NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4.834 |
5.003 |
0.169 |
3.5% |
5.250 |
High |
5.012 |
5.088 |
0.076 |
1.5% |
5.250 |
Low |
4.834 |
4.971 |
0.137 |
2.8% |
4.730 |
Close |
4.962 |
4.975 |
0.013 |
0.3% |
4.865 |
Range |
0.178 |
0.117 |
-0.061 |
-34.3% |
0.520 |
ATR |
0.141 |
0.140 |
-0.001 |
-0.7% |
0.000 |
Volume |
3,082 |
1,869 |
-1,213 |
-39.4% |
11,187 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.362 |
5.286 |
5.039 |
|
R3 |
5.245 |
5.169 |
5.007 |
|
R2 |
5.128 |
5.128 |
4.996 |
|
R1 |
5.052 |
5.052 |
4.986 |
5.032 |
PP |
5.011 |
5.011 |
5.011 |
5.001 |
S1 |
4.935 |
4.935 |
4.964 |
4.915 |
S2 |
4.894 |
4.894 |
4.954 |
|
S3 |
4.777 |
4.818 |
4.943 |
|
S4 |
4.660 |
4.701 |
4.911 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.508 |
6.207 |
5.151 |
|
R3 |
5.988 |
5.687 |
5.008 |
|
R2 |
5.468 |
5.468 |
4.960 |
|
R1 |
5.167 |
5.167 |
4.913 |
5.058 |
PP |
4.948 |
4.948 |
4.948 |
4.894 |
S1 |
4.647 |
4.647 |
4.817 |
4.538 |
S2 |
4.428 |
4.428 |
4.770 |
|
S3 |
3.908 |
4.127 |
4.722 |
|
S4 |
3.388 |
3.607 |
4.579 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.120 |
4.730 |
0.390 |
7.8% |
0.155 |
3.1% |
63% |
False |
False |
2,418 |
10 |
5.447 |
4.730 |
0.717 |
14.4% |
0.133 |
2.7% |
34% |
False |
False |
2,324 |
20 |
5.747 |
4.730 |
1.017 |
20.4% |
0.114 |
2.3% |
24% |
False |
False |
2,093 |
40 |
6.124 |
4.730 |
1.394 |
28.0% |
0.140 |
2.8% |
18% |
False |
False |
1,767 |
60 |
6.400 |
4.730 |
1.670 |
33.6% |
0.129 |
2.6% |
15% |
False |
False |
1,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.585 |
2.618 |
5.394 |
1.618 |
5.277 |
1.000 |
5.205 |
0.618 |
5.160 |
HIGH |
5.088 |
0.618 |
5.043 |
0.500 |
5.030 |
0.382 |
5.016 |
LOW |
4.971 |
0.618 |
4.899 |
1.000 |
4.854 |
1.618 |
4.782 |
2.618 |
4.665 |
4.250 |
4.474 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.030 |
4.953 |
PP |
5.011 |
4.931 |
S1 |
4.993 |
4.909 |
|