NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
5.350 |
5.334 |
-0.016 |
-0.3% |
5.645 |
| High |
5.501 |
5.367 |
-0.134 |
-2.4% |
5.645 |
| Low |
5.350 |
5.282 |
-0.068 |
-1.3% |
5.282 |
| Close |
5.443 |
5.314 |
-0.129 |
-2.4% |
5.314 |
| Range |
0.151 |
0.085 |
-0.066 |
-43.7% |
0.363 |
| ATR |
|
|
|
|
|
| Volume |
1,544 |
1,235 |
-309 |
-20.0% |
8,837 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.576 |
5.530 |
5.361 |
|
| R3 |
5.491 |
5.445 |
5.337 |
|
| R2 |
5.406 |
5.406 |
5.330 |
|
| R1 |
5.360 |
5.360 |
5.322 |
5.341 |
| PP |
5.321 |
5.321 |
5.321 |
5.311 |
| S1 |
5.275 |
5.275 |
5.306 |
5.256 |
| S2 |
5.236 |
5.236 |
5.298 |
|
| S3 |
5.151 |
5.190 |
5.291 |
|
| S4 |
5.066 |
5.105 |
5.267 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.503 |
6.271 |
5.514 |
|
| R3 |
6.140 |
5.908 |
5.414 |
|
| R2 |
5.777 |
5.777 |
5.381 |
|
| R1 |
5.545 |
5.545 |
5.347 |
5.480 |
| PP |
5.414 |
5.414 |
5.414 |
5.381 |
| S1 |
5.182 |
5.182 |
5.281 |
5.117 |
| S2 |
5.051 |
5.051 |
5.247 |
|
| S3 |
4.688 |
4.819 |
5.214 |
|
| S4 |
4.325 |
4.456 |
5.114 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.728 |
|
2.618 |
5.590 |
|
1.618 |
5.505 |
|
1.000 |
5.452 |
|
0.618 |
5.420 |
|
HIGH |
5.367 |
|
0.618 |
5.335 |
|
0.500 |
5.325 |
|
0.382 |
5.314 |
|
LOW |
5.282 |
|
0.618 |
5.229 |
|
1.000 |
5.197 |
|
1.618 |
5.144 |
|
2.618 |
5.059 |
|
4.250 |
4.921 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.325 |
5.392 |
| PP |
5.321 |
5.366 |
| S1 |
5.318 |
5.340 |
|