NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.010 |
4.781 |
-0.229 |
-4.6% |
5.040 |
High |
5.035 |
4.832 |
-0.203 |
-4.0% |
5.111 |
Low |
4.728 |
4.655 |
-0.073 |
-1.5% |
4.755 |
Close |
4.754 |
4.808 |
0.054 |
1.1% |
4.879 |
Range |
0.307 |
0.177 |
-0.130 |
-42.3% |
0.356 |
ATR |
0.211 |
0.208 |
-0.002 |
-1.1% |
0.000 |
Volume |
15,591 |
17,938 |
2,347 |
15.1% |
84,726 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.296 |
5.229 |
4.905 |
|
R3 |
5.119 |
5.052 |
4.857 |
|
R2 |
4.942 |
4.942 |
4.840 |
|
R1 |
4.875 |
4.875 |
4.824 |
4.909 |
PP |
4.765 |
4.765 |
4.765 |
4.782 |
S1 |
4.698 |
4.698 |
4.792 |
4.732 |
S2 |
4.588 |
4.588 |
4.776 |
|
S3 |
4.411 |
4.521 |
4.759 |
|
S4 |
4.234 |
4.344 |
4.711 |
|
|
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 |
4.655 |
0.492 |
10.2% |
0.214 |
4.5% |
31% |
False |
True |
17,503 |
10 |
5.190 |
4.655 |
0.535 |
11.1% |
0.195 |
4.0% |
29% |
False |
True |
16,309 |
20 |
6.088 |
4.655 |
1.433 |
29.8% |
0.208 |
4.3% |
11% |
False |
True |
12,686 |
40 |
6.300 |
4.655 |
1.645 |
34.2% |
0.212 |
4.4% |
9% |
False |
True |
9,337 |
60 |
6.300 |
4.655 |
1.645 |
34.2% |
0.208 |
4.3% |
9% |
False |
True |
7,143 |
80 |
6.300 |
4.655 |
1.645 |
34.2% |
0.188 |
3.9% |
9% |
False |
True |
5,831 |
100 |
6.300 |
4.655 |
1.645 |
34.2% |
0.177 |
3.7% |
9% |
False |
True |
4,874 |
120 |
6.487 |
4.655 |
1.832 |
38.1% |
0.172 |
3.6% |
8% |
False |
True |
4,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.584 |
2.618 |
5.295 |
1.618 |
5.118 |
1.000 |
5.009 |
0.618 |
4.941 |
HIGH |
4.832 |
0.618 |
4.764 |
0.500 |
4.744 |
0.382 |
4.723 |
LOW |
4.655 |
0.618 |
4.546 |
1.000 |
4.478 |
1.618 |
4.369 |
2.618 |
4.192 |
4.250 |
3.903 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.787 |
4.901 |
PP |
4.765 |
4.870 |
S1 |
4.744 |
4.839 |
|