NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.730 |
5.900 |
0.170 |
3.0% |
5.556 |
High |
5.899 |
5.981 |
0.082 |
1.4% |
5.981 |
Low |
5.670 |
5.811 |
0.141 |
2.5% |
5.411 |
Close |
5.884 |
5.958 |
0.074 |
1.3% |
5.958 |
Range |
0.229 |
0.170 |
-0.059 |
-25.8% |
0.570 |
ATR |
0.202 |
0.200 |
-0.002 |
-1.1% |
0.000 |
Volume |
3,732 |
4,021 |
289 |
7.7% |
14,939 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.427 |
6.362 |
6.052 |
|
R3 |
6.257 |
6.192 |
6.005 |
|
R2 |
6.087 |
6.087 |
5.989 |
|
R1 |
6.022 |
6.022 |
5.974 |
6.055 |
PP |
5.917 |
5.917 |
5.917 |
5.933 |
S1 |
5.852 |
5.852 |
5.942 |
5.885 |
S2 |
5.747 |
5.747 |
5.927 |
|
S3 |
5.577 |
5.682 |
5.911 |
|
S4 |
5.407 |
5.512 |
5.865 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.493 |
7.296 |
6.272 |
|
R3 |
6.923 |
6.726 |
6.115 |
|
R2 |
6.353 |
6.353 |
6.063 |
|
R1 |
6.156 |
6.156 |
6.010 |
6.255 |
PP |
5.783 |
5.783 |
5.783 |
5.833 |
S1 |
5.586 |
5.586 |
5.906 |
5.685 |
S2 |
5.213 |
5.213 |
5.854 |
|
S3 |
4.643 |
5.016 |
5.801 |
|
S4 |
4.073 |
4.446 |
5.645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.981 |
5.411 |
0.570 |
9.6% |
0.176 |
3.0% |
96% |
True |
False |
2,987 |
10 |
5.981 |
5.120 |
0.861 |
14.5% |
0.214 |
3.6% |
97% |
True |
False |
3,305 |
20 |
5.981 |
4.730 |
1.251 |
21.0% |
0.203 |
3.4% |
98% |
True |
False |
2,828 |
40 |
6.124 |
4.730 |
1.394 |
23.4% |
0.163 |
2.7% |
88% |
False |
False |
2,376 |
60 |
6.124 |
4.730 |
1.394 |
23.4% |
0.154 |
2.6% |
88% |
False |
False |
1,936 |
80 |
6.487 |
4.730 |
1.757 |
29.5% |
0.150 |
2.5% |
70% |
False |
False |
1,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.704 |
2.618 |
6.426 |
1.618 |
6.256 |
1.000 |
6.151 |
0.618 |
6.086 |
HIGH |
5.981 |
0.618 |
5.916 |
0.500 |
5.896 |
0.382 |
5.876 |
LOW |
5.811 |
0.618 |
5.706 |
1.000 |
5.641 |
1.618 |
5.536 |
2.618 |
5.366 |
4.250 |
5.089 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.937 |
5.901 |
PP |
5.917 |
5.843 |
S1 |
5.896 |
5.786 |
|