NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
5.270 |
5.124 |
-0.146 |
-2.8% |
5.308 |
| High |
5.270 |
5.188 |
-0.082 |
-1.6% |
5.430 |
| Low |
5.074 |
5.035 |
-0.039 |
-0.8% |
5.090 |
| Close |
5.104 |
5.174 |
0.070 |
1.4% |
5.165 |
| Range |
0.196 |
0.153 |
-0.043 |
-21.9% |
0.340 |
| ATR |
0.167 |
0.166 |
-0.001 |
-0.6% |
0.000 |
| Volume |
1,102 |
1,557 |
455 |
41.3% |
6,567 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.591 |
5.536 |
5.258 |
|
| R3 |
5.438 |
5.383 |
5.216 |
|
| R2 |
5.285 |
5.285 |
5.202 |
|
| R1 |
5.230 |
5.230 |
5.188 |
5.258 |
| PP |
5.132 |
5.132 |
5.132 |
5.146 |
| S1 |
5.077 |
5.077 |
5.160 |
5.105 |
| S2 |
4.979 |
4.979 |
5.146 |
|
| S3 |
4.826 |
4.924 |
5.132 |
|
| S4 |
4.673 |
4.771 |
5.090 |
|
|
| 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 |
5.838 |
|
2.618 |
5.589 |
|
1.618 |
5.436 |
|
1.000 |
5.341 |
|
0.618 |
5.283 |
|
HIGH |
5.188 |
|
0.618 |
5.130 |
|
0.500 |
5.112 |
|
0.382 |
5.093 |
|
LOW |
5.035 |
|
0.618 |
4.940 |
|
1.000 |
4.882 |
|
1.618 |
4.787 |
|
2.618 |
4.634 |
|
4.250 |
4.385 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.153 |
5.224 |
| PP |
5.132 |
5.207 |
| S1 |
5.112 |
5.191 |
|