NYMEX Natural Gas Future November 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 |
4.715 |
4.904 |
0.189 |
4.0% |
4.580 |
High |
4.919 |
4.990 |
0.071 |
1.4% |
4.990 |
Low |
4.665 |
4.776 |
0.111 |
2.4% |
4.389 |
Close |
4.896 |
4.948 |
0.052 |
1.1% |
4.948 |
Range |
0.254 |
0.214 |
-0.040 |
-15.7% |
0.601 |
ATR |
0.264 |
0.260 |
-0.004 |
-1.3% |
0.000 |
Volume |
80,472 |
75,681 |
-4,791 |
-6.0% |
340,983 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.547 |
5.461 |
5.066 |
|
R3 |
5.333 |
5.247 |
5.007 |
|
R2 |
5.119 |
5.119 |
4.987 |
|
R1 |
5.033 |
5.033 |
4.968 |
5.076 |
PP |
4.905 |
4.905 |
4.905 |
4.926 |
S1 |
4.819 |
4.819 |
4.928 |
4.862 |
S2 |
4.691 |
4.691 |
4.909 |
|
S3 |
4.477 |
4.605 |
4.889 |
|
S4 |
4.263 |
4.391 |
4.830 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.579 |
6.364 |
5.279 |
|
R3 |
5.978 |
5.763 |
5.113 |
|
R2 |
5.377 |
5.377 |
5.058 |
|
R1 |
5.162 |
5.162 |
5.003 |
5.270 |
PP |
4.776 |
4.776 |
4.776 |
4.829 |
S1 |
4.561 |
4.561 |
4.893 |
4.669 |
S2 |
4.175 |
4.175 |
4.838 |
|
S3 |
3.574 |
3.960 |
4.783 |
|
S4 |
2.973 |
3.359 |
4.617 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.990 |
4.389 |
0.601 |
12.1% |
0.235 |
4.8% |
93% |
True |
False |
68,196 |
10 |
4.990 |
3.988 |
1.002 |
20.3% |
0.299 |
6.0% |
96% |
True |
False |
84,183 |
20 |
4.990 |
3.491 |
1.499 |
30.3% |
0.284 |
5.7% |
97% |
True |
False |
62,203 |
40 |
5.133 |
3.491 |
1.642 |
33.2% |
0.228 |
4.6% |
89% |
False |
False |
40,730 |
60 |
5.133 |
3.491 |
1.642 |
33.2% |
0.208 |
4.2% |
89% |
False |
False |
28,980 |
80 |
5.515 |
3.491 |
2.024 |
40.9% |
0.200 |
4.0% |
72% |
False |
False |
22,715 |
100 |
5.523 |
3.491 |
2.032 |
41.1% |
0.203 |
4.1% |
72% |
False |
False |
18,897 |
120 |
5.523 |
3.491 |
2.032 |
41.1% |
0.190 |
3.8% |
72% |
False |
False |
15,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.900 |
2.618 |
5.550 |
1.618 |
5.336 |
1.000 |
5.204 |
0.618 |
5.122 |
HIGH |
4.990 |
0.618 |
4.908 |
0.500 |
4.883 |
0.382 |
4.858 |
LOW |
4.776 |
0.618 |
4.644 |
1.000 |
4.562 |
1.618 |
4.430 |
2.618 |
4.216 |
4.250 |
3.867 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4.926 |
4.881 |
PP |
4.905 |
4.813 |
S1 |
4.883 |
4.746 |
|