NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.931 |
4.983 |
0.052 |
1.1% |
5.010 |
High |
4.948 |
5.118 |
0.170 |
3.4% |
5.148 |
Low |
4.811 |
4.890 |
0.079 |
1.6% |
4.811 |
Close |
4.916 |
5.091 |
0.175 |
3.6% |
4.916 |
Range |
0.137 |
0.228 |
0.091 |
66.4% |
0.337 |
ATR |
0.182 |
0.185 |
0.003 |
1.8% |
0.000 |
Volume |
10,650 |
10,093 |
-557 |
-5.2% |
50,299 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.717 |
5.632 |
5.216 |
|
R3 |
5.489 |
5.404 |
5.154 |
|
R2 |
5.261 |
5.261 |
5.133 |
|
R1 |
5.176 |
5.176 |
5.112 |
5.219 |
PP |
5.033 |
5.033 |
5.033 |
5.054 |
S1 |
4.948 |
4.948 |
5.070 |
4.991 |
S2 |
4.805 |
4.805 |
5.049 |
|
S3 |
4.577 |
4.720 |
5.028 |
|
S4 |
4.349 |
4.492 |
4.966 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.969 |
5.780 |
5.101 |
|
R3 |
5.632 |
5.443 |
5.009 |
|
R2 |
5.295 |
5.295 |
4.978 |
|
R1 |
5.106 |
5.106 |
4.947 |
5.032 |
PP |
4.958 |
4.958 |
4.958 |
4.922 |
S1 |
4.769 |
4.769 |
4.885 |
4.695 |
S2 |
4.621 |
4.621 |
4.854 |
|
S3 |
4.284 |
4.432 |
4.823 |
|
S4 |
3.947 |
4.095 |
4.731 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.118 |
4.811 |
0.307 |
6.0% |
0.159 |
3.1% |
91% |
True |
False |
10,143 |
10 |
5.296 |
4.811 |
0.485 |
9.5% |
0.158 |
3.1% |
58% |
False |
False |
9,500 |
20 |
6.180 |
4.811 |
1.369 |
26.9% |
0.177 |
3.5% |
20% |
False |
False |
8,883 |
40 |
6.180 |
4.811 |
1.369 |
26.9% |
0.180 |
3.5% |
20% |
False |
False |
7,904 |
60 |
6.180 |
4.775 |
1.405 |
27.6% |
0.181 |
3.5% |
22% |
False |
False |
6,627 |
80 |
6.180 |
4.775 |
1.405 |
27.6% |
0.164 |
3.2% |
22% |
False |
False |
5,483 |
100 |
6.180 |
4.775 |
1.405 |
27.6% |
0.155 |
3.0% |
22% |
False |
False |
4,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.087 |
2.618 |
5.715 |
1.618 |
5.487 |
1.000 |
5.346 |
0.618 |
5.259 |
HIGH |
5.118 |
0.618 |
5.031 |
0.500 |
5.004 |
0.382 |
4.977 |
LOW |
4.890 |
0.618 |
4.749 |
1.000 |
4.662 |
1.618 |
4.521 |
2.618 |
4.293 |
4.250 |
3.921 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.062 |
5.049 |
PP |
5.033 |
5.007 |
S1 |
5.004 |
4.965 |
|