NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5.393 |
5.301 |
-0.092 |
-1.7% |
5.476 |
High |
5.463 |
5.408 |
-0.055 |
-1.0% |
5.534 |
Low |
5.335 |
5.274 |
-0.061 |
-1.1% |
5.175 |
Close |
5.377 |
5.308 |
-0.069 |
-1.3% |
5.337 |
Range |
0.128 |
0.134 |
0.006 |
4.7% |
0.359 |
ATR |
0.153 |
0.152 |
-0.001 |
-0.9% |
0.000 |
Volume |
1,151 |
547 |
-604 |
-52.5% |
5,686 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.732 |
5.654 |
5.382 |
|
R3 |
5.598 |
5.520 |
5.345 |
|
R2 |
5.464 |
5.464 |
5.333 |
|
R1 |
5.386 |
5.386 |
5.320 |
5.425 |
PP |
5.330 |
5.330 |
5.330 |
5.350 |
S1 |
5.252 |
5.252 |
5.296 |
5.291 |
S2 |
5.196 |
5.196 |
5.283 |
|
S3 |
5.062 |
5.118 |
5.271 |
|
S4 |
4.928 |
4.984 |
5.234 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.426 |
6.240 |
5.534 |
|
R3 |
6.067 |
5.881 |
5.436 |
|
R2 |
5.708 |
5.708 |
5.403 |
|
R1 |
5.522 |
5.522 |
5.370 |
5.436 |
PP |
5.349 |
5.349 |
5.349 |
5.305 |
S1 |
5.163 |
5.163 |
5.304 |
5.077 |
S2 |
4.990 |
4.990 |
5.271 |
|
S3 |
4.631 |
4.804 |
5.238 |
|
S4 |
4.272 |
4.445 |
5.140 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.978 |
2.618 |
5.759 |
1.618 |
5.625 |
1.000 |
5.542 |
0.618 |
5.491 |
HIGH |
5.408 |
0.618 |
5.357 |
0.500 |
5.341 |
0.382 |
5.325 |
LOW |
5.274 |
0.618 |
5.191 |
1.000 |
5.140 |
1.618 |
5.057 |
2.618 |
4.923 |
4.250 |
4.705 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.341 |
5.319 |
PP |
5.330 |
5.315 |
S1 |
5.319 |
5.312 |
|