NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.357 |
5.605 |
0.248 |
4.6% |
4.834 |
High |
5.615 |
5.690 |
0.075 |
1.3% |
5.460 |
Low |
5.337 |
5.394 |
0.057 |
1.1% |
4.834 |
Close |
5.596 |
5.401 |
-0.195 |
-3.5% |
5.128 |
Range |
0.278 |
0.296 |
0.018 |
6.5% |
0.626 |
ATR |
0.194 |
0.202 |
0.007 |
3.7% |
0.000 |
Volume |
4,170 |
5,050 |
880 |
21.1% |
9,756 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.383 |
6.188 |
5.564 |
|
R3 |
6.087 |
5.892 |
5.482 |
|
R2 |
5.791 |
5.791 |
5.455 |
|
R1 |
5.596 |
5.596 |
5.428 |
5.546 |
PP |
5.495 |
5.495 |
5.495 |
5.470 |
S1 |
5.300 |
5.300 |
5.374 |
5.250 |
S2 |
5.199 |
5.199 |
5.347 |
|
S3 |
4.903 |
5.004 |
5.320 |
|
S4 |
4.607 |
4.708 |
5.238 |
|
|
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 |
5.690 |
5.105 |
0.585 |
10.8% |
0.281 |
5.2% |
51% |
True |
False |
3,602 |
10 |
5.690 |
4.730 |
0.960 |
17.8% |
0.251 |
4.6% |
70% |
True |
False |
3,015 |
20 |
5.690 |
4.730 |
0.960 |
17.8% |
0.181 |
3.4% |
70% |
True |
False |
2,657 |
40 |
6.124 |
4.730 |
1.394 |
25.8% |
0.160 |
3.0% |
48% |
False |
False |
2,130 |
60 |
6.124 |
4.730 |
1.394 |
25.8% |
0.145 |
2.7% |
48% |
False |
False |
1,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.948 |
2.618 |
6.465 |
1.618 |
6.169 |
1.000 |
5.986 |
0.618 |
5.873 |
HIGH |
5.690 |
0.618 |
5.577 |
0.500 |
5.542 |
0.382 |
5.507 |
LOW |
5.394 |
0.618 |
5.211 |
1.000 |
5.098 |
1.618 |
4.915 |
2.618 |
4.619 |
4.250 |
4.136 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.542 |
5.474 |
PP |
5.495 |
5.450 |
S1 |
5.448 |
5.425 |
|