NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.311 |
5.160 |
-0.151 |
-2.8% |
4.834 |
High |
5.460 |
5.395 |
-0.065 |
-1.2% |
5.460 |
Low |
5.105 |
5.120 |
0.015 |
0.3% |
4.834 |
Close |
5.128 |
5.324 |
0.196 |
3.8% |
5.128 |
Range |
0.355 |
0.275 |
-0.080 |
-22.5% |
0.626 |
ATR |
0.174 |
0.181 |
0.007 |
4.2% |
0.000 |
Volume |
2,729 |
2,346 |
-383 |
-14.0% |
9,756 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.105 |
5.989 |
5.475 |
|
R3 |
5.830 |
5.714 |
5.400 |
|
R2 |
5.555 |
5.555 |
5.374 |
|
R1 |
5.439 |
5.439 |
5.349 |
5.497 |
PP |
5.280 |
5.280 |
5.280 |
5.309 |
S1 |
5.164 |
5.164 |
5.299 |
5.222 |
S2 |
5.005 |
5.005 |
5.274 |
|
S3 |
4.730 |
4.889 |
5.248 |
|
S4 |
4.455 |
4.614 |
5.173 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.019 |
6.699 |
5.472 |
|
R3 |
6.393 |
6.073 |
5.300 |
|
R2 |
5.767 |
5.767 |
5.243 |
|
R1 |
5.447 |
5.447 |
5.185 |
5.607 |
PP |
5.141 |
5.141 |
5.141 |
5.221 |
S1 |
4.821 |
4.821 |
5.071 |
4.981 |
S2 |
4.515 |
4.515 |
5.013 |
|
S3 |
3.889 |
4.195 |
4.956 |
|
S4 |
3.263 |
3.569 |
4.784 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.460 |
4.834 |
0.626 |
11.8% |
0.269 |
5.0% |
78% |
False |
False |
2,420 |
10 |
5.460 |
4.730 |
0.730 |
13.7% |
0.206 |
3.9% |
81% |
False |
False |
2,328 |
20 |
5.571 |
4.730 |
0.841 |
15.8% |
0.153 |
2.9% |
71% |
False |
False |
2,216 |
40 |
6.124 |
4.730 |
1.394 |
26.2% |
0.151 |
2.8% |
43% |
False |
False |
1,874 |
60 |
6.124 |
4.730 |
1.394 |
26.2% |
0.138 |
2.6% |
43% |
False |
False |
1,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.564 |
2.618 |
6.115 |
1.618 |
5.840 |
1.000 |
5.670 |
0.618 |
5.565 |
HIGH |
5.395 |
0.618 |
5.290 |
0.500 |
5.258 |
0.382 |
5.225 |
LOW |
5.120 |
0.618 |
4.950 |
1.000 |
4.845 |
1.618 |
4.675 |
2.618 |
4.400 |
4.250 |
3.951 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.302 |
5.277 |
PP |
5.280 |
5.231 |
S1 |
5.258 |
5.184 |
|