NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.980 |
4.891 |
-0.089 |
-1.8% |
5.051 |
High |
4.985 |
4.938 |
-0.047 |
-0.9% |
5.132 |
Low |
4.842 |
4.790 |
-0.052 |
-1.1% |
4.790 |
Close |
4.870 |
4.900 |
0.030 |
0.6% |
4.900 |
Range |
0.143 |
0.148 |
0.005 |
3.5% |
0.342 |
ATR |
0.201 |
0.197 |
-0.004 |
-1.9% |
0.000 |
Volume |
9,630 |
15,262 |
5,632 |
58.5% |
70,887 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.320 |
5.258 |
4.981 |
|
R3 |
5.172 |
5.110 |
4.941 |
|
R2 |
5.024 |
5.024 |
4.927 |
|
R1 |
4.962 |
4.962 |
4.914 |
4.993 |
PP |
4.876 |
4.876 |
4.876 |
4.892 |
S1 |
4.814 |
4.814 |
4.886 |
4.845 |
S2 |
4.728 |
4.728 |
4.873 |
|
S3 |
4.580 |
4.666 |
4.859 |
|
S4 |
4.432 |
4.518 |
4.819 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.967 |
5.775 |
5.088 |
|
R3 |
5.625 |
5.433 |
4.994 |
|
R2 |
5.283 |
5.283 |
4.963 |
|
R1 |
5.091 |
5.091 |
4.931 |
5.016 |
PP |
4.941 |
4.941 |
4.941 |
4.903 |
S1 |
4.749 |
4.749 |
4.869 |
4.674 |
S2 |
4.599 |
4.599 |
4.837 |
|
S3 |
4.257 |
4.407 |
4.806 |
|
S4 |
3.915 |
4.065 |
4.712 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.132 |
4.790 |
0.342 |
7.0% |
0.155 |
3.2% |
32% |
False |
True |
14,177 |
10 |
5.477 |
4.790 |
0.687 |
14.0% |
0.182 |
3.7% |
16% |
False |
True |
12,630 |
20 |
6.242 |
4.790 |
1.452 |
29.6% |
0.195 |
4.0% |
8% |
False |
True |
10,368 |
40 |
6.242 |
4.790 |
1.452 |
29.6% |
0.200 |
4.1% |
8% |
False |
True |
8,629 |
60 |
6.242 |
4.733 |
1.509 |
30.8% |
0.195 |
4.0% |
11% |
False |
False |
7,571 |
80 |
6.242 |
4.733 |
1.509 |
30.8% |
0.179 |
3.7% |
11% |
False |
False |
6,375 |
100 |
6.242 |
4.733 |
1.509 |
30.8% |
0.171 |
3.5% |
11% |
False |
False |
5,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.567 |
2.618 |
5.325 |
1.618 |
5.177 |
1.000 |
5.086 |
0.618 |
5.029 |
HIGH |
4.938 |
0.618 |
4.881 |
0.500 |
4.864 |
0.382 |
4.847 |
LOW |
4.790 |
0.618 |
4.699 |
1.000 |
4.642 |
1.618 |
4.551 |
2.618 |
4.403 |
4.250 |
4.161 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.888 |
4.918 |
PP |
4.876 |
4.912 |
S1 |
4.864 |
4.906 |
|