NYMEX Natural Gas Future March 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 |
5.100 |
5.046 |
-0.054 |
-1.1% |
5.051 |
High |
5.161 |
5.047 |
-0.114 |
-2.2% |
5.132 |
Low |
4.986 |
4.770 |
-0.216 |
-4.3% |
4.790 |
Close |
5.015 |
4.797 |
-0.218 |
-4.3% |
4.900 |
Range |
0.175 |
0.277 |
0.102 |
58.3% |
0.342 |
ATR |
0.198 |
0.204 |
0.006 |
2.8% |
0.000 |
Volume |
12,532 |
10,649 |
-1,883 |
-15.0% |
70,887 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.702 |
5.527 |
4.949 |
|
R3 |
5.425 |
5.250 |
4.873 |
|
R2 |
5.148 |
5.148 |
4.848 |
|
R1 |
4.973 |
4.973 |
4.822 |
4.922 |
PP |
4.871 |
4.871 |
4.871 |
4.846 |
S1 |
4.696 |
4.696 |
4.772 |
4.645 |
S2 |
4.594 |
4.594 |
4.746 |
|
S3 |
4.317 |
4.419 |
4.721 |
|
S4 |
4.040 |
4.142 |
4.645 |
|
|
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 |
4.770 |
0.391 |
8.2% |
0.196 |
4.1% |
7% |
False |
True |
12,102 |
10 |
5.254 |
4.770 |
0.484 |
10.1% |
0.186 |
3.9% |
6% |
False |
True |
13,104 |
20 |
6.137 |
4.770 |
1.367 |
28.5% |
0.204 |
4.2% |
2% |
False |
True |
11,071 |
40 |
6.242 |
4.770 |
1.472 |
30.7% |
0.205 |
4.3% |
2% |
False |
True |
9,217 |
60 |
6.242 |
4.733 |
1.509 |
31.5% |
0.201 |
4.2% |
4% |
False |
False |
7,918 |
80 |
6.242 |
4.733 |
1.509 |
31.5% |
0.184 |
3.8% |
4% |
False |
False |
6,721 |
100 |
6.242 |
4.733 |
1.509 |
31.5% |
0.174 |
3.6% |
4% |
False |
False |
5,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.224 |
2.618 |
5.772 |
1.618 |
5.495 |
1.000 |
5.324 |
0.618 |
5.218 |
HIGH |
5.047 |
0.618 |
4.941 |
0.500 |
4.909 |
0.382 |
4.876 |
LOW |
4.770 |
0.618 |
4.599 |
1.000 |
4.493 |
1.618 |
4.322 |
2.618 |
4.045 |
4.250 |
3.593 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.909 |
4.966 |
PP |
4.871 |
4.909 |
S1 |
4.834 |
4.853 |
|