NYMEX Natural Gas Future April 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 |
5.116 |
4.973 |
-0.143 |
-2.8% |
5.430 |
High |
5.116 |
5.053 |
-0.063 |
-1.2% |
5.450 |
Low |
4.940 |
4.944 |
0.004 |
0.1% |
5.006 |
Close |
4.967 |
5.008 |
0.041 |
0.8% |
5.046 |
Range |
0.176 |
0.109 |
-0.067 |
-38.1% |
0.444 |
ATR |
0.194 |
0.188 |
-0.006 |
-3.1% |
0.000 |
Volume |
14,754 |
9,114 |
-5,640 |
-38.2% |
42,246 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.329 |
5.277 |
5.068 |
|
R3 |
5.220 |
5.168 |
5.038 |
|
R2 |
5.111 |
5.111 |
5.028 |
|
R1 |
5.059 |
5.059 |
5.018 |
5.085 |
PP |
5.002 |
5.002 |
5.002 |
5.015 |
S1 |
4.950 |
4.950 |
4.998 |
4.976 |
S2 |
4.893 |
4.893 |
4.988 |
|
S3 |
4.784 |
4.841 |
4.978 |
|
S4 |
4.675 |
4.732 |
4.948 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.499 |
6.217 |
5.290 |
|
R3 |
6.055 |
5.773 |
5.168 |
|
R2 |
5.611 |
5.611 |
5.127 |
|
R1 |
5.329 |
5.329 |
5.087 |
5.248 |
PP |
5.167 |
5.167 |
5.167 |
5.127 |
S1 |
4.885 |
4.885 |
5.005 |
4.804 |
S2 |
4.723 |
4.723 |
4.965 |
|
S3 |
4.279 |
4.441 |
4.924 |
|
S4 |
3.835 |
3.997 |
4.802 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.254 |
4.940 |
0.314 |
6.3% |
0.152 |
3.0% |
22% |
False |
False |
10,497 |
10 |
5.612 |
4.940 |
0.672 |
13.4% |
0.176 |
3.5% |
10% |
False |
False |
9,392 |
20 |
6.180 |
4.940 |
1.240 |
24.8% |
0.181 |
3.6% |
5% |
False |
False |
8,608 |
40 |
6.180 |
4.940 |
1.240 |
24.8% |
0.183 |
3.7% |
5% |
False |
False |
7,642 |
60 |
6.180 |
4.775 |
1.405 |
28.1% |
0.176 |
3.5% |
17% |
False |
False |
6,282 |
80 |
6.180 |
4.775 |
1.405 |
28.1% |
0.164 |
3.3% |
17% |
False |
False |
5,274 |
100 |
6.180 |
4.775 |
1.405 |
28.1% |
0.153 |
3.1% |
17% |
False |
False |
4,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.516 |
2.618 |
5.338 |
1.618 |
5.229 |
1.000 |
5.162 |
0.618 |
5.120 |
HIGH |
5.053 |
0.618 |
5.011 |
0.500 |
4.999 |
0.382 |
4.986 |
LOW |
4.944 |
0.618 |
4.877 |
1.000 |
4.835 |
1.618 |
4.768 |
2.618 |
4.659 |
4.250 |
4.481 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.005 |
5.044 |
PP |
5.002 |
5.032 |
S1 |
4.999 |
5.020 |
|