NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.605 |
5.430 |
-0.175 |
-3.1% |
5.160 |
High |
5.690 |
5.621 |
-0.069 |
-1.2% |
5.690 |
Low |
5.394 |
5.413 |
0.019 |
0.4% |
5.120 |
Close |
5.401 |
5.606 |
0.205 |
3.8% |
5.606 |
Range |
0.296 |
0.208 |
-0.088 |
-29.7% |
0.570 |
ATR |
0.202 |
0.203 |
0.001 |
0.7% |
0.000 |
Volume |
5,050 |
2,830 |
-2,220 |
-44.0% |
18,111 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.171 |
6.096 |
5.720 |
|
R3 |
5.963 |
5.888 |
5.663 |
|
R2 |
5.755 |
5.755 |
5.644 |
|
R1 |
5.680 |
5.680 |
5.625 |
5.718 |
PP |
5.547 |
5.547 |
5.547 |
5.565 |
S1 |
5.472 |
5.472 |
5.587 |
5.510 |
S2 |
5.339 |
5.339 |
5.568 |
|
S3 |
5.131 |
5.264 |
5.549 |
|
S4 |
4.923 |
5.056 |
5.492 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.182 |
6.964 |
5.920 |
|
R3 |
6.612 |
6.394 |
5.763 |
|
R2 |
6.042 |
6.042 |
5.711 |
|
R1 |
5.824 |
5.824 |
5.658 |
5.933 |
PP |
5.472 |
5.472 |
5.472 |
5.527 |
S1 |
5.254 |
5.254 |
5.554 |
5.363 |
S2 |
4.902 |
4.902 |
5.502 |
|
S3 |
4.332 |
4.684 |
5.449 |
|
S4 |
3.762 |
4.114 |
5.293 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.690 |
5.120 |
0.570 |
10.2% |
0.252 |
4.5% |
85% |
False |
False |
3,622 |
10 |
5.690 |
4.730 |
0.960 |
17.1% |
0.250 |
4.5% |
91% |
False |
False |
3,052 |
20 |
5.690 |
4.730 |
0.960 |
17.1% |
0.186 |
3.3% |
91% |
False |
False |
2,761 |
40 |
6.124 |
4.730 |
1.394 |
24.9% |
0.159 |
2.8% |
63% |
False |
False |
2,161 |
60 |
6.124 |
4.730 |
1.394 |
24.9% |
0.147 |
2.6% |
63% |
False |
False |
1,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.505 |
2.618 |
6.166 |
1.618 |
5.958 |
1.000 |
5.829 |
0.618 |
5.750 |
HIGH |
5.621 |
0.618 |
5.542 |
0.500 |
5.517 |
0.382 |
5.492 |
LOW |
5.413 |
0.618 |
5.284 |
1.000 |
5.205 |
1.618 |
5.076 |
2.618 |
4.868 |
4.250 |
4.529 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.576 |
5.575 |
PP |
5.547 |
5.544 |
S1 |
5.517 |
5.514 |
|