NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.925 |
4.889 |
-0.036 |
-0.7% |
4.920 |
High |
5.010 |
4.971 |
-0.039 |
-0.8% |
5.147 |
Low |
4.825 |
4.769 |
-0.056 |
-1.2% |
4.655 |
Close |
4.888 |
4.855 |
-0.033 |
-0.7% |
4.845 |
Range |
0.185 |
0.202 |
0.017 |
9.2% |
0.492 |
ATR |
0.206 |
0.206 |
0.000 |
-0.2% |
0.000 |
Volume |
13,195 |
20,220 |
7,025 |
53.2% |
81,541 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.471 |
5.365 |
4.966 |
|
R3 |
5.269 |
5.163 |
4.911 |
|
R2 |
5.067 |
5.067 |
4.892 |
|
R1 |
4.961 |
4.961 |
4.874 |
4.913 |
PP |
4.865 |
4.865 |
4.865 |
4.841 |
S1 |
4.759 |
4.759 |
4.836 |
4.711 |
S2 |
4.663 |
4.663 |
4.818 |
|
S3 |
4.461 |
4.557 |
4.799 |
|
S4 |
4.259 |
4.355 |
4.744 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.358 |
6.094 |
5.116 |
|
R3 |
5.866 |
5.602 |
4.980 |
|
R2 |
5.374 |
5.374 |
4.935 |
|
R1 |
5.110 |
5.110 |
4.890 |
4.996 |
PP |
4.882 |
4.882 |
4.882 |
4.826 |
S1 |
4.618 |
4.618 |
4.800 |
4.504 |
S2 |
4.390 |
4.390 |
4.755 |
|
S3 |
3.898 |
4.126 |
4.710 |
|
S4 |
3.406 |
3.634 |
4.574 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.035 |
4.655 |
0.380 |
7.8% |
0.215 |
4.4% |
53% |
False |
False |
16,613 |
10 |
5.147 |
4.655 |
0.492 |
10.1% |
0.194 |
4.0% |
41% |
False |
False |
16,669 |
20 |
5.715 |
4.655 |
1.060 |
21.8% |
0.205 |
4.2% |
19% |
False |
False |
14,127 |
40 |
6.300 |
4.655 |
1.645 |
33.9% |
0.211 |
4.3% |
12% |
False |
False |
10,373 |
60 |
6.300 |
4.655 |
1.645 |
33.9% |
0.212 |
4.4% |
12% |
False |
False |
7,848 |
80 |
6.300 |
4.655 |
1.645 |
33.9% |
0.187 |
3.9% |
12% |
False |
False |
6,366 |
100 |
6.300 |
4.655 |
1.645 |
33.9% |
0.179 |
3.7% |
12% |
False |
False |
5,328 |
120 |
6.487 |
4.655 |
1.832 |
37.7% |
0.172 |
3.5% |
11% |
False |
False |
4,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.830 |
2.618 |
5.500 |
1.618 |
5.298 |
1.000 |
5.173 |
0.618 |
5.096 |
HIGH |
4.971 |
0.618 |
4.894 |
0.500 |
4.870 |
0.382 |
4.846 |
LOW |
4.769 |
0.618 |
4.644 |
1.000 |
4.567 |
1.618 |
4.442 |
2.618 |
4.240 |
4.250 |
3.911 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.870 |
4.848 |
PP |
4.865 |
4.841 |
S1 |
4.860 |
4.834 |
|