NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.602 |
3.652 |
0.050 |
1.4% |
2.956 |
| High |
3.729 |
3.935 |
0.206 |
5.5% |
3.900 |
| Low |
3.502 |
3.596 |
0.094 |
2.7% |
2.911 |
| Close |
3.609 |
3.860 |
0.251 |
7.0% |
3.778 |
| Range |
0.227 |
0.339 |
0.112 |
49.3% |
0.989 |
| ATR |
0.299 |
0.302 |
0.003 |
1.0% |
0.000 |
| Volume |
112,247 |
111,693 |
-554 |
-0.5% |
989,984 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.814 |
4.676 |
4.046 |
|
| R3 |
4.475 |
4.337 |
3.953 |
|
| R2 |
4.136 |
4.136 |
3.922 |
|
| R1 |
3.998 |
3.998 |
3.891 |
4.067 |
| PP |
3.797 |
3.797 |
3.797 |
3.832 |
| S1 |
3.659 |
3.659 |
3.829 |
3.728 |
| S2 |
3.458 |
3.458 |
3.798 |
|
| S3 |
3.119 |
3.320 |
3.767 |
|
| S4 |
2.780 |
2.981 |
3.674 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.497 |
6.126 |
4.322 |
|
| R3 |
5.508 |
5.137 |
4.050 |
|
| R2 |
4.519 |
4.519 |
3.959 |
|
| R1 |
4.148 |
4.148 |
3.869 |
4.334 |
| PP |
3.530 |
3.530 |
3.530 |
3.622 |
| S1 |
3.159 |
3.159 |
3.687 |
3.345 |
| S2 |
2.541 |
2.541 |
3.597 |
|
| S3 |
1.552 |
2.170 |
3.506 |
|
| S4 |
0.563 |
1.181 |
3.234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.935 |
3.442 |
0.493 |
12.8% |
0.335 |
8.7% |
85% |
True |
False |
149,385 |
| 10 |
3.935 |
2.740 |
1.195 |
31.0% |
0.401 |
10.4% |
94% |
True |
False |
165,738 |
| 20 |
3.935 |
2.409 |
1.526 |
39.5% |
0.307 |
7.9% |
95% |
True |
False |
133,527 |
| 40 |
4.421 |
2.409 |
2.012 |
52.1% |
0.257 |
6.7% |
72% |
False |
False |
93,310 |
| 60 |
4.421 |
2.409 |
2.012 |
52.1% |
0.233 |
6.0% |
72% |
False |
False |
67,747 |
| 80 |
4.933 |
2.409 |
2.524 |
65.4% |
0.231 |
6.0% |
57% |
False |
False |
54,322 |
| 100 |
4.955 |
2.409 |
2.546 |
66.0% |
0.233 |
6.0% |
57% |
False |
False |
45,688 |
| 120 |
4.955 |
2.409 |
2.546 |
66.0% |
0.218 |
5.7% |
57% |
False |
False |
39,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.376 |
|
2.618 |
4.823 |
|
1.618 |
4.484 |
|
1.000 |
4.274 |
|
0.618 |
4.145 |
|
HIGH |
3.935 |
|
0.618 |
3.806 |
|
0.500 |
3.766 |
|
0.382 |
3.725 |
|
LOW |
3.596 |
|
0.618 |
3.386 |
|
1.000 |
3.257 |
|
1.618 |
3.047 |
|
2.618 |
2.708 |
|
4.250 |
2.155 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.829 |
3.813 |
| PP |
3.797 |
3.766 |
| S1 |
3.766 |
3.719 |
|