NYMEX Natural Gas Future December 2009
| 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 |
4.507 |
4.470 |
-0.037 |
-0.8% |
4.440 |
| High |
4.580 |
4.610 |
0.030 |
0.7% |
4.734 |
| Low |
4.406 |
4.361 |
-0.045 |
-1.0% |
4.157 |
| Close |
4.473 |
4.486 |
0.013 |
0.3% |
4.424 |
| Range |
0.174 |
0.249 |
0.075 |
43.1% |
0.577 |
| ATR |
0.234 |
0.235 |
0.001 |
0.5% |
0.000 |
| Volume |
86,013 |
80,074 |
-5,939 |
-6.9% |
651,401 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.233 |
5.108 |
4.623 |
|
| R3 |
4.984 |
4.859 |
4.554 |
|
| R2 |
4.735 |
4.735 |
4.532 |
|
| R1 |
4.610 |
4.610 |
4.509 |
4.673 |
| PP |
4.486 |
4.486 |
4.486 |
4.517 |
| S1 |
4.361 |
4.361 |
4.463 |
4.424 |
| S2 |
4.237 |
4.237 |
4.440 |
|
| S3 |
3.988 |
4.112 |
4.418 |
|
| S4 |
3.739 |
3.863 |
4.349 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.169 |
5.874 |
4.741 |
|
| R3 |
5.592 |
5.297 |
4.583 |
|
| R2 |
5.015 |
5.015 |
4.530 |
|
| R1 |
4.720 |
4.720 |
4.477 |
4.579 |
| PP |
4.438 |
4.438 |
4.438 |
4.368 |
| S1 |
4.143 |
4.143 |
4.371 |
4.002 |
| S2 |
3.861 |
3.861 |
4.318 |
|
| S3 |
3.284 |
3.566 |
4.265 |
|
| S4 |
2.707 |
2.989 |
4.107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.610 |
4.157 |
0.453 |
10.1% |
0.242 |
5.4% |
73% |
True |
False |
110,631 |
| 10 |
4.734 |
4.157 |
0.577 |
12.9% |
0.217 |
4.8% |
57% |
False |
False |
119,760 |
| 20 |
5.352 |
4.157 |
1.195 |
26.6% |
0.233 |
5.2% |
28% |
False |
False |
104,027 |
| 40 |
5.989 |
4.157 |
1.832 |
40.8% |
0.246 |
5.5% |
18% |
False |
False |
82,932 |
| 60 |
5.989 |
4.157 |
1.832 |
40.8% |
0.249 |
5.5% |
18% |
False |
False |
62,482 |
| 80 |
5.989 |
4.157 |
1.832 |
40.8% |
0.222 |
4.9% |
18% |
False |
False |
49,130 |
| 100 |
5.989 |
4.157 |
1.832 |
40.8% |
0.214 |
4.8% |
18% |
False |
False |
40,213 |
| 120 |
6.170 |
4.157 |
2.013 |
44.9% |
0.208 |
4.6% |
16% |
False |
False |
34,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.668 |
|
2.618 |
5.262 |
|
1.618 |
5.013 |
|
1.000 |
4.859 |
|
0.618 |
4.764 |
|
HIGH |
4.610 |
|
0.618 |
4.515 |
|
0.500 |
4.486 |
|
0.382 |
4.456 |
|
LOW |
4.361 |
|
0.618 |
4.207 |
|
1.000 |
4.112 |
|
1.618 |
3.958 |
|
2.618 |
3.709 |
|
4.250 |
3.303 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.486 |
4.462 |
| PP |
4.486 |
4.439 |
| S1 |
4.486 |
4.415 |
|