NYMEX Natural Gas Future January 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 |
4.813 |
4.777 |
-0.036 |
-0.7% |
4.840 |
| High |
4.880 |
5.178 |
0.298 |
6.1% |
5.084 |
| Low |
4.673 |
4.765 |
0.092 |
2.0% |
4.560 |
| Close |
4.766 |
5.163 |
0.397 |
8.3% |
4.758 |
| Range |
0.207 |
0.413 |
0.206 |
99.5% |
0.524 |
| ATR |
0.220 |
0.234 |
0.014 |
6.3% |
0.000 |
| Volume |
74,831 |
98,297 |
23,466 |
31.4% |
362,877 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.274 |
6.132 |
5.390 |
|
| R3 |
5.861 |
5.719 |
5.277 |
|
| R2 |
5.448 |
5.448 |
5.239 |
|
| R1 |
5.306 |
5.306 |
5.201 |
5.377 |
| PP |
5.035 |
5.035 |
5.035 |
5.071 |
| S1 |
4.893 |
4.893 |
5.125 |
4.964 |
| S2 |
4.622 |
4.622 |
5.087 |
|
| S3 |
4.209 |
4.480 |
5.049 |
|
| S4 |
3.796 |
4.067 |
4.936 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.373 |
6.089 |
5.046 |
|
| R3 |
5.849 |
5.565 |
4.902 |
|
| R2 |
5.325 |
5.325 |
4.854 |
|
| R1 |
5.041 |
5.041 |
4.806 |
4.921 |
| PP |
4.801 |
4.801 |
4.801 |
4.741 |
| S1 |
4.517 |
4.517 |
4.710 |
4.397 |
| S2 |
4.277 |
4.277 |
4.662 |
|
| S3 |
3.753 |
3.993 |
4.614 |
|
| S4 |
3.229 |
3.469 |
4.470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.178 |
4.560 |
0.618 |
12.0% |
0.243 |
4.7% |
98% |
True |
False |
74,632 |
| 10 |
5.178 |
4.560 |
0.618 |
12.0% |
0.233 |
4.5% |
98% |
True |
False |
74,404 |
| 20 |
5.619 |
4.560 |
1.059 |
20.5% |
0.226 |
4.4% |
57% |
False |
False |
57,458 |
| 40 |
6.266 |
4.560 |
1.706 |
33.0% |
0.236 |
4.6% |
35% |
False |
False |
42,425 |
| 60 |
6.266 |
4.560 |
1.706 |
33.0% |
0.235 |
4.6% |
35% |
False |
False |
33,911 |
| 80 |
6.266 |
4.560 |
1.706 |
33.0% |
0.210 |
4.1% |
35% |
False |
False |
27,614 |
| 100 |
6.266 |
4.560 |
1.706 |
33.0% |
0.202 |
3.9% |
35% |
False |
False |
23,555 |
| 120 |
6.462 |
4.560 |
1.902 |
36.8% |
0.195 |
3.8% |
32% |
False |
False |
20,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.933 |
|
2.618 |
6.259 |
|
1.618 |
5.846 |
|
1.000 |
5.591 |
|
0.618 |
5.433 |
|
HIGH |
5.178 |
|
0.618 |
5.020 |
|
0.500 |
4.972 |
|
0.382 |
4.923 |
|
LOW |
4.765 |
|
0.618 |
4.510 |
|
1.000 |
4.352 |
|
1.618 |
4.097 |
|
2.618 |
3.684 |
|
4.250 |
3.010 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.099 |
5.084 |
| PP |
5.035 |
5.005 |
| S1 |
4.972 |
4.926 |
|