NYMEX Natural Gas Future September 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 |
5.261 |
5.476 |
0.215 |
4.1% |
5.410 |
| High |
5.340 |
5.500 |
0.160 |
3.0% |
5.589 |
| Low |
5.257 |
5.306 |
0.049 |
0.9% |
5.257 |
| Close |
5.308 |
5.476 |
0.168 |
3.2% |
5.308 |
| Range |
0.083 |
0.194 |
0.111 |
133.7% |
0.332 |
| ATR |
0.000 |
0.153 |
0.153 |
|
0.000 |
| Volume |
1,484 |
984 |
-500 |
-33.7% |
12,796 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.009 |
5.937 |
5.583 |
|
| R3 |
5.815 |
5.743 |
5.529 |
|
| R2 |
5.621 |
5.621 |
5.512 |
|
| R1 |
5.549 |
5.549 |
5.494 |
5.573 |
| PP |
5.427 |
5.427 |
5.427 |
5.440 |
| S1 |
5.355 |
5.355 |
5.458 |
5.379 |
| S2 |
5.233 |
5.233 |
5.440 |
|
| S3 |
5.039 |
5.161 |
5.423 |
|
| S4 |
4.845 |
4.967 |
5.369 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.381 |
6.176 |
5.491 |
|
| R3 |
6.049 |
5.844 |
5.399 |
|
| R2 |
5.717 |
5.717 |
5.369 |
|
| R1 |
5.512 |
5.512 |
5.338 |
5.449 |
| PP |
5.385 |
5.385 |
5.385 |
5.353 |
| S1 |
5.180 |
5.180 |
5.278 |
5.117 |
| S2 |
5.053 |
5.053 |
5.247 |
|
| S3 |
4.721 |
4.848 |
5.217 |
|
| S4 |
4.389 |
4.516 |
5.125 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.325 |
|
2.618 |
6.008 |
|
1.618 |
5.814 |
|
1.000 |
5.694 |
|
0.618 |
5.620 |
|
HIGH |
5.500 |
|
0.618 |
5.426 |
|
0.500 |
5.403 |
|
0.382 |
5.380 |
|
LOW |
5.306 |
|
0.618 |
5.186 |
|
1.000 |
5.112 |
|
1.618 |
4.992 |
|
2.618 |
4.798 |
|
4.250 |
4.482 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.452 |
5.444 |
| PP |
5.427 |
5.411 |
| S1 |
5.403 |
5.379 |
|