NYMEX Natural Gas Future March 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 |
5.046 |
4.820 |
-0.226 |
-4.5% |
5.051 |
High |
5.047 |
4.876 |
-0.171 |
-3.4% |
5.132 |
Low |
4.770 |
4.696 |
-0.074 |
-1.6% |
4.790 |
Close |
4.797 |
4.852 |
0.055 |
1.1% |
4.900 |
Range |
0.277 |
0.180 |
-0.097 |
-35.0% |
0.342 |
ATR |
0.204 |
0.202 |
-0.002 |
-0.8% |
0.000 |
Volume |
10,649 |
14,050 |
3,401 |
31.9% |
70,887 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.348 |
5.280 |
4.951 |
|
R3 |
5.168 |
5.100 |
4.902 |
|
R2 |
4.988 |
4.988 |
4.885 |
|
R1 |
4.920 |
4.920 |
4.869 |
4.954 |
PP |
4.808 |
4.808 |
4.808 |
4.825 |
S1 |
4.740 |
4.740 |
4.836 |
4.774 |
S2 |
4.628 |
4.628 |
4.819 |
|
S3 |
4.448 |
4.560 |
4.803 |
|
S4 |
4.268 |
4.380 |
4.753 |
|
|
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 |
4.696 |
0.465 |
9.6% |
0.203 |
4.2% |
34% |
False |
True |
12,986 |
10 |
5.213 |
4.696 |
0.517 |
10.7% |
0.187 |
3.8% |
30% |
False |
True |
13,108 |
20 |
6.028 |
4.696 |
1.332 |
27.5% |
0.200 |
4.1% |
12% |
False |
True |
11,273 |
40 |
6.242 |
4.696 |
1.546 |
31.9% |
0.205 |
4.2% |
10% |
False |
True |
9,405 |
60 |
6.242 |
4.696 |
1.546 |
31.9% |
0.203 |
4.2% |
10% |
False |
True |
8,114 |
80 |
6.242 |
4.696 |
1.546 |
31.9% |
0.184 |
3.8% |
10% |
False |
True |
6,865 |
100 |
6.242 |
4.696 |
1.546 |
31.9% |
0.175 |
3.6% |
10% |
False |
True |
6,033 |
120 |
6.410 |
4.696 |
1.714 |
35.3% |
0.172 |
3.5% |
9% |
False |
True |
5,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.641 |
2.618 |
5.347 |
1.618 |
5.167 |
1.000 |
5.056 |
0.618 |
4.987 |
HIGH |
4.876 |
0.618 |
4.807 |
0.500 |
4.786 |
0.382 |
4.765 |
LOW |
4.696 |
0.618 |
4.585 |
1.000 |
4.516 |
1.618 |
4.405 |
2.618 |
4.225 |
4.250 |
3.931 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.830 |
4.929 |
PP |
4.808 |
4.903 |
S1 |
4.786 |
4.878 |
|