NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.652 |
3.828 |
0.176 |
4.8% |
2.956 |
| High |
3.935 |
3.999 |
0.064 |
1.6% |
3.900 |
| Low |
3.596 |
3.732 |
0.136 |
3.8% |
2.911 |
| Close |
3.860 |
3.955 |
0.095 |
2.5% |
3.778 |
| Range |
0.339 |
0.267 |
-0.072 |
-21.2% |
0.989 |
| ATR |
0.302 |
0.299 |
-0.002 |
-0.8% |
0.000 |
| Volume |
111,693 |
144,334 |
32,641 |
29.2% |
989,984 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.696 |
4.593 |
4.102 |
|
| R3 |
4.429 |
4.326 |
4.028 |
|
| R2 |
4.162 |
4.162 |
4.004 |
|
| R1 |
4.059 |
4.059 |
3.979 |
4.111 |
| PP |
3.895 |
3.895 |
3.895 |
3.921 |
| S1 |
3.792 |
3.792 |
3.931 |
3.844 |
| S2 |
3.628 |
3.628 |
3.906 |
|
| S3 |
3.361 |
3.525 |
3.882 |
|
| S4 |
3.094 |
3.258 |
3.808 |
|
|
| 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 |
3.999 |
3.453 |
0.546 |
13.8% |
0.297 |
7.5% |
92% |
True |
False |
139,121 |
| 10 |
3.999 |
2.911 |
1.088 |
27.5% |
0.369 |
9.3% |
96% |
True |
False |
168,449 |
| 20 |
3.999 |
2.409 |
1.590 |
40.2% |
0.316 |
8.0% |
97% |
True |
False |
137,852 |
| 40 |
4.421 |
2.409 |
2.012 |
50.9% |
0.258 |
6.5% |
77% |
False |
False |
96,559 |
| 60 |
4.421 |
2.409 |
2.012 |
50.9% |
0.236 |
6.0% |
77% |
False |
False |
69,956 |
| 80 |
4.933 |
2.409 |
2.524 |
63.8% |
0.230 |
5.8% |
61% |
False |
False |
55,952 |
| 100 |
4.955 |
2.409 |
2.546 |
64.4% |
0.234 |
5.9% |
61% |
False |
False |
47,060 |
| 120 |
4.955 |
2.409 |
2.546 |
64.4% |
0.219 |
5.5% |
61% |
False |
False |
40,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.134 |
|
2.618 |
4.698 |
|
1.618 |
4.431 |
|
1.000 |
4.266 |
|
0.618 |
4.164 |
|
HIGH |
3.999 |
|
0.618 |
3.897 |
|
0.500 |
3.866 |
|
0.382 |
3.834 |
|
LOW |
3.732 |
|
0.618 |
3.567 |
|
1.000 |
3.465 |
|
1.618 |
3.300 |
|
2.618 |
3.033 |
|
4.250 |
2.597 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.925 |
3.887 |
| PP |
3.895 |
3.819 |
| S1 |
3.866 |
3.751 |
|