NYMEX Natural Gas Future April 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 |
4.753 |
4.880 |
0.127 |
2.7% |
4.983 |
| High |
4.915 |
4.942 |
0.027 |
0.5% |
5.167 |
| Low |
4.741 |
4.738 |
-0.003 |
-0.1% |
4.738 |
| Close |
4.893 |
4.930 |
0.037 |
0.8% |
4.930 |
| Range |
0.174 |
0.204 |
0.030 |
17.2% |
0.429 |
| ATR |
0.188 |
0.189 |
0.001 |
0.6% |
0.000 |
| Volume |
11,461 |
10,060 |
-1,401 |
-12.2% |
51,115 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.482 |
5.410 |
5.042 |
|
| R3 |
5.278 |
5.206 |
4.986 |
|
| R2 |
5.074 |
5.074 |
4.967 |
|
| R1 |
5.002 |
5.002 |
4.949 |
5.038 |
| PP |
4.870 |
4.870 |
4.870 |
4.888 |
| S1 |
4.798 |
4.798 |
4.911 |
4.834 |
| S2 |
4.666 |
4.666 |
4.893 |
|
| S3 |
4.462 |
4.594 |
4.874 |
|
| S4 |
4.258 |
4.390 |
4.818 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.232 |
6.010 |
5.166 |
|
| R3 |
5.803 |
5.581 |
5.048 |
|
| R2 |
5.374 |
5.374 |
5.009 |
|
| R1 |
5.152 |
5.152 |
4.969 |
5.049 |
| PP |
4.945 |
4.945 |
4.945 |
4.893 |
| S1 |
4.723 |
4.723 |
4.891 |
4.620 |
| S2 |
4.516 |
4.516 |
4.851 |
|
| S3 |
4.087 |
4.294 |
4.812 |
|
| S4 |
3.658 |
3.865 |
4.694 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.167 |
4.738 |
0.429 |
8.7% |
0.205 |
4.2% |
45% |
False |
True |
10,223 |
| 10 |
5.167 |
4.738 |
0.429 |
8.7% |
0.179 |
3.6% |
45% |
False |
True |
10,141 |
| 20 |
5.750 |
4.738 |
1.012 |
20.5% |
0.182 |
3.7% |
19% |
False |
True |
9,178 |
| 40 |
6.180 |
4.738 |
1.442 |
29.2% |
0.185 |
3.8% |
13% |
False |
True |
8,414 |
| 60 |
6.180 |
4.738 |
1.442 |
29.2% |
0.187 |
3.8% |
13% |
False |
True |
7,176 |
| 80 |
6.180 |
4.738 |
1.442 |
29.2% |
0.167 |
3.4% |
13% |
False |
True |
5,908 |
| 100 |
6.180 |
4.738 |
1.442 |
29.2% |
0.160 |
3.2% |
13% |
False |
True |
5,239 |
| 120 |
6.255 |
4.738 |
1.517 |
30.8% |
0.156 |
3.2% |
13% |
False |
True |
4,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.809 |
|
2.618 |
5.476 |
|
1.618 |
5.272 |
|
1.000 |
5.146 |
|
0.618 |
5.068 |
|
HIGH |
4.942 |
|
0.618 |
4.864 |
|
0.500 |
4.840 |
|
0.382 |
4.816 |
|
LOW |
4.738 |
|
0.618 |
4.612 |
|
1.000 |
4.534 |
|
1.618 |
4.408 |
|
2.618 |
4.204 |
|
4.250 |
3.871 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.900 |
4.919 |
| PP |
4.870 |
4.908 |
| S1 |
4.840 |
4.898 |
|