NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.421 |
3.355 |
-0.066 |
-1.9% |
2.741 |
| High |
3.600 |
3.797 |
0.197 |
5.5% |
3.424 |
| Low |
3.313 |
3.355 |
0.042 |
1.3% |
2.623 |
| Close |
3.320 |
3.760 |
0.440 |
13.3% |
2.960 |
| Range |
0.287 |
0.442 |
0.155 |
54.0% |
0.801 |
| ATR |
0.275 |
0.289 |
0.014 |
5.2% |
0.000 |
| Volume |
197,032 |
208,794 |
11,762 |
6.0% |
581,841 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.963 |
4.804 |
4.003 |
|
| R3 |
4.521 |
4.362 |
3.882 |
|
| R2 |
4.079 |
4.079 |
3.841 |
|
| R1 |
3.920 |
3.920 |
3.801 |
4.000 |
| PP |
3.637 |
3.637 |
3.637 |
3.677 |
| S1 |
3.478 |
3.478 |
3.719 |
3.558 |
| S2 |
3.195 |
3.195 |
3.679 |
|
| S3 |
2.753 |
3.036 |
3.638 |
|
| S4 |
2.311 |
2.594 |
3.517 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.405 |
4.984 |
3.401 |
|
| R3 |
4.604 |
4.183 |
3.180 |
|
| R2 |
3.803 |
3.803 |
3.107 |
|
| R1 |
3.382 |
3.382 |
3.033 |
3.593 |
| PP |
3.002 |
3.002 |
3.002 |
3.108 |
| S1 |
2.581 |
2.581 |
2.887 |
2.792 |
| S2 |
2.201 |
2.201 |
2.813 |
|
| S3 |
1.400 |
1.780 |
2.740 |
|
| S4 |
0.599 |
0.979 |
2.519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.797 |
2.740 |
1.057 |
28.1% |
0.466 |
12.4% |
96% |
True |
False |
182,091 |
| 10 |
3.797 |
2.409 |
1.388 |
36.9% |
0.357 |
9.5% |
97% |
True |
False |
151,604 |
| 20 |
3.797 |
2.409 |
1.388 |
36.9% |
0.266 |
7.1% |
97% |
True |
False |
113,013 |
| 40 |
4.421 |
2.409 |
2.012 |
53.5% |
0.242 |
6.4% |
67% |
False |
False |
76,681 |
| 60 |
4.470 |
2.409 |
2.061 |
54.8% |
0.219 |
5.8% |
66% |
False |
False |
56,199 |
| 80 |
4.933 |
2.409 |
2.524 |
67.1% |
0.227 |
6.0% |
54% |
False |
False |
45,772 |
| 100 |
4.955 |
2.409 |
2.546 |
67.7% |
0.224 |
6.0% |
53% |
False |
False |
38,585 |
| 120 |
4.955 |
2.409 |
2.546 |
67.7% |
0.210 |
5.6% |
53% |
False |
False |
33,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.676 |
|
2.618 |
4.954 |
|
1.618 |
4.512 |
|
1.000 |
4.239 |
|
0.618 |
4.070 |
|
HIGH |
3.797 |
|
0.618 |
3.628 |
|
0.500 |
3.576 |
|
0.382 |
3.524 |
|
LOW |
3.355 |
|
0.618 |
3.082 |
|
1.000 |
2.913 |
|
1.618 |
2.640 |
|
2.618 |
2.198 |
|
4.250 |
1.477 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.699 |
3.625 |
| PP |
3.637 |
3.489 |
| S1 |
3.576 |
3.354 |
|