NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.828 |
3.950 |
0.122 |
3.2% |
3.722 |
| High |
3.999 |
4.035 |
0.036 |
0.9% |
4.035 |
| Low |
3.732 |
3.796 |
0.064 |
1.7% |
3.502 |
| Close |
3.955 |
3.985 |
0.030 |
0.8% |
3.985 |
| Range |
0.267 |
0.239 |
-0.028 |
-10.5% |
0.533 |
| ATR |
0.299 |
0.295 |
-0.004 |
-1.4% |
0.000 |
| Volume |
144,334 |
108,768 |
-35,566 |
-24.6% |
605,258 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.656 |
4.559 |
4.116 |
|
| R3 |
4.417 |
4.320 |
4.051 |
|
| R2 |
4.178 |
4.178 |
4.029 |
|
| R1 |
4.081 |
4.081 |
4.007 |
4.130 |
| PP |
3.939 |
3.939 |
3.939 |
3.963 |
| S1 |
3.842 |
3.842 |
3.963 |
3.891 |
| S2 |
3.700 |
3.700 |
3.941 |
|
| S3 |
3.461 |
3.603 |
3.919 |
|
| S4 |
3.222 |
3.364 |
3.854 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.440 |
5.245 |
4.278 |
|
| R3 |
4.907 |
4.712 |
4.132 |
|
| R2 |
4.374 |
4.374 |
4.083 |
|
| R1 |
4.179 |
4.179 |
4.034 |
4.277 |
| PP |
3.841 |
3.841 |
3.841 |
3.889 |
| S1 |
3.646 |
3.646 |
3.936 |
3.744 |
| S2 |
3.308 |
3.308 |
3.887 |
|
| S3 |
2.775 |
3.113 |
3.838 |
|
| S4 |
2.242 |
2.580 |
3.692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.035 |
3.502 |
0.533 |
13.4% |
0.267 |
6.7% |
91% |
True |
False |
121,051 |
| 10 |
4.035 |
2.911 |
1.124 |
28.2% |
0.344 |
8.6% |
96% |
True |
False |
159,524 |
| 20 |
4.035 |
2.409 |
1.626 |
40.8% |
0.316 |
7.9% |
97% |
True |
False |
139,712 |
| 40 |
4.421 |
2.409 |
2.012 |
50.5% |
0.258 |
6.5% |
78% |
False |
False |
98,858 |
| 60 |
4.421 |
2.409 |
2.012 |
50.5% |
0.237 |
5.9% |
78% |
False |
False |
71,559 |
| 80 |
4.933 |
2.409 |
2.524 |
63.3% |
0.229 |
5.7% |
62% |
False |
False |
57,142 |
| 100 |
4.955 |
2.409 |
2.546 |
63.9% |
0.234 |
5.9% |
62% |
False |
False |
48,070 |
| 120 |
4.955 |
2.409 |
2.546 |
63.9% |
0.220 |
5.5% |
62% |
False |
False |
41,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.051 |
|
2.618 |
4.661 |
|
1.618 |
4.422 |
|
1.000 |
4.274 |
|
0.618 |
4.183 |
|
HIGH |
4.035 |
|
0.618 |
3.944 |
|
0.500 |
3.916 |
|
0.382 |
3.887 |
|
LOW |
3.796 |
|
0.618 |
3.648 |
|
1.000 |
3.557 |
|
1.618 |
3.409 |
|
2.618 |
3.170 |
|
4.250 |
2.780 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.962 |
3.929 |
| PP |
3.939 |
3.872 |
| S1 |
3.916 |
3.816 |
|