NYMEX Natural Gas Future May 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 |
4.890 |
4.866 |
-0.024 |
-0.5% |
5.117 |
High |
5.060 |
4.973 |
-0.087 |
-1.7% |
5.200 |
Low |
4.864 |
4.805 |
-0.059 |
-1.2% |
4.871 |
Close |
4.890 |
4.960 |
0.070 |
1.4% |
4.967 |
Range |
0.196 |
0.168 |
-0.028 |
-14.3% |
0.329 |
ATR |
0.175 |
0.174 |
0.000 |
-0.3% |
0.000 |
Volume |
2,831 |
4,551 |
1,720 |
60.8% |
20,541 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.417 |
5.356 |
5.052 |
|
R3 |
5.249 |
5.188 |
5.006 |
|
R2 |
5.081 |
5.081 |
4.991 |
|
R1 |
5.020 |
5.020 |
4.975 |
5.051 |
PP |
4.913 |
4.913 |
4.913 |
4.928 |
S1 |
4.852 |
4.852 |
4.945 |
4.883 |
S2 |
4.745 |
4.745 |
4.929 |
|
S3 |
4.577 |
4.684 |
4.914 |
|
S4 |
4.409 |
4.516 |
4.868 |
|
|
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 |
4.805 |
0.410 |
8.3% |
0.174 |
3.5% |
38% |
False |
True |
3,651 |
10 |
5.215 |
4.805 |
0.410 |
8.3% |
0.146 |
2.9% |
38% |
False |
True |
3,666 |
20 |
6.003 |
4.805 |
1.198 |
24.2% |
0.162 |
3.3% |
13% |
False |
True |
3,826 |
40 |
6.200 |
4.805 |
1.395 |
28.1% |
0.161 |
3.2% |
11% |
False |
True |
3,043 |
60 |
6.200 |
4.805 |
1.395 |
28.1% |
0.160 |
3.2% |
11% |
False |
True |
2,471 |
80 |
6.200 |
4.805 |
1.395 |
28.1% |
0.143 |
2.9% |
11% |
False |
True |
1,978 |
100 |
6.200 |
4.805 |
1.395 |
28.1% |
0.136 |
2.7% |
11% |
False |
True |
1,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.687 |
2.618 |
5.413 |
1.618 |
5.245 |
1.000 |
5.141 |
0.618 |
5.077 |
HIGH |
4.973 |
0.618 |
4.909 |
0.500 |
4.889 |
0.382 |
4.869 |
LOW |
4.805 |
0.618 |
4.701 |
1.000 |
4.637 |
1.618 |
4.533 |
2.618 |
4.365 |
4.250 |
4.091 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.936 |
5.010 |
PP |
4.913 |
4.993 |
S1 |
4.889 |
4.977 |
|