NYMEX Natural Gas Future March 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 |
4.891 |
4.944 |
0.053 |
1.1% |
5.051 |
| High |
4.938 |
5.105 |
0.167 |
3.4% |
5.132 |
| Low |
4.790 |
4.869 |
0.079 |
1.6% |
4.790 |
| Close |
4.900 |
5.081 |
0.181 |
3.7% |
4.900 |
| Range |
0.148 |
0.236 |
0.088 |
59.5% |
0.342 |
| ATR |
0.197 |
0.200 |
0.003 |
1.4% |
0.000 |
| Volume |
15,262 |
12,439 |
-2,823 |
-18.5% |
70,887 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.726 |
5.640 |
5.211 |
|
| R3 |
5.490 |
5.404 |
5.146 |
|
| R2 |
5.254 |
5.254 |
5.124 |
|
| R1 |
5.168 |
5.168 |
5.103 |
5.211 |
| PP |
5.018 |
5.018 |
5.018 |
5.040 |
| S1 |
4.932 |
4.932 |
5.059 |
4.975 |
| S2 |
4.782 |
4.782 |
5.038 |
|
| S3 |
4.546 |
4.696 |
5.016 |
|
| S4 |
4.310 |
4.460 |
4.951 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.967 |
5.775 |
5.088 |
|
| R3 |
5.625 |
5.433 |
4.994 |
|
| R2 |
5.283 |
5.283 |
4.963 |
|
| R1 |
5.091 |
5.091 |
4.931 |
5.016 |
| PP |
4.941 |
4.941 |
4.941 |
4.903 |
| S1 |
4.749 |
4.749 |
4.869 |
4.674 |
| S2 |
4.599 |
4.599 |
4.837 |
|
| S3 |
4.257 |
4.407 |
4.806 |
|
| S4 |
3.915 |
4.065 |
4.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.105 |
4.790 |
0.315 |
6.2% |
0.162 |
3.2% |
92% |
True |
False |
13,575 |
| 10 |
5.330 |
4.790 |
0.540 |
10.6% |
0.178 |
3.5% |
54% |
False |
False |
12,853 |
| 20 |
6.242 |
4.790 |
1.452 |
28.6% |
0.198 |
3.9% |
20% |
False |
False |
10,581 |
| 40 |
6.242 |
4.790 |
1.452 |
28.6% |
0.202 |
4.0% |
20% |
False |
False |
8,816 |
| 60 |
6.242 |
4.733 |
1.509 |
29.7% |
0.197 |
3.9% |
23% |
False |
False |
7,722 |
| 80 |
6.242 |
4.733 |
1.509 |
29.7% |
0.180 |
3.6% |
23% |
False |
False |
6,468 |
| 100 |
6.242 |
4.733 |
1.509 |
29.7% |
0.171 |
3.4% |
23% |
False |
False |
5,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.108 |
|
2.618 |
5.723 |
|
1.618 |
5.487 |
|
1.000 |
5.341 |
|
0.618 |
5.251 |
|
HIGH |
5.105 |
|
0.618 |
5.015 |
|
0.500 |
4.987 |
|
0.382 |
4.959 |
|
LOW |
4.869 |
|
0.618 |
4.723 |
|
1.000 |
4.633 |
|
1.618 |
4.487 |
|
2.618 |
4.251 |
|
4.250 |
3.866 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.050 |
5.037 |
| PP |
5.018 |
4.992 |
| S1 |
4.987 |
4.948 |
|