NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
4.991 |
4.970 |
-0.021 |
-0.4% |
4.983 |
High |
5.071 |
5.035 |
-0.036 |
-0.7% |
5.167 |
Low |
4.913 |
4.857 |
-0.056 |
-1.1% |
4.738 |
Close |
4.970 |
4.925 |
-0.045 |
-0.9% |
4.930 |
Range |
0.158 |
0.178 |
0.020 |
12.7% |
0.429 |
ATR |
0.187 |
0.186 |
-0.001 |
-0.3% |
0.000 |
Volume |
11,374 |
8,311 |
-3,063 |
-26.9% |
51,115 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.473 |
5.377 |
5.023 |
|
R3 |
5.295 |
5.199 |
4.974 |
|
R2 |
5.117 |
5.117 |
4.958 |
|
R1 |
5.021 |
5.021 |
4.941 |
4.980 |
PP |
4.939 |
4.939 |
4.939 |
4.919 |
S1 |
4.843 |
4.843 |
4.909 |
4.802 |
S2 |
4.761 |
4.761 |
4.892 |
|
S3 |
4.583 |
4.665 |
4.876 |
|
S4 |
4.405 |
4.487 |
4.827 |
|
|
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 |
5.071 |
4.738 |
0.333 |
6.8% |
0.194 |
3.9% |
56% |
False |
False |
10,140 |
10 |
5.167 |
4.738 |
0.429 |
8.7% |
0.175 |
3.6% |
44% |
False |
False |
9,666 |
20 |
5.654 |
4.738 |
0.916 |
18.6% |
0.182 |
3.7% |
20% |
False |
False |
9,463 |
40 |
6.180 |
4.738 |
1.442 |
29.3% |
0.184 |
3.7% |
13% |
False |
False |
8,638 |
60 |
6.180 |
4.738 |
1.442 |
29.3% |
0.189 |
3.8% |
13% |
False |
False |
7,409 |
80 |
6.180 |
4.738 |
1.442 |
29.3% |
0.168 |
3.4% |
13% |
False |
False |
6,110 |
100 |
6.180 |
4.738 |
1.442 |
29.3% |
0.161 |
3.3% |
13% |
False |
False |
5,402 |
120 |
6.255 |
4.738 |
1.517 |
30.8% |
0.156 |
3.2% |
12% |
False |
False |
4,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.792 |
2.618 |
5.501 |
1.618 |
5.323 |
1.000 |
5.213 |
0.618 |
5.145 |
HIGH |
5.035 |
0.618 |
4.967 |
0.500 |
4.946 |
0.382 |
4.925 |
LOW |
4.857 |
0.618 |
4.747 |
1.000 |
4.679 |
1.618 |
4.569 |
2.618 |
4.391 |
4.250 |
4.101 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4.946 |
4.918 |
PP |
4.939 |
4.911 |
S1 |
4.932 |
4.905 |
|