NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
4.820 |
4.863 |
0.043 |
0.9% |
4.944 |
| High |
4.876 |
4.904 |
0.028 |
0.6% |
5.161 |
| Low |
4.696 |
4.697 |
0.001 |
0.0% |
4.696 |
| Close |
4.852 |
4.888 |
0.036 |
0.7% |
4.888 |
| Range |
0.180 |
0.207 |
0.027 |
15.0% |
0.465 |
| ATR |
0.202 |
0.202 |
0.000 |
0.2% |
0.000 |
| Volume |
14,050 |
14,103 |
53 |
0.4% |
63,773 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.451 |
5.376 |
5.002 |
|
| R3 |
5.244 |
5.169 |
4.945 |
|
| R2 |
5.037 |
5.037 |
4.926 |
|
| R1 |
4.962 |
4.962 |
4.907 |
5.000 |
| PP |
4.830 |
4.830 |
4.830 |
4.848 |
| S1 |
4.755 |
4.755 |
4.869 |
4.793 |
| S2 |
4.623 |
4.623 |
4.850 |
|
| S3 |
4.416 |
4.548 |
4.831 |
|
| S4 |
4.209 |
4.341 |
4.774 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.310 |
6.064 |
5.144 |
|
| R3 |
5.845 |
5.599 |
5.016 |
|
| R2 |
5.380 |
5.380 |
4.973 |
|
| R1 |
5.134 |
5.134 |
4.931 |
5.025 |
| PP |
4.915 |
4.915 |
4.915 |
4.860 |
| S1 |
4.669 |
4.669 |
4.845 |
4.560 |
| S2 |
4.450 |
4.450 |
4.803 |
|
| S3 |
3.985 |
4.204 |
4.760 |
|
| S4 |
3.520 |
3.739 |
4.632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.161 |
4.696 |
0.465 |
9.5% |
0.215 |
4.4% |
41% |
False |
False |
12,754 |
| 10 |
5.161 |
4.696 |
0.465 |
9.5% |
0.185 |
3.8% |
41% |
False |
False |
13,466 |
| 20 |
5.788 |
4.696 |
1.092 |
22.3% |
0.198 |
4.1% |
18% |
False |
False |
11,533 |
| 40 |
6.242 |
4.696 |
1.546 |
31.6% |
0.206 |
4.2% |
12% |
False |
False |
9,634 |
| 60 |
6.242 |
4.696 |
1.546 |
31.6% |
0.204 |
4.2% |
12% |
False |
False |
8,283 |
| 80 |
6.242 |
4.696 |
1.546 |
31.6% |
0.184 |
3.8% |
12% |
False |
False |
7,014 |
| 100 |
6.242 |
4.696 |
1.546 |
31.6% |
0.176 |
3.6% |
12% |
False |
False |
6,150 |
| 120 |
6.410 |
4.696 |
1.714 |
35.1% |
0.171 |
3.5% |
11% |
False |
False |
5,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.784 |
|
2.618 |
5.446 |
|
1.618 |
5.239 |
|
1.000 |
5.111 |
|
0.618 |
5.032 |
|
HIGH |
4.904 |
|
0.618 |
4.825 |
|
0.500 |
4.801 |
|
0.382 |
4.776 |
|
LOW |
4.697 |
|
0.618 |
4.569 |
|
1.000 |
4.490 |
|
1.618 |
4.362 |
|
2.618 |
4.155 |
|
4.250 |
3.817 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.859 |
4.883 |
| PP |
4.830 |
4.877 |
| S1 |
4.801 |
4.872 |
|