NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
4.770 |
4.840 |
0.070 |
1.5% |
4.967 |
| High |
4.847 |
5.024 |
0.177 |
3.7% |
5.049 |
| Low |
4.674 |
4.779 |
0.105 |
2.2% |
4.674 |
| Close |
4.798 |
4.991 |
0.193 |
4.0% |
4.798 |
| Range |
0.173 |
0.245 |
0.072 |
41.6% |
0.375 |
| ATR |
0.219 |
0.221 |
0.002 |
0.9% |
0.000 |
| Volume |
80,826 |
83,289 |
2,463 |
3.0% |
330,287 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.666 |
5.574 |
5.126 |
|
| R3 |
5.421 |
5.329 |
5.058 |
|
| R2 |
5.176 |
5.176 |
5.036 |
|
| R1 |
5.084 |
5.084 |
5.013 |
5.130 |
| PP |
4.931 |
4.931 |
4.931 |
4.955 |
| S1 |
4.839 |
4.839 |
4.969 |
4.885 |
| S2 |
4.686 |
4.686 |
4.946 |
|
| S3 |
4.441 |
4.594 |
4.924 |
|
| S4 |
4.196 |
4.349 |
4.856 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.965 |
5.757 |
5.004 |
|
| R3 |
5.590 |
5.382 |
4.901 |
|
| R2 |
5.215 |
5.215 |
4.867 |
|
| R1 |
5.007 |
5.007 |
4.832 |
4.924 |
| PP |
4.840 |
4.840 |
4.840 |
4.799 |
| S1 |
4.632 |
4.632 |
4.764 |
4.549 |
| S2 |
4.465 |
4.465 |
4.729 |
|
| S3 |
4.090 |
4.257 |
4.695 |
|
| S4 |
3.715 |
3.882 |
4.592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.035 |
4.674 |
0.361 |
7.2% |
0.185 |
3.7% |
88% |
False |
False |
73,644 |
| 10 |
5.300 |
4.674 |
0.626 |
12.5% |
0.199 |
4.0% |
51% |
False |
False |
55,232 |
| 20 |
6.266 |
4.674 |
1.592 |
31.9% |
0.220 |
4.4% |
20% |
False |
False |
39,932 |
| 40 |
6.266 |
4.674 |
1.592 |
31.9% |
0.229 |
4.6% |
20% |
False |
False |
32,393 |
| 60 |
6.266 |
4.674 |
1.592 |
31.9% |
0.222 |
4.5% |
20% |
False |
False |
26,486 |
| 80 |
6.266 |
4.674 |
1.592 |
31.9% |
0.206 |
4.1% |
20% |
False |
False |
21,871 |
| 100 |
6.266 |
4.674 |
1.592 |
31.9% |
0.194 |
3.9% |
20% |
False |
False |
18,794 |
| 120 |
6.462 |
4.674 |
1.788 |
35.8% |
0.193 |
3.9% |
18% |
False |
False |
16,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.065 |
|
2.618 |
5.665 |
|
1.618 |
5.420 |
|
1.000 |
5.269 |
|
0.618 |
5.175 |
|
HIGH |
5.024 |
|
0.618 |
4.930 |
|
0.500 |
4.902 |
|
0.382 |
4.873 |
|
LOW |
4.779 |
|
0.618 |
4.628 |
|
1.000 |
4.534 |
|
1.618 |
4.383 |
|
2.618 |
4.138 |
|
4.250 |
3.738 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.961 |
4.944 |
| PP |
4.931 |
4.896 |
| S1 |
4.902 |
4.849 |
|