NYMEX Natural Gas Future April 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 |
5.025 |
5.057 |
0.032 |
0.6% |
5.010 |
High |
5.167 |
5.057 |
-0.110 |
-2.1% |
5.148 |
Low |
5.003 |
4.801 |
-0.202 |
-4.0% |
4.811 |
Close |
5.025 |
4.827 |
-0.198 |
-3.9% |
4.916 |
Range |
0.164 |
0.256 |
0.092 |
56.1% |
0.337 |
ATR |
0.183 |
0.189 |
0.005 |
2.8% |
0.000 |
Volume |
10,007 |
9,494 |
-513 |
-5.1% |
50,299 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.663 |
5.501 |
4.968 |
|
R3 |
5.407 |
5.245 |
4.897 |
|
R2 |
5.151 |
5.151 |
4.874 |
|
R1 |
4.989 |
4.989 |
4.850 |
4.942 |
PP |
4.895 |
4.895 |
4.895 |
4.872 |
S1 |
4.733 |
4.733 |
4.804 |
4.686 |
S2 |
4.639 |
4.639 |
4.780 |
|
S3 |
4.383 |
4.477 |
4.757 |
|
S4 |
4.127 |
4.221 |
4.686 |
|
|
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 |
5.167 |
4.801 |
0.366 |
7.6% |
0.186 |
3.9% |
7% |
False |
True |
9,269 |
10 |
5.254 |
4.801 |
0.453 |
9.4% |
0.169 |
3.5% |
6% |
False |
True |
9,883 |
20 |
6.055 |
4.801 |
1.254 |
26.0% |
0.184 |
3.8% |
2% |
False |
True |
9,071 |
40 |
6.180 |
4.801 |
1.379 |
28.6% |
0.184 |
3.8% |
2% |
False |
True |
8,177 |
60 |
6.180 |
4.775 |
1.405 |
29.1% |
0.184 |
3.8% |
4% |
False |
False |
6,867 |
80 |
6.180 |
4.775 |
1.405 |
29.1% |
0.167 |
3.5% |
4% |
False |
False |
5,687 |
100 |
6.180 |
4.775 |
1.405 |
29.1% |
0.158 |
3.3% |
4% |
False |
False |
5,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.145 |
2.618 |
5.727 |
1.618 |
5.471 |
1.000 |
5.313 |
0.618 |
5.215 |
HIGH |
5.057 |
0.618 |
4.959 |
0.500 |
4.929 |
0.382 |
4.899 |
LOW |
4.801 |
0.618 |
4.643 |
1.000 |
4.545 |
1.618 |
4.387 |
2.618 |
4.131 |
4.250 |
3.713 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.929 |
4.984 |
PP |
4.895 |
4.932 |
S1 |
4.861 |
4.879 |
|