NYMEX Natural Gas Future July 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 |
5.124 |
5.105 |
-0.019 |
-0.4% |
5.214 |
| High |
5.188 |
5.206 |
0.018 |
0.3% |
5.413 |
| Low |
5.035 |
5.020 |
-0.015 |
-0.3% |
5.020 |
| Close |
5.174 |
5.198 |
0.024 |
0.5% |
5.198 |
| Range |
0.153 |
0.186 |
0.033 |
21.6% |
0.393 |
| ATR |
0.166 |
0.167 |
0.001 |
0.9% |
0.000 |
| Volume |
1,557 |
1,077 |
-480 |
-30.8% |
6,169 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.699 |
5.635 |
5.300 |
|
| R3 |
5.513 |
5.449 |
5.249 |
|
| R2 |
5.327 |
5.327 |
5.232 |
|
| R1 |
5.263 |
5.263 |
5.215 |
5.295 |
| PP |
5.141 |
5.141 |
5.141 |
5.158 |
| S1 |
5.077 |
5.077 |
5.181 |
5.109 |
| S2 |
4.955 |
4.955 |
5.164 |
|
| S3 |
4.769 |
4.891 |
5.147 |
|
| S4 |
4.583 |
4.705 |
5.096 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.389 |
6.187 |
5.414 |
|
| R3 |
5.996 |
5.794 |
5.306 |
|
| R2 |
5.603 |
5.603 |
5.270 |
|
| R1 |
5.401 |
5.401 |
5.234 |
5.306 |
| PP |
5.210 |
5.210 |
5.210 |
5.163 |
| S1 |
5.008 |
5.008 |
5.162 |
4.913 |
| S2 |
4.817 |
4.817 |
5.126 |
|
| S3 |
4.424 |
4.615 |
5.090 |
|
| S4 |
4.031 |
4.222 |
4.982 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.997 |
|
2.618 |
5.693 |
|
1.618 |
5.507 |
|
1.000 |
5.392 |
|
0.618 |
5.321 |
|
HIGH |
5.206 |
|
0.618 |
5.135 |
|
0.500 |
5.113 |
|
0.382 |
5.091 |
|
LOW |
5.020 |
|
0.618 |
4.905 |
|
1.000 |
4.834 |
|
1.618 |
4.719 |
|
2.618 |
4.533 |
|
4.250 |
4.230 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.170 |
5.180 |
| PP |
5.141 |
5.163 |
| S1 |
5.113 |
5.145 |
|