NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 23-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.520 |
5.590 |
0.070 |
1.3% |
5.160 |
High |
5.567 |
5.751 |
0.184 |
3.3% |
5.690 |
Low |
5.411 |
5.590 |
0.179 |
3.3% |
5.120 |
Close |
5.533 |
5.741 |
0.208 |
3.8% |
5.606 |
Range |
0.156 |
0.161 |
0.005 |
3.2% |
0.570 |
ATR |
0.199 |
0.200 |
0.001 |
0.7% |
0.000 |
Volume |
2,163 |
2,725 |
562 |
26.0% |
18,111 |
|
Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.177 |
6.120 |
5.830 |
|
R3 |
6.016 |
5.959 |
5.785 |
|
R2 |
5.855 |
5.855 |
5.771 |
|
R1 |
5.798 |
5.798 |
5.756 |
5.827 |
PP |
5.694 |
5.694 |
5.694 |
5.708 |
S1 |
5.637 |
5.637 |
5.726 |
5.666 |
S2 |
5.533 |
5.533 |
5.711 |
|
S3 |
5.372 |
5.476 |
5.697 |
|
S4 |
5.211 |
5.315 |
5.652 |
|
|
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 |
5.751 |
5.394 |
0.357 |
6.2% |
0.197 |
3.4% |
97% |
True |
False |
3,013 |
10 |
5.751 |
4.908 |
0.843 |
14.7% |
0.252 |
4.4% |
99% |
True |
False |
3,010 |
20 |
5.751 |
4.730 |
1.021 |
17.8% |
0.192 |
3.3% |
99% |
True |
False |
2,667 |
40 |
6.124 |
4.730 |
1.394 |
24.3% |
0.163 |
2.8% |
73% |
False |
False |
2,273 |
60 |
6.124 |
4.730 |
1.394 |
24.3% |
0.151 |
2.6% |
73% |
False |
False |
1,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.435 |
2.618 |
6.172 |
1.618 |
6.011 |
1.000 |
5.912 |
0.618 |
5.850 |
HIGH |
5.751 |
0.618 |
5.689 |
0.500 |
5.671 |
0.382 |
5.652 |
LOW |
5.590 |
0.618 |
5.491 |
1.000 |
5.429 |
1.618 |
5.330 |
2.618 |
5.169 |
4.250 |
4.906 |
|
|
Fisher Pivots for day following 23-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.718 |
5.688 |
PP |
5.694 |
5.634 |
S1 |
5.671 |
5.581 |
|