NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
4.983 |
5.025 |
0.042 |
0.8% |
5.010 |
| High |
5.118 |
5.167 |
0.049 |
1.0% |
5.148 |
| Low |
4.890 |
5.003 |
0.113 |
2.3% |
4.811 |
| Close |
5.091 |
5.025 |
-0.066 |
-1.3% |
4.916 |
| Range |
0.228 |
0.164 |
-0.064 |
-28.1% |
0.337 |
| ATR |
0.185 |
0.183 |
-0.001 |
-0.8% |
0.000 |
| Volume |
10,093 |
10,007 |
-86 |
-0.9% |
50,299 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.557 |
5.455 |
5.115 |
|
| R3 |
5.393 |
5.291 |
5.070 |
|
| R2 |
5.229 |
5.229 |
5.055 |
|
| R1 |
5.127 |
5.127 |
5.040 |
5.107 |
| PP |
5.065 |
5.065 |
5.065 |
5.055 |
| S1 |
4.963 |
4.963 |
5.010 |
4.943 |
| S2 |
4.901 |
4.901 |
4.995 |
|
| S3 |
4.737 |
4.799 |
4.980 |
|
| S4 |
4.573 |
4.635 |
4.935 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.969 |
5.780 |
5.101 |
|
| R3 |
5.632 |
5.443 |
5.009 |
|
| R2 |
5.295 |
5.295 |
4.978 |
|
| R1 |
5.106 |
5.106 |
4.947 |
5.032 |
| PP |
4.958 |
4.958 |
4.958 |
4.922 |
| S1 |
4.769 |
4.769 |
4.885 |
4.695 |
| S2 |
4.621 |
4.621 |
4.854 |
|
| S3 |
4.284 |
4.432 |
4.823 |
|
| S4 |
3.947 |
4.095 |
4.731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.167 |
4.811 |
0.356 |
7.1% |
0.157 |
3.1% |
60% |
True |
False |
9,193 |
| 10 |
5.296 |
4.811 |
0.485 |
9.7% |
0.161 |
3.2% |
44% |
False |
False |
9,679 |
| 20 |
6.180 |
4.811 |
1.369 |
27.2% |
0.179 |
3.6% |
16% |
False |
False |
9,063 |
| 40 |
6.180 |
4.811 |
1.369 |
27.2% |
0.181 |
3.6% |
16% |
False |
False |
8,022 |
| 60 |
6.180 |
4.775 |
1.405 |
28.0% |
0.181 |
3.6% |
18% |
False |
False |
6,753 |
| 80 |
6.180 |
4.775 |
1.405 |
28.0% |
0.165 |
3.3% |
18% |
False |
False |
5,588 |
| 100 |
6.180 |
4.775 |
1.405 |
28.0% |
0.156 |
3.1% |
18% |
False |
False |
4,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.864 |
|
2.618 |
5.596 |
|
1.618 |
5.432 |
|
1.000 |
5.331 |
|
0.618 |
5.268 |
|
HIGH |
5.167 |
|
0.618 |
5.104 |
|
0.500 |
5.085 |
|
0.382 |
5.066 |
|
LOW |
5.003 |
|
0.618 |
4.902 |
|
1.000 |
4.839 |
|
1.618 |
4.738 |
|
2.618 |
4.574 |
|
4.250 |
4.306 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.085 |
5.013 |
| PP |
5.065 |
5.001 |
| S1 |
5.045 |
4.989 |
|