NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.348 |
5.151 |
-0.197 |
-3.7% |
5.770 |
High |
5.370 |
5.313 |
-0.057 |
-1.1% |
5.785 |
Low |
5.183 |
5.151 |
-0.032 |
-0.6% |
5.402 |
Close |
5.189 |
5.246 |
0.057 |
1.1% |
5.482 |
Range |
0.187 |
0.162 |
-0.025 |
-13.4% |
0.383 |
ATR |
0.181 |
0.180 |
-0.001 |
-0.8% |
0.000 |
Volume |
3,489 |
4,346 |
857 |
24.6% |
18,147 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.723 |
5.646 |
5.335 |
|
R3 |
5.561 |
5.484 |
5.291 |
|
R2 |
5.399 |
5.399 |
5.276 |
|
R1 |
5.322 |
5.322 |
5.261 |
5.361 |
PP |
5.237 |
5.237 |
5.237 |
5.256 |
S1 |
5.160 |
5.160 |
5.231 |
5.199 |
S2 |
5.075 |
5.075 |
5.216 |
|
S3 |
4.913 |
4.998 |
5.201 |
|
S4 |
4.751 |
4.836 |
5.157 |
|
|
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 |
5.151 |
0.525 |
10.0% |
0.185 |
3.5% |
18% |
False |
True |
4,554 |
10 |
6.003 |
5.151 |
0.852 |
16.2% |
0.177 |
3.4% |
11% |
False |
True |
3,987 |
20 |
6.200 |
5.151 |
1.049 |
20.0% |
0.168 |
3.2% |
9% |
False |
True |
3,011 |
40 |
6.200 |
5.151 |
1.049 |
20.0% |
0.170 |
3.2% |
9% |
False |
True |
2,515 |
60 |
6.200 |
4.869 |
1.331 |
25.4% |
0.146 |
2.8% |
28% |
False |
False |
1,941 |
80 |
6.200 |
4.869 |
1.331 |
25.4% |
0.140 |
2.7% |
28% |
False |
False |
1,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.002 |
2.618 |
5.737 |
1.618 |
5.575 |
1.000 |
5.475 |
0.618 |
5.413 |
HIGH |
5.313 |
0.618 |
5.251 |
0.500 |
5.232 |
0.382 |
5.213 |
LOW |
5.151 |
0.618 |
5.051 |
1.000 |
4.989 |
1.618 |
4.889 |
2.618 |
4.727 |
4.250 |
4.463 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.241 |
5.261 |
PP |
5.237 |
5.256 |
S1 |
5.232 |
5.251 |
|