NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.692 |
4.726 |
0.034 |
0.7% |
4.840 |
High |
4.740 |
4.779 |
0.039 |
0.8% |
5.084 |
Low |
4.560 |
4.569 |
0.009 |
0.2% |
4.560 |
Close |
4.715 |
4.758 |
0.043 |
0.9% |
4.758 |
Range |
0.180 |
0.210 |
0.030 |
16.7% |
0.524 |
ATR |
0.223 |
0.222 |
-0.001 |
-0.4% |
0.000 |
Volume |
76,887 |
65,610 |
-11,277 |
-14.7% |
362,877 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.332 |
5.255 |
4.874 |
|
R3 |
5.122 |
5.045 |
4.816 |
|
R2 |
4.912 |
4.912 |
4.797 |
|
R1 |
4.835 |
4.835 |
4.777 |
4.874 |
PP |
4.702 |
4.702 |
4.702 |
4.721 |
S1 |
4.625 |
4.625 |
4.739 |
4.664 |
S2 |
4.492 |
4.492 |
4.720 |
|
S3 |
4.282 |
4.415 |
4.700 |
|
S4 |
4.072 |
4.205 |
4.643 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.373 |
6.089 |
5.046 |
|
R3 |
5.849 |
5.565 |
4.902 |
|
R2 |
5.325 |
5.325 |
4.854 |
|
R1 |
5.041 |
5.041 |
4.806 |
4.921 |
PP |
4.801 |
4.801 |
4.801 |
4.741 |
S1 |
4.517 |
4.517 |
4.710 |
4.397 |
S2 |
4.277 |
4.277 |
4.662 |
|
S3 |
3.753 |
3.993 |
4.614 |
|
S4 |
3.229 |
3.469 |
4.470 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.084 |
4.560 |
0.524 |
11.0% |
0.231 |
4.9% |
38% |
False |
False |
72,575 |
10 |
5.084 |
4.560 |
0.524 |
11.0% |
0.204 |
4.3% |
38% |
False |
False |
69,316 |
20 |
5.786 |
4.560 |
1.226 |
25.8% |
0.220 |
4.6% |
16% |
False |
False |
49,142 |
40 |
6.266 |
4.560 |
1.706 |
35.9% |
0.231 |
4.9% |
12% |
False |
False |
37,870 |
60 |
6.266 |
4.560 |
1.706 |
35.9% |
0.229 |
4.8% |
12% |
False |
False |
30,602 |
80 |
6.266 |
4.560 |
1.706 |
35.9% |
0.210 |
4.4% |
12% |
False |
False |
25,114 |
100 |
6.266 |
4.560 |
1.706 |
35.9% |
0.198 |
4.2% |
12% |
False |
False |
21,433 |
120 |
6.462 |
4.560 |
1.902 |
40.0% |
0.192 |
4.0% |
10% |
False |
False |
18,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.672 |
2.618 |
5.329 |
1.618 |
5.119 |
1.000 |
4.989 |
0.618 |
4.909 |
HIGH |
4.779 |
0.618 |
4.699 |
0.500 |
4.674 |
0.382 |
4.649 |
LOW |
4.569 |
0.618 |
4.439 |
1.000 |
4.359 |
1.618 |
4.229 |
2.618 |
4.019 |
4.250 |
3.677 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.730 |
4.756 |
PP |
4.702 |
4.755 |
S1 |
4.674 |
4.753 |
|