NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 23-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.880 |
4.991 |
0.111 |
2.3% |
4.983 |
High |
4.942 |
5.071 |
0.129 |
2.6% |
5.167 |
Low |
4.738 |
4.913 |
0.175 |
3.7% |
4.738 |
Close |
4.930 |
4.970 |
0.040 |
0.8% |
4.930 |
Range |
0.204 |
0.158 |
-0.046 |
-22.5% |
0.429 |
ATR |
0.189 |
0.187 |
-0.002 |
-1.2% |
0.000 |
Volume |
10,060 |
11,374 |
1,314 |
13.1% |
51,115 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.459 |
5.372 |
5.057 |
|
R3 |
5.301 |
5.214 |
5.013 |
|
R2 |
5.143 |
5.143 |
4.999 |
|
R1 |
5.056 |
5.056 |
4.984 |
5.021 |
PP |
4.985 |
4.985 |
4.985 |
4.967 |
S1 |
4.898 |
4.898 |
4.956 |
4.863 |
S2 |
4.827 |
4.827 |
4.941 |
|
S3 |
4.669 |
4.740 |
4.927 |
|
S4 |
4.511 |
4.582 |
4.883 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.232 |
6.010 |
5.166 |
|
R3 |
5.803 |
5.581 |
5.048 |
|
R2 |
5.374 |
5.374 |
5.009 |
|
R1 |
5.152 |
5.152 |
4.969 |
5.049 |
PP |
4.945 |
4.945 |
4.945 |
4.893 |
S1 |
4.723 |
4.723 |
4.891 |
4.620 |
S2 |
4.516 |
4.516 |
4.851 |
|
S3 |
4.087 |
4.294 |
4.812 |
|
S4 |
3.658 |
3.865 |
4.694 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.167 |
4.738 |
0.429 |
8.6% |
0.191 |
3.8% |
54% |
False |
False |
10,479 |
10 |
5.167 |
4.738 |
0.429 |
8.6% |
0.175 |
3.5% |
54% |
False |
False |
10,311 |
20 |
5.654 |
4.738 |
0.916 |
18.4% |
0.179 |
3.6% |
25% |
False |
False |
9,397 |
40 |
6.180 |
4.738 |
1.442 |
29.0% |
0.186 |
3.7% |
16% |
False |
False |
8,566 |
60 |
6.180 |
4.738 |
1.442 |
29.0% |
0.187 |
3.8% |
16% |
False |
False |
7,316 |
80 |
6.180 |
4.738 |
1.442 |
29.0% |
0.168 |
3.4% |
16% |
False |
False |
6,024 |
100 |
6.180 |
4.738 |
1.442 |
29.0% |
0.160 |
3.2% |
16% |
False |
False |
5,334 |
120 |
6.255 |
4.738 |
1.517 |
30.5% |
0.156 |
3.1% |
15% |
False |
False |
4,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.743 |
2.618 |
5.485 |
1.618 |
5.327 |
1.000 |
5.229 |
0.618 |
5.169 |
HIGH |
5.071 |
0.618 |
5.011 |
0.500 |
4.992 |
0.382 |
4.973 |
LOW |
4.913 |
0.618 |
4.815 |
1.000 |
4.755 |
1.618 |
4.657 |
2.618 |
4.499 |
4.250 |
4.242 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.992 |
4.948 |
PP |
4.985 |
4.926 |
S1 |
4.977 |
4.905 |
|