NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.920 |
5.091 |
0.171 |
3.5% |
5.040 |
High |
5.095 |
5.147 |
0.052 |
1.0% |
5.111 |
Low |
4.853 |
4.968 |
0.115 |
2.4% |
4.755 |
Close |
5.066 |
4.994 |
-0.072 |
-1.4% |
4.879 |
Range |
0.242 |
0.179 |
-0.063 |
-26.0% |
0.356 |
ATR |
0.205 |
0.203 |
-0.002 |
-0.9% |
0.000 |
Volume |
16,741 |
15,150 |
-1,591 |
-9.5% |
84,726 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.573 |
5.463 |
5.092 |
|
R3 |
5.394 |
5.284 |
5.043 |
|
R2 |
5.215 |
5.215 |
5.027 |
|
R1 |
5.105 |
5.105 |
5.010 |
5.071 |
PP |
5.036 |
5.036 |
5.036 |
5.019 |
S1 |
4.926 |
4.926 |
4.978 |
4.892 |
S2 |
4.857 |
4.857 |
4.961 |
|
S3 |
4.678 |
4.747 |
4.945 |
|
S4 |
4.499 |
4.568 |
4.896 |
|
|
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 |
5.147 |
4.755 |
0.392 |
7.8% |
0.174 |
3.5% |
61% |
True |
False |
16,725 |
10 |
5.335 |
4.755 |
0.580 |
11.6% |
0.187 |
3.7% |
41% |
False |
False |
15,243 |
20 |
6.300 |
4.755 |
1.545 |
30.9% |
0.204 |
4.1% |
15% |
False |
False |
11,785 |
40 |
6.300 |
4.755 |
1.545 |
30.9% |
0.209 |
4.2% |
15% |
False |
False |
8,660 |
60 |
6.300 |
4.730 |
1.570 |
31.4% |
0.203 |
4.1% |
17% |
False |
False |
6,661 |
80 |
6.300 |
4.730 |
1.570 |
31.4% |
0.186 |
3.7% |
17% |
False |
False |
5,442 |
100 |
6.300 |
4.730 |
1.570 |
31.4% |
0.173 |
3.5% |
17% |
False |
False |
4,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.908 |
2.618 |
5.616 |
1.618 |
5.437 |
1.000 |
5.326 |
0.618 |
5.258 |
HIGH |
5.147 |
0.618 |
5.079 |
0.500 |
5.058 |
0.382 |
5.036 |
LOW |
4.968 |
0.618 |
4.857 |
1.000 |
4.789 |
1.618 |
4.678 |
2.618 |
4.499 |
4.250 |
4.207 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.058 |
4.980 |
PP |
5.036 |
4.965 |
S1 |
5.015 |
4.951 |
|