NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.980 |
4.852 |
-0.128 |
-2.6% |
5.040 |
High |
4.980 |
4.920 |
-0.060 |
-1.2% |
5.111 |
Low |
4.814 |
4.755 |
-0.059 |
-1.2% |
4.755 |
Close |
4.841 |
4.879 |
0.038 |
0.8% |
4.879 |
Range |
0.166 |
0.165 |
-0.001 |
-0.6% |
0.356 |
ATR |
0.205 |
0.202 |
-0.003 |
-1.4% |
0.000 |
Volume |
12,248 |
22,097 |
9,849 |
80.4% |
84,726 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.346 |
5.278 |
4.970 |
|
R3 |
5.181 |
5.113 |
4.924 |
|
R2 |
5.016 |
5.016 |
4.909 |
|
R1 |
4.948 |
4.948 |
4.894 |
4.982 |
PP |
4.851 |
4.851 |
4.851 |
4.869 |
S1 |
4.783 |
4.783 |
4.864 |
4.817 |
S2 |
4.686 |
4.686 |
4.849 |
|
S3 |
4.521 |
4.618 |
4.834 |
|
S4 |
4.356 |
4.453 |
4.788 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.983 |
5.787 |
5.075 |
|
R3 |
5.627 |
5.431 |
4.977 |
|
R2 |
5.271 |
5.271 |
4.944 |
|
R1 |
5.075 |
5.075 |
4.912 |
4.995 |
PP |
4.915 |
4.915 |
4.915 |
4.875 |
S1 |
4.719 |
4.719 |
4.846 |
4.639 |
S2 |
4.559 |
4.559 |
4.814 |
|
S3 |
4.203 |
4.363 |
4.781 |
|
S4 |
3.847 |
4.007 |
4.683 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.111 |
4.755 |
0.356 |
7.3% |
0.168 |
3.4% |
35% |
False |
True |
16,945 |
10 |
5.495 |
4.755 |
0.740 |
15.2% |
0.190 |
3.9% |
17% |
False |
True |
14,258 |
20 |
6.300 |
4.755 |
1.545 |
31.7% |
0.200 |
4.1% |
8% |
False |
True |
10,725 |
40 |
6.300 |
4.755 |
1.545 |
31.7% |
0.207 |
4.2% |
8% |
False |
True |
7,975 |
60 |
6.300 |
4.730 |
1.570 |
32.2% |
0.200 |
4.1% |
9% |
False |
False |
6,237 |
80 |
6.300 |
4.730 |
1.570 |
32.2% |
0.183 |
3.7% |
9% |
False |
False |
5,068 |
100 |
6.300 |
4.730 |
1.570 |
32.2% |
0.171 |
3.5% |
9% |
False |
False |
4,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.621 |
2.618 |
5.352 |
1.618 |
5.187 |
1.000 |
5.085 |
0.618 |
5.022 |
HIGH |
4.920 |
0.618 |
4.857 |
0.500 |
4.838 |
0.382 |
4.818 |
LOW |
4.755 |
0.618 |
4.653 |
1.000 |
4.590 |
1.618 |
4.488 |
2.618 |
4.323 |
4.250 |
4.054 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.865 |
4.892 |
PP |
4.851 |
4.887 |
S1 |
4.838 |
4.883 |
|