NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
5.128 |
4.890 |
-0.238 |
-4.6% |
5.117 |
| High |
5.215 |
5.060 |
-0.155 |
-3.0% |
5.200 |
| Low |
5.059 |
4.864 |
-0.195 |
-3.9% |
4.871 |
| Close |
5.079 |
4.890 |
-0.189 |
-3.7% |
4.967 |
| Range |
0.156 |
0.196 |
0.040 |
25.6% |
0.329 |
| ATR |
0.172 |
0.175 |
0.003 |
1.8% |
0.000 |
| Volume |
2,865 |
2,831 |
-34 |
-1.2% |
20,541 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.526 |
5.404 |
4.998 |
|
| R3 |
5.330 |
5.208 |
4.944 |
|
| R2 |
5.134 |
5.134 |
4.926 |
|
| R1 |
5.012 |
5.012 |
4.908 |
4.988 |
| PP |
4.938 |
4.938 |
4.938 |
4.926 |
| S1 |
4.816 |
4.816 |
4.872 |
4.792 |
| S2 |
4.742 |
4.742 |
4.854 |
|
| S3 |
4.546 |
4.620 |
4.836 |
|
| S4 |
4.350 |
4.424 |
4.782 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.000 |
5.812 |
5.148 |
|
| R3 |
5.671 |
5.483 |
5.057 |
|
| R2 |
5.342 |
5.342 |
5.027 |
|
| R1 |
5.154 |
5.154 |
4.997 |
5.084 |
| PP |
5.013 |
5.013 |
5.013 |
4.977 |
| S1 |
4.825 |
4.825 |
4.937 |
4.755 |
| S2 |
4.684 |
4.684 |
4.907 |
|
| S3 |
4.355 |
4.496 |
4.877 |
|
| S4 |
4.026 |
4.167 |
4.786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.215 |
4.864 |
0.351 |
7.2% |
0.159 |
3.2% |
7% |
False |
True |
3,350 |
| 10 |
5.313 |
4.864 |
0.449 |
9.2% |
0.145 |
3.0% |
6% |
False |
True |
3,645 |
| 20 |
6.120 |
4.864 |
1.256 |
25.7% |
0.163 |
3.3% |
2% |
False |
True |
3,742 |
| 40 |
6.200 |
4.864 |
1.336 |
27.3% |
0.160 |
3.3% |
2% |
False |
True |
2,986 |
| 60 |
6.200 |
4.864 |
1.336 |
27.3% |
0.158 |
3.2% |
2% |
False |
True |
2,404 |
| 80 |
6.200 |
4.864 |
1.336 |
27.3% |
0.143 |
2.9% |
2% |
False |
True |
1,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.893 |
|
2.618 |
5.573 |
|
1.618 |
5.377 |
|
1.000 |
5.256 |
|
0.618 |
5.181 |
|
HIGH |
5.060 |
|
0.618 |
4.985 |
|
0.500 |
4.962 |
|
0.382 |
4.939 |
|
LOW |
4.864 |
|
0.618 |
4.743 |
|
1.000 |
4.668 |
|
1.618 |
4.547 |
|
2.618 |
4.351 |
|
4.250 |
4.031 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.962 |
5.040 |
| PP |
4.938 |
4.990 |
| S1 |
4.914 |
4.940 |
|