NYMEX Natural Gas Future September 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 |
5.532 |
5.360 |
-0.172 |
-3.1% |
5.410 |
| High |
5.534 |
5.360 |
-0.174 |
-3.1% |
5.589 |
| Low |
5.390 |
5.226 |
-0.164 |
-3.0% |
5.257 |
| Close |
5.416 |
5.239 |
-0.177 |
-3.3% |
5.308 |
| Range |
0.144 |
0.134 |
-0.010 |
-6.9% |
0.332 |
| ATR |
0.152 |
0.155 |
0.003 |
1.8% |
0.000 |
| Volume |
1,602 |
1,044 |
-558 |
-34.8% |
12,796 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.677 |
5.592 |
5.313 |
|
| R3 |
5.543 |
5.458 |
5.276 |
|
| R2 |
5.409 |
5.409 |
5.264 |
|
| R1 |
5.324 |
5.324 |
5.251 |
5.300 |
| PP |
5.275 |
5.275 |
5.275 |
5.263 |
| S1 |
5.190 |
5.190 |
5.227 |
5.166 |
| S2 |
5.141 |
5.141 |
5.214 |
|
| S3 |
5.007 |
5.056 |
5.202 |
|
| S4 |
4.873 |
4.922 |
5.165 |
|
|
| 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 |
5.930 |
|
2.618 |
5.711 |
|
1.618 |
5.577 |
|
1.000 |
5.494 |
|
0.618 |
5.443 |
|
HIGH |
5.360 |
|
0.618 |
5.309 |
|
0.500 |
5.293 |
|
0.382 |
5.277 |
|
LOW |
5.226 |
|
0.618 |
5.143 |
|
1.000 |
5.092 |
|
1.618 |
5.009 |
|
2.618 |
4.875 |
|
4.250 |
4.657 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.293 |
5.380 |
| PP |
5.275 |
5.333 |
| S1 |
5.257 |
5.286 |
|