NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.003 |
4.999 |
-0.004 |
-0.1% |
5.250 |
High |
5.088 |
5.327 |
0.239 |
4.7% |
5.250 |
Low |
4.971 |
4.908 |
-0.063 |
-1.3% |
4.730 |
Close |
4.975 |
5.299 |
0.324 |
6.5% |
4.865 |
Range |
0.117 |
0.419 |
0.302 |
258.1% |
0.520 |
ATR |
0.140 |
0.160 |
0.020 |
14.3% |
0.000 |
Volume |
1,869 |
2,076 |
207 |
11.1% |
11,187 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.435 |
6.286 |
5.529 |
|
R3 |
6.016 |
5.867 |
5.414 |
|
R2 |
5.597 |
5.597 |
5.376 |
|
R1 |
5.448 |
5.448 |
5.337 |
5.523 |
PP |
5.178 |
5.178 |
5.178 |
5.215 |
S1 |
5.029 |
5.029 |
5.261 |
5.104 |
S2 |
4.759 |
4.759 |
5.222 |
|
S3 |
4.340 |
4.610 |
5.184 |
|
S4 |
3.921 |
4.191 |
5.069 |
|
|
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 |
5.327 |
4.730 |
0.597 |
11.3% |
0.220 |
4.2% |
95% |
True |
False |
2,429 |
10 |
5.423 |
4.730 |
0.693 |
13.1% |
0.168 |
3.2% |
82% |
False |
False |
2,332 |
20 |
5.747 |
4.730 |
1.017 |
19.2% |
0.130 |
2.5% |
56% |
False |
False |
2,125 |
40 |
6.124 |
4.730 |
1.394 |
26.3% |
0.146 |
2.7% |
41% |
False |
False |
1,795 |
60 |
6.400 |
4.730 |
1.670 |
31.5% |
0.134 |
2.5% |
34% |
False |
False |
1,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.108 |
2.618 |
6.424 |
1.618 |
6.005 |
1.000 |
5.746 |
0.618 |
5.586 |
HIGH |
5.327 |
0.618 |
5.167 |
0.500 |
5.118 |
0.382 |
5.068 |
LOW |
4.908 |
0.618 |
4.649 |
1.000 |
4.489 |
1.618 |
4.230 |
2.618 |
3.811 |
4.250 |
3.127 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.239 |
5.226 |
PP |
5.178 |
5.153 |
S1 |
5.118 |
5.081 |
|