NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.091 |
5.010 |
-0.081 |
-1.6% |
5.040 |
High |
5.147 |
5.035 |
-0.112 |
-2.2% |
5.111 |
Low |
4.968 |
4.728 |
-0.240 |
-4.8% |
4.755 |
Close |
4.994 |
4.754 |
-0.240 |
-4.8% |
4.879 |
Range |
0.179 |
0.307 |
0.128 |
71.5% |
0.356 |
ATR |
0.203 |
0.211 |
0.007 |
3.6% |
0.000 |
Volume |
15,150 |
15,591 |
441 |
2.9% |
84,726 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.760 |
5.564 |
4.923 |
|
R3 |
5.453 |
5.257 |
4.838 |
|
R2 |
5.146 |
5.146 |
4.810 |
|
R1 |
4.950 |
4.950 |
4.782 |
4.895 |
PP |
4.839 |
4.839 |
4.839 |
4.811 |
S1 |
4.643 |
4.643 |
4.726 |
4.588 |
S2 |
4.532 |
4.532 |
4.698 |
|
S3 |
4.225 |
4.336 |
4.670 |
|
S4 |
3.918 |
4.029 |
4.585 |
|
|
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 |
4.728 |
0.419 |
8.8% |
0.212 |
4.5% |
6% |
False |
True |
16,365 |
10 |
5.254 |
4.728 |
0.526 |
11.1% |
0.195 |
4.1% |
5% |
False |
True |
15,776 |
20 |
6.172 |
4.728 |
1.444 |
30.4% |
0.211 |
4.4% |
2% |
False |
True |
12,231 |
40 |
6.300 |
4.728 |
1.572 |
33.1% |
0.213 |
4.5% |
2% |
False |
True |
8,982 |
60 |
6.300 |
4.728 |
1.572 |
33.1% |
0.206 |
4.3% |
2% |
False |
True |
6,877 |
80 |
6.300 |
4.728 |
1.572 |
33.1% |
0.188 |
4.0% |
2% |
False |
True |
5,628 |
100 |
6.300 |
4.728 |
1.572 |
33.1% |
0.176 |
3.7% |
2% |
False |
True |
4,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.340 |
2.618 |
5.839 |
1.618 |
5.532 |
1.000 |
5.342 |
0.618 |
5.225 |
HIGH |
5.035 |
0.618 |
4.918 |
0.500 |
4.882 |
0.382 |
4.845 |
LOW |
4.728 |
0.618 |
4.538 |
1.000 |
4.421 |
1.618 |
4.231 |
2.618 |
3.924 |
4.250 |
3.423 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.882 |
4.938 |
PP |
4.839 |
4.876 |
S1 |
4.797 |
4.815 |
|