NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
4.900 |
5.265 |
0.365 |
7.4% |
4.920 |
| High |
5.275 |
5.370 |
0.095 |
1.8% |
5.370 |
| Low |
4.900 |
4.914 |
0.014 |
0.3% |
4.819 |
| Close |
5.266 |
5.290 |
0.024 |
0.5% |
5.290 |
| Range |
0.375 |
0.456 |
0.081 |
21.6% |
0.551 |
| ATR |
0.212 |
0.229 |
0.017 |
8.2% |
0.000 |
| Volume |
14,519 |
22,874 |
8,355 |
57.5% |
60,209 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.559 |
6.381 |
5.541 |
|
| R3 |
6.103 |
5.925 |
5.415 |
|
| R2 |
5.647 |
5.647 |
5.374 |
|
| R1 |
5.469 |
5.469 |
5.332 |
5.558 |
| PP |
5.191 |
5.191 |
5.191 |
5.236 |
| S1 |
5.013 |
5.013 |
5.248 |
5.102 |
| S2 |
4.735 |
4.735 |
5.206 |
|
| S3 |
4.279 |
4.557 |
5.165 |
|
| S4 |
3.823 |
4.101 |
5.039 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.813 |
6.602 |
5.593 |
|
| R3 |
6.262 |
6.051 |
5.442 |
|
| R2 |
5.711 |
5.711 |
5.391 |
|
| R1 |
5.500 |
5.500 |
5.341 |
5.606 |
| PP |
5.160 |
5.160 |
5.160 |
5.212 |
| S1 |
4.949 |
4.949 |
5.239 |
5.055 |
| S2 |
4.609 |
4.609 |
5.189 |
|
| S3 |
4.058 |
4.398 |
5.138 |
|
| S4 |
3.507 |
3.847 |
4.987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.370 |
4.697 |
0.673 |
12.7% |
0.278 |
5.3% |
88% |
True |
False |
14,862 |
| 10 |
5.370 |
4.696 |
0.674 |
12.7% |
0.241 |
4.6% |
88% |
True |
False |
13,924 |
| 20 |
5.622 |
4.696 |
0.926 |
17.5% |
0.218 |
4.1% |
64% |
False |
False |
12,970 |
| 40 |
6.242 |
4.696 |
1.546 |
29.2% |
0.214 |
4.1% |
38% |
False |
False |
10,538 |
| 60 |
6.242 |
4.696 |
1.546 |
29.2% |
0.216 |
4.1% |
38% |
False |
False |
9,041 |
| 80 |
6.242 |
4.696 |
1.546 |
29.2% |
0.190 |
3.6% |
38% |
False |
False |
7,583 |
| 100 |
6.242 |
4.696 |
1.546 |
29.2% |
0.183 |
3.5% |
38% |
False |
False |
6,642 |
| 120 |
6.410 |
4.696 |
1.714 |
32.4% |
0.176 |
3.3% |
35% |
False |
False |
5,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.308 |
|
2.618 |
6.564 |
|
1.618 |
6.108 |
|
1.000 |
5.826 |
|
0.618 |
5.652 |
|
HIGH |
5.370 |
|
0.618 |
5.196 |
|
0.500 |
5.142 |
|
0.382 |
5.088 |
|
LOW |
4.914 |
|
0.618 |
4.632 |
|
1.000 |
4.458 |
|
1.618 |
4.176 |
|
2.618 |
3.720 |
|
4.250 |
2.976 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.241 |
5.225 |
| PP |
5.191 |
5.160 |
| S1 |
5.142 |
5.095 |
|