NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.012 |
5.128 |
0.116 |
2.3% |
5.117 |
High |
5.159 |
5.215 |
0.056 |
1.1% |
5.200 |
Low |
4.945 |
5.059 |
0.114 |
2.3% |
4.871 |
Close |
5.140 |
5.079 |
-0.061 |
-1.2% |
4.967 |
Range |
0.214 |
0.156 |
-0.058 |
-27.1% |
0.329 |
ATR |
0.173 |
0.172 |
-0.001 |
-0.7% |
0.000 |
Volume |
3,488 |
2,865 |
-623 |
-17.9% |
20,541 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.586 |
5.488 |
5.165 |
|
R3 |
5.430 |
5.332 |
5.122 |
|
R2 |
5.274 |
5.274 |
5.108 |
|
R1 |
5.176 |
5.176 |
5.093 |
5.147 |
PP |
5.118 |
5.118 |
5.118 |
5.103 |
S1 |
5.020 |
5.020 |
5.065 |
4.991 |
S2 |
4.962 |
4.962 |
5.050 |
|
S3 |
4.806 |
4.864 |
5.036 |
|
S4 |
4.650 |
4.708 |
4.993 |
|
|
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 |
5.215 |
4.871 |
0.344 |
6.8% |
0.139 |
2.7% |
60% |
True |
False |
3,448 |
10 |
5.370 |
4.871 |
0.499 |
9.8% |
0.145 |
2.8% |
42% |
False |
False |
3,711 |
20 |
6.200 |
4.871 |
1.329 |
26.2% |
0.160 |
3.1% |
16% |
False |
False |
3,764 |
40 |
6.200 |
4.871 |
1.329 |
26.2% |
0.157 |
3.1% |
16% |
False |
False |
2,934 |
60 |
6.200 |
4.869 |
1.331 |
26.2% |
0.155 |
3.1% |
16% |
False |
False |
2,362 |
80 |
6.200 |
4.869 |
1.331 |
26.2% |
0.141 |
2.8% |
16% |
False |
False |
1,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.878 |
2.618 |
5.623 |
1.618 |
5.467 |
1.000 |
5.371 |
0.618 |
5.311 |
HIGH |
5.215 |
0.618 |
5.155 |
0.500 |
5.137 |
0.382 |
5.119 |
LOW |
5.059 |
0.618 |
4.963 |
1.000 |
4.903 |
1.618 |
4.807 |
2.618 |
4.651 |
4.250 |
4.396 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.137 |
5.067 |
PP |
5.118 |
5.055 |
S1 |
5.098 |
5.043 |
|