NYMEX Natural Gas Future December 2009
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
4.635 |
4.467 |
-0.168 |
-3.6% |
5.034 |
| High |
4.665 |
4.566 |
-0.099 |
-2.1% |
5.115 |
| Low |
4.436 |
4.433 |
-0.003 |
-0.1% |
4.555 |
| Close |
4.467 |
4.503 |
0.036 |
0.8% |
4.595 |
| Range |
0.229 |
0.133 |
-0.096 |
-41.9% |
0.560 |
| ATR |
0.249 |
0.241 |
-0.008 |
-3.3% |
0.000 |
| Volume |
105,091 |
134,287 |
29,196 |
27.8% |
500,679 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.900 |
4.834 |
4.576 |
|
| R3 |
4.767 |
4.701 |
4.540 |
|
| R2 |
4.634 |
4.634 |
4.527 |
|
| R1 |
4.568 |
4.568 |
4.515 |
4.601 |
| PP |
4.501 |
4.501 |
4.501 |
4.517 |
| S1 |
4.435 |
4.435 |
4.491 |
4.468 |
| S2 |
4.368 |
4.368 |
4.479 |
|
| S3 |
4.235 |
4.302 |
4.466 |
|
| S4 |
4.102 |
4.169 |
4.430 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.435 |
6.075 |
4.903 |
|
| R3 |
5.875 |
5.515 |
4.749 |
|
| R2 |
5.315 |
5.315 |
4.698 |
|
| R1 |
4.955 |
4.955 |
4.646 |
4.855 |
| PP |
4.755 |
4.755 |
4.755 |
4.705 |
| S1 |
4.395 |
4.395 |
4.544 |
4.295 |
| S2 |
4.195 |
4.195 |
4.492 |
|
| S3 |
3.635 |
3.835 |
4.441 |
|
| S4 |
3.075 |
3.275 |
4.287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.882 |
4.433 |
0.449 |
10.0% |
0.211 |
4.7% |
16% |
False |
True |
86,089 |
| 10 |
5.271 |
4.433 |
0.838 |
18.6% |
0.232 |
5.1% |
8% |
False |
True |
94,686 |
| 20 |
5.989 |
4.433 |
1.556 |
34.6% |
0.246 |
5.5% |
4% |
False |
True |
87,503 |
| 40 |
5.989 |
4.433 |
1.556 |
34.6% |
0.248 |
5.5% |
4% |
False |
True |
61,016 |
| 60 |
5.989 |
4.340 |
1.649 |
36.6% |
0.234 |
5.2% |
10% |
False |
False |
46,155 |
| 80 |
5.989 |
4.340 |
1.649 |
36.6% |
0.221 |
4.9% |
10% |
False |
False |
36,378 |
| 100 |
5.989 |
4.340 |
1.649 |
36.6% |
0.206 |
4.6% |
10% |
False |
False |
29,929 |
| 120 |
6.170 |
4.340 |
1.830 |
40.6% |
0.209 |
4.6% |
9% |
False |
False |
25,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.131 |
|
2.618 |
4.914 |
|
1.618 |
4.781 |
|
1.000 |
4.699 |
|
0.618 |
4.648 |
|
HIGH |
4.566 |
|
0.618 |
4.515 |
|
0.500 |
4.500 |
|
0.382 |
4.484 |
|
LOW |
4.433 |
|
0.618 |
4.351 |
|
1.000 |
4.300 |
|
1.618 |
4.218 |
|
2.618 |
4.085 |
|
4.250 |
3.868 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.502 |
4.562 |
| PP |
4.501 |
4.542 |
| S1 |
4.500 |
4.523 |
|