NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
5.133 |
5.214 |
0.081 |
1.6% |
5.308 |
| High |
5.198 |
5.364 |
0.166 |
3.2% |
5.430 |
| Low |
5.090 |
5.140 |
0.050 |
1.0% |
5.090 |
| Close |
5.165 |
5.338 |
0.173 |
3.3% |
5.165 |
| Range |
0.108 |
0.224 |
0.116 |
107.4% |
0.340 |
| ATR |
0.159 |
0.164 |
0.005 |
2.9% |
0.000 |
| Volume |
1,054 |
1,201 |
147 |
13.9% |
6,567 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.953 |
5.869 |
5.461 |
|
| R3 |
5.729 |
5.645 |
5.400 |
|
| R2 |
5.505 |
5.505 |
5.379 |
|
| R1 |
5.421 |
5.421 |
5.359 |
5.463 |
| PP |
5.281 |
5.281 |
5.281 |
5.302 |
| S1 |
5.197 |
5.197 |
5.317 |
5.239 |
| S2 |
5.057 |
5.057 |
5.297 |
|
| S3 |
4.833 |
4.973 |
5.276 |
|
| S4 |
4.609 |
4.749 |
5.215 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.248 |
6.047 |
5.352 |
|
| R3 |
5.908 |
5.707 |
5.259 |
|
| R2 |
5.568 |
5.568 |
5.227 |
|
| R1 |
5.367 |
5.367 |
5.196 |
5.298 |
| PP |
5.228 |
5.228 |
5.228 |
5.194 |
| S1 |
5.027 |
5.027 |
5.134 |
4.958 |
| S2 |
4.888 |
4.888 |
5.103 |
|
| S3 |
4.548 |
4.687 |
5.072 |
|
| S4 |
4.208 |
4.347 |
4.978 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.316 |
|
2.618 |
5.950 |
|
1.618 |
5.726 |
|
1.000 |
5.588 |
|
0.618 |
5.502 |
|
HIGH |
5.364 |
|
0.618 |
5.278 |
|
0.500 |
5.252 |
|
0.382 |
5.226 |
|
LOW |
5.140 |
|
0.618 |
5.002 |
|
1.000 |
4.916 |
|
1.618 |
4.778 |
|
2.618 |
4.554 |
|
4.250 |
4.188 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.309 |
5.301 |
| PP |
5.281 |
5.264 |
| S1 |
5.252 |
5.227 |
|