NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 25-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.970 |
4.929 |
-0.041 |
-0.8% |
4.983 |
High |
5.035 |
5.297 |
0.262 |
5.2% |
5.167 |
Low |
4.857 |
4.929 |
0.072 |
1.5% |
4.738 |
Close |
4.925 |
5.288 |
0.363 |
7.4% |
4.930 |
Range |
0.178 |
0.368 |
0.190 |
106.7% |
0.429 |
ATR |
0.186 |
0.199 |
0.013 |
7.1% |
0.000 |
Volume |
8,311 |
11,938 |
3,627 |
43.6% |
51,115 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.275 |
6.150 |
5.490 |
|
R3 |
5.907 |
5.782 |
5.389 |
|
R2 |
5.539 |
5.539 |
5.355 |
|
R1 |
5.414 |
5.414 |
5.322 |
5.477 |
PP |
5.171 |
5.171 |
5.171 |
5.203 |
S1 |
5.046 |
5.046 |
5.254 |
5.109 |
S2 |
4.803 |
4.803 |
5.221 |
|
S3 |
4.435 |
4.678 |
5.187 |
|
S4 |
4.067 |
4.310 |
5.086 |
|
|
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 |
5.297 |
4.738 |
0.559 |
10.6% |
0.216 |
4.1% |
98% |
True |
False |
10,628 |
10 |
5.297 |
4.738 |
0.559 |
10.6% |
0.201 |
3.8% |
98% |
True |
False |
9,949 |
20 |
5.612 |
4.738 |
0.874 |
16.5% |
0.189 |
3.6% |
63% |
False |
False |
9,670 |
40 |
6.180 |
4.738 |
1.442 |
27.3% |
0.189 |
3.6% |
38% |
False |
False |
8,671 |
60 |
6.180 |
4.738 |
1.442 |
27.3% |
0.193 |
3.6% |
38% |
False |
False |
7,537 |
80 |
6.180 |
4.738 |
1.442 |
27.3% |
0.171 |
3.2% |
38% |
False |
False |
6,212 |
100 |
6.180 |
4.738 |
1.442 |
27.3% |
0.163 |
3.1% |
38% |
False |
False |
5,486 |
120 |
6.255 |
4.738 |
1.517 |
28.7% |
0.158 |
3.0% |
36% |
False |
False |
4,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.861 |
2.618 |
6.260 |
1.618 |
5.892 |
1.000 |
5.665 |
0.618 |
5.524 |
HIGH |
5.297 |
0.618 |
5.156 |
0.500 |
5.113 |
0.382 |
5.070 |
LOW |
4.929 |
0.618 |
4.702 |
1.000 |
4.561 |
1.618 |
4.334 |
2.618 |
3.966 |
4.250 |
3.365 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5.230 |
5.218 |
PP |
5.171 |
5.147 |
S1 |
5.113 |
5.077 |
|