NYMEX Natural Gas Future March 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 |
4.944 |
5.100 |
0.156 |
3.2% |
5.051 |
High |
5.105 |
5.161 |
0.056 |
1.1% |
5.132 |
Low |
4.869 |
4.986 |
0.117 |
2.4% |
4.790 |
Close |
5.081 |
5.015 |
-0.066 |
-1.3% |
4.900 |
Range |
0.236 |
0.175 |
-0.061 |
-25.8% |
0.342 |
ATR |
0.200 |
0.198 |
-0.002 |
-0.9% |
0.000 |
Volume |
12,439 |
12,532 |
93 |
0.7% |
70,887 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.579 |
5.472 |
5.111 |
|
R3 |
5.404 |
5.297 |
5.063 |
|
R2 |
5.229 |
5.229 |
5.047 |
|
R1 |
5.122 |
5.122 |
5.031 |
5.088 |
PP |
5.054 |
5.054 |
5.054 |
5.037 |
S1 |
4.947 |
4.947 |
4.999 |
4.913 |
S2 |
4.879 |
4.879 |
4.983 |
|
S3 |
4.704 |
4.772 |
4.967 |
|
S4 |
4.529 |
4.597 |
4.919 |
|
|
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 |
5.161 |
4.790 |
0.371 |
7.4% |
0.164 |
3.3% |
61% |
True |
False |
12,729 |
10 |
5.330 |
4.790 |
0.540 |
10.8% |
0.180 |
3.6% |
42% |
False |
False |
13,068 |
20 |
6.242 |
4.790 |
1.452 |
29.0% |
0.199 |
4.0% |
15% |
False |
False |
10,912 |
40 |
6.242 |
4.790 |
1.452 |
29.0% |
0.202 |
4.0% |
15% |
False |
False |
9,042 |
60 |
6.242 |
4.733 |
1.509 |
30.1% |
0.198 |
3.9% |
19% |
False |
False |
7,834 |
80 |
6.242 |
4.733 |
1.509 |
30.1% |
0.182 |
3.6% |
19% |
False |
False |
6,604 |
100 |
6.242 |
4.733 |
1.509 |
30.1% |
0.172 |
3.4% |
19% |
False |
False |
5,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.905 |
2.618 |
5.619 |
1.618 |
5.444 |
1.000 |
5.336 |
0.618 |
5.269 |
HIGH |
5.161 |
0.618 |
5.094 |
0.500 |
5.074 |
0.382 |
5.053 |
LOW |
4.986 |
0.618 |
4.878 |
1.000 |
4.811 |
1.618 |
4.703 |
2.618 |
4.528 |
4.250 |
4.242 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.074 |
5.002 |
PP |
5.054 |
4.989 |
S1 |
5.035 |
4.976 |
|