NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.390 |
5.357 |
-0.033 |
-0.6% |
4.834 |
High |
5.460 |
5.615 |
0.155 |
2.8% |
5.460 |
Low |
5.258 |
5.337 |
0.079 |
1.5% |
4.834 |
Close |
5.266 |
5.596 |
0.330 |
6.3% |
5.128 |
Range |
0.202 |
0.278 |
0.076 |
37.6% |
0.626 |
ATR |
0.182 |
0.194 |
0.012 |
6.5% |
0.000 |
Volume |
3,715 |
4,170 |
455 |
12.2% |
9,756 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.350 |
6.251 |
5.749 |
|
R3 |
6.072 |
5.973 |
5.672 |
|
R2 |
5.794 |
5.794 |
5.647 |
|
R1 |
5.695 |
5.695 |
5.621 |
5.745 |
PP |
5.516 |
5.516 |
5.516 |
5.541 |
S1 |
5.417 |
5.417 |
5.571 |
5.467 |
S2 |
5.238 |
5.238 |
5.545 |
|
S3 |
4.960 |
5.139 |
5.520 |
|
S4 |
4.682 |
4.861 |
5.443 |
|
|
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 |
5.615 |
4.908 |
0.707 |
12.6% |
0.306 |
5.5% |
97% |
True |
False |
3,007 |
10 |
5.615 |
4.730 |
0.885 |
15.8% |
0.230 |
4.1% |
98% |
True |
False |
2,712 |
20 |
5.615 |
4.730 |
0.885 |
15.8% |
0.170 |
3.0% |
98% |
True |
False |
2,461 |
40 |
6.124 |
4.730 |
1.394 |
24.9% |
0.157 |
2.8% |
62% |
False |
False |
2,024 |
60 |
6.124 |
4.730 |
1.394 |
24.9% |
0.142 |
2.5% |
62% |
False |
False |
1,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.797 |
2.618 |
6.343 |
1.618 |
6.065 |
1.000 |
5.893 |
0.618 |
5.787 |
HIGH |
5.615 |
0.618 |
5.509 |
0.500 |
5.476 |
0.382 |
5.443 |
LOW |
5.337 |
0.618 |
5.165 |
1.000 |
5.059 |
1.618 |
4.887 |
2.618 |
4.609 |
4.250 |
4.156 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.556 |
5.520 |
PP |
5.516 |
5.444 |
S1 |
5.476 |
5.368 |
|