NYMEX Natural Gas Future April 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 |
5.057 |
4.753 |
-0.304 |
-6.0% |
5.010 |
High |
5.057 |
4.915 |
-0.142 |
-2.8% |
5.148 |
Low |
4.801 |
4.741 |
-0.060 |
-1.2% |
4.811 |
Close |
4.827 |
4.893 |
0.066 |
1.4% |
4.916 |
Range |
0.256 |
0.174 |
-0.082 |
-32.0% |
0.337 |
ATR |
0.189 |
0.188 |
-0.001 |
-0.6% |
0.000 |
Volume |
9,494 |
11,461 |
1,967 |
20.7% |
50,299 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.372 |
5.306 |
4.989 |
|
R3 |
5.198 |
5.132 |
4.941 |
|
R2 |
5.024 |
5.024 |
4.925 |
|
R1 |
4.958 |
4.958 |
4.909 |
4.991 |
PP |
4.850 |
4.850 |
4.850 |
4.866 |
S1 |
4.784 |
4.784 |
4.877 |
4.817 |
S2 |
4.676 |
4.676 |
4.861 |
|
S3 |
4.502 |
4.610 |
4.845 |
|
S4 |
4.328 |
4.436 |
4.797 |
|
|
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 |
4.741 |
0.426 |
8.7% |
0.192 |
3.9% |
36% |
False |
True |
10,341 |
10 |
5.167 |
4.741 |
0.426 |
8.7% |
0.169 |
3.5% |
36% |
False |
True |
9,943 |
20 |
5.971 |
4.741 |
1.230 |
25.1% |
0.182 |
3.7% |
12% |
False |
True |
9,091 |
40 |
6.180 |
4.741 |
1.439 |
29.4% |
0.184 |
3.8% |
11% |
False |
True |
8,332 |
60 |
6.180 |
4.741 |
1.439 |
29.4% |
0.186 |
3.8% |
11% |
False |
True |
7,037 |
80 |
6.180 |
4.741 |
1.439 |
29.4% |
0.167 |
3.4% |
11% |
False |
True |
5,810 |
100 |
6.180 |
4.741 |
1.439 |
29.4% |
0.159 |
3.2% |
11% |
False |
True |
5,157 |
120 |
6.255 |
4.741 |
1.514 |
30.9% |
0.156 |
3.2% |
10% |
False |
True |
4,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.655 |
2.618 |
5.371 |
1.618 |
5.197 |
1.000 |
5.089 |
0.618 |
5.023 |
HIGH |
4.915 |
0.618 |
4.849 |
0.500 |
4.828 |
0.382 |
4.807 |
LOW |
4.741 |
0.618 |
4.633 |
1.000 |
4.567 |
1.618 |
4.459 |
2.618 |
4.285 |
4.250 |
4.002 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.871 |
4.954 |
PP |
4.850 |
4.934 |
S1 |
4.828 |
4.913 |
|