NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.852 |
4.920 |
0.068 |
1.4% |
5.040 |
High |
4.920 |
5.095 |
0.175 |
3.6% |
5.111 |
Low |
4.755 |
4.853 |
0.098 |
2.1% |
4.755 |
Close |
4.879 |
5.066 |
0.187 |
3.8% |
4.879 |
Range |
0.165 |
0.242 |
0.077 |
46.7% |
0.356 |
ATR |
0.202 |
0.205 |
0.003 |
1.4% |
0.000 |
Volume |
22,097 |
16,741 |
-5,356 |
-24.2% |
84,726 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.731 |
5.640 |
5.199 |
|
R3 |
5.489 |
5.398 |
5.133 |
|
R2 |
5.247 |
5.247 |
5.110 |
|
R1 |
5.156 |
5.156 |
5.088 |
5.202 |
PP |
5.005 |
5.005 |
5.005 |
5.027 |
S1 |
4.914 |
4.914 |
5.044 |
4.960 |
S2 |
4.763 |
4.763 |
5.022 |
|
S3 |
4.521 |
4.672 |
4.999 |
|
S4 |
4.279 |
4.430 |
4.933 |
|
|
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 |
5.099 |
4.755 |
0.344 |
6.8% |
0.177 |
3.5% |
90% |
False |
False |
16,901 |
10 |
5.335 |
4.755 |
0.580 |
11.4% |
0.186 |
3.7% |
54% |
False |
False |
14,846 |
20 |
6.300 |
4.755 |
1.545 |
30.5% |
0.203 |
4.0% |
20% |
False |
False |
11,256 |
40 |
6.300 |
4.755 |
1.545 |
30.5% |
0.209 |
4.1% |
20% |
False |
False |
8,336 |
60 |
6.300 |
4.730 |
1.570 |
31.0% |
0.202 |
4.0% |
21% |
False |
False |
6,479 |
80 |
6.300 |
4.730 |
1.570 |
31.0% |
0.184 |
3.6% |
21% |
False |
False |
5,260 |
100 |
6.300 |
4.730 |
1.570 |
31.0% |
0.172 |
3.4% |
21% |
False |
False |
4,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.124 |
2.618 |
5.729 |
1.618 |
5.487 |
1.000 |
5.337 |
0.618 |
5.245 |
HIGH |
5.095 |
0.618 |
5.003 |
0.500 |
4.974 |
0.382 |
4.945 |
LOW |
4.853 |
0.618 |
4.703 |
1.000 |
4.611 |
1.618 |
4.461 |
2.618 |
4.219 |
4.250 |
3.825 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.035 |
5.019 |
PP |
5.005 |
4.972 |
S1 |
4.974 |
4.925 |
|