NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.946 |
4.928 |
-0.018 |
-0.4% |
5.117 |
High |
5.023 |
5.007 |
-0.016 |
-0.3% |
5.200 |
Low |
4.932 |
4.871 |
-0.061 |
-1.2% |
4.871 |
Close |
4.946 |
4.967 |
0.021 |
0.4% |
4.967 |
Range |
0.091 |
0.136 |
0.045 |
49.5% |
0.329 |
ATR |
0.172 |
0.170 |
-0.003 |
-1.5% |
0.000 |
Volume |
3,044 |
4,522 |
1,478 |
48.6% |
20,541 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.356 |
5.298 |
5.042 |
|
R3 |
5.220 |
5.162 |
5.004 |
|
R2 |
5.084 |
5.084 |
4.992 |
|
R1 |
5.026 |
5.026 |
4.979 |
5.055 |
PP |
4.948 |
4.948 |
4.948 |
4.963 |
S1 |
4.890 |
4.890 |
4.955 |
4.919 |
S2 |
4.812 |
4.812 |
4.942 |
|
S3 |
4.676 |
4.754 |
4.930 |
|
S4 |
4.540 |
4.618 |
4.892 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.000 |
5.812 |
5.148 |
|
R3 |
5.671 |
5.483 |
5.057 |
|
R2 |
5.342 |
5.342 |
5.027 |
|
R1 |
5.154 |
5.154 |
4.997 |
5.084 |
PP |
5.013 |
5.013 |
5.013 |
4.977 |
S1 |
4.825 |
4.825 |
4.937 |
4.755 |
S2 |
4.684 |
4.684 |
4.907 |
|
S3 |
4.355 |
4.496 |
4.877 |
|
S4 |
4.026 |
4.167 |
4.786 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.200 |
4.871 |
0.329 |
6.6% |
0.127 |
2.6% |
29% |
False |
True |
4,108 |
10 |
5.440 |
4.871 |
0.569 |
11.5% |
0.138 |
2.8% |
17% |
False |
True |
4,116 |
20 |
6.200 |
4.871 |
1.329 |
26.8% |
0.154 |
3.1% |
7% |
False |
True |
3,633 |
40 |
6.200 |
4.871 |
1.329 |
26.8% |
0.154 |
3.1% |
7% |
False |
True |
2,846 |
60 |
6.200 |
4.869 |
1.331 |
26.8% |
0.152 |
3.1% |
7% |
False |
False |
2,273 |
80 |
6.200 |
4.869 |
1.331 |
26.8% |
0.139 |
2.8% |
7% |
False |
False |
1,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.585 |
2.618 |
5.363 |
1.618 |
5.227 |
1.000 |
5.143 |
0.618 |
5.091 |
HIGH |
5.007 |
0.618 |
4.955 |
0.500 |
4.939 |
0.382 |
4.923 |
LOW |
4.871 |
0.618 |
4.787 |
1.000 |
4.735 |
1.618 |
4.651 |
2.618 |
4.515 |
4.250 |
4.293 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.958 |
4.989 |
PP |
4.948 |
4.981 |
S1 |
4.939 |
4.974 |
|