 40 |
6.180 |
4.928 |
1.252 |
23.7% |
0.199 |
3.8% |
28% |
False |
False |
6,878 |
| 60 |
6.180 |
4.775 |
1.405 |
26.6% |
0.169 |
3.2% |
36% |
False |
False |
5,480 |
| 80 |
6.180 |
4.775 |
1.405 |
26.6% |
0.163 |
3.1% |
36% |
False |
False |
4,692 |
| 100 |
6.255 |
4.775 |
1.480 |
28.1% |
0.155 |
2.9% |
34% |
False |
False |
4,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.865 |
|
2.618 |
5.643 |
|
1.618 |
5.507 |
|
1.000 |
5.423 |
|
0.618 |
5.371 |
|
HIGH |
5.287 |
|
0.618 |
5.235 |
|
0.500 |
5.219 |
|
0.382 |
5.203 |
|
LOW |
5.151 |
|
0.618 |
5.067 |
|
1.000 |
5.015 |
|
1.618 |
4.931 |
|
2.618 |
4.795 |
|
4.250 |
4.573 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.257 |
5.382 |
| PP |
5.238 |
5.346 |
| S1 |
5.219 |
5.311 |
|