NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.556 |
5.520 |
-0.036 |
-0.6% |
5.160 |
High |
5.578 |
5.567 |
-0.011 |
-0.2% |
5.690 |
Low |
5.413 |
5.411 |
-0.002 |
0.0% |
5.120 |
Close |
5.427 |
5.533 |
0.106 |
2.0% |
5.606 |
Range |
0.165 |
0.156 |
-0.009 |
-5.5% |
0.570 |
ATR |
0.202 |
0.199 |
-0.003 |
-1.6% |
0.000 |
Volume |
2,298 |
2,163 |
-135 |
-5.9% |
18,111 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.972 |
5.908 |
5.619 |
|
R3 |
5.816 |
5.752 |
5.576 |
|
R2 |
5.660 |
5.660 |
5.562 |
|
R1 |
5.596 |
5.596 |
5.547 |
5.628 |
PP |
5.504 |
5.504 |
5.504 |
5.520 |
S1 |
5.440 |
5.440 |
5.519 |
5.472 |
S2 |
5.348 |
5.348 |
5.504 |
|
S3 |
5.192 |
5.284 |
5.490 |
|
S4 |
5.036 |
5.128 |
5.447 |
|
|
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 |
5.337 |
0.353 |
6.4% |
0.221 |
4.0% |
56% |
False |
False |
3,302 |
10 |
5.690 |
4.908 |
0.782 |
14.1% |
0.247 |
4.5% |
80% |
False |
False |
2,924 |
20 |
5.690 |
4.730 |
0.960 |
17.4% |
0.189 |
3.4% |
84% |
False |
False |
2,663 |
40 |
6.124 |
4.730 |
1.394 |
25.2% |
0.162 |
2.9% |
58% |
False |
False |
2,223 |
60 |
6.124 |
4.730 |
1.394 |
25.2% |
0.149 |
2.7% |
58% |
False |
False |
1,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.230 |
2.618 |
5.975 |
1.618 |
5.819 |
1.000 |
5.723 |
0.618 |
5.663 |
HIGH |
5.567 |
0.618 |
5.507 |
0.500 |
5.489 |
0.382 |
5.471 |
LOW |
5.411 |
0.618 |
5.315 |
1.000 |
5.255 |
1.618 |
5.159 |
2.618 |
5.003 |
4.250 |
4.748 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.518 |
5.527 |
PP |
5.504 |
5.522 |
S1 |
5.489 |
5.516 |
|