NYMEX Natural Gas Future September 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 |
5.360 |
5.308 |
-0.052 |
-1.0% |
5.410 |
| High |
5.360 |
5.320 |
-0.040 |
-0.7% |
5.589 |
| Low |
5.226 |
5.177 |
-0.049 |
-0.9% |
5.257 |
| Close |
5.239 |
5.308 |
0.069 |
1.3% |
5.308 |
| Range |
0.134 |
0.143 |
0.009 |
6.7% |
0.332 |
| ATR |
0.155 |
0.154 |
-0.001 |
-0.5% |
0.000 |
| Volume |
1,044 |
1,010 |
-34 |
-3.3% |
12,796 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.697 |
5.646 |
5.387 |
|
| R3 |
5.554 |
5.503 |
5.347 |
|
| R2 |
5.411 |
5.411 |
5.334 |
|
| R1 |
5.360 |
5.360 |
5.321 |
5.380 |
| PP |
5.268 |
5.268 |
5.268 |
5.278 |
| S1 |
5.217 |
5.217 |
5.295 |
5.237 |
| S2 |
5.125 |
5.125 |
5.282 |
|
| S3 |
4.982 |
5.074 |
5.269 |
|
| S4 |
4.839 |
4.931 |
5.229 |
|
|
| 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 |
5.928 |
|
2.618 |
5.694 |
|
1.618 |
5.551 |
|
1.000 |
5.463 |
|
0.618 |
5.408 |
|
HIGH |
5.320 |
|
0.618 |
5.265 |
|
0.500 |
5.249 |
|
0.382 |
5.232 |
|
LOW |
5.177 |
|
0.618 |
5.089 |
|
1.000 |
5.034 |
|
1.618 |
4.946 |
|
2.618 |
4.803 |
|
4.250 |
4.569 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.288 |
5.356 |
| PP |
5.268 |
5.340 |
| S1 |
5.249 |
5.324 |
|