NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
5.250 |
5.348 |
0.098 |
1.9% |
5.770 |
| High |
5.344 |
5.370 |
0.026 |
0.5% |
5.785 |
| Low |
5.215 |
5.183 |
-0.032 |
-0.6% |
5.402 |
| Close |
5.333 |
5.189 |
-0.144 |
-2.7% |
5.482 |
| Range |
0.129 |
0.187 |
0.058 |
45.0% |
0.383 |
| ATR |
0.181 |
0.181 |
0.000 |
0.3% |
0.000 |
| Volume |
6,844 |
3,489 |
-3,355 |
-49.0% |
18,147 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.808 |
5.686 |
5.292 |
|
| R3 |
5.621 |
5.499 |
5.240 |
|
| R2 |
5.434 |
5.434 |
5.223 |
|
| R1 |
5.312 |
5.312 |
5.206 |
5.280 |
| PP |
5.247 |
5.247 |
5.247 |
5.231 |
| S1 |
5.125 |
5.125 |
5.172 |
5.093 |
| S2 |
5.060 |
5.060 |
5.155 |
|
| S3 |
4.873 |
4.938 |
5.138 |
|
| S4 |
4.686 |
4.751 |
5.086 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.705 |
6.477 |
5.693 |
|
| R3 |
6.322 |
6.094 |
5.587 |
|
| R2 |
5.939 |
5.939 |
5.552 |
|
| R1 |
5.711 |
5.711 |
5.517 |
5.634 |
| PP |
5.556 |
5.556 |
5.556 |
5.518 |
| S1 |
5.328 |
5.328 |
5.447 |
5.251 |
| S2 |
5.173 |
5.173 |
5.412 |
|
| S3 |
4.790 |
4.945 |
5.377 |
|
| S4 |
4.407 |
4.562 |
5.271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.676 |
5.183 |
0.493 |
9.5% |
0.179 |
3.4% |
1% |
False |
True |
4,639 |
| 10 |
6.120 |
5.183 |
0.937 |
18.1% |
0.181 |
3.5% |
1% |
False |
True |
3,839 |
| 20 |
6.200 |
5.183 |
1.017 |
19.6% |
0.167 |
3.2% |
1% |
False |
True |
2,931 |
| 40 |
6.200 |
5.005 |
1.195 |
23.0% |
0.175 |
3.4% |
15% |
False |
False |
2,434 |
| 60 |
6.200 |
4.869 |
1.331 |
25.7% |
0.145 |
2.8% |
24% |
False |
False |
1,884 |
| 80 |
6.200 |
4.869 |
1.331 |
25.7% |
0.141 |
2.7% |
24% |
False |
False |
1,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.165 |
|
2.618 |
5.860 |
|
1.618 |
5.673 |
|
1.000 |
5.557 |
|
0.618 |
5.486 |
|
HIGH |
5.370 |
|
0.618 |
5.299 |
|
0.500 |
5.277 |
|
0.382 |
5.254 |
|
LOW |
5.183 |
|
0.618 |
5.067 |
|
1.000 |
4.996 |
|
1.618 |
4.880 |
|
2.618 |
4.693 |
|
4.250 |
4.388 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.277 |
5.312 |
| PP |
5.247 |
5.271 |
| S1 |
5.218 |
5.230 |
|