NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 08-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4.860 |
4.850 |
-0.010 |
-0.2% |
5.250 |
High |
4.903 |
5.023 |
0.120 |
2.4% |
5.250 |
Low |
4.733 |
4.810 |
0.077 |
1.6% |
4.733 |
Close |
4.870 |
4.964 |
0.094 |
1.9% |
4.870 |
Range |
0.170 |
0.213 |
0.043 |
25.3% |
0.517 |
ATR |
0.135 |
0.141 |
0.006 |
4.1% |
0.000 |
Volume |
5,276 |
4,283 |
-993 |
-18.8% |
23,595 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.571 |
5.481 |
5.081 |
|
R3 |
5.358 |
5.268 |
5.023 |
|
R2 |
5.145 |
5.145 |
5.003 |
|
R1 |
5.055 |
5.055 |
4.984 |
5.100 |
PP |
4.932 |
4.932 |
4.932 |
4.955 |
S1 |
4.842 |
4.842 |
4.944 |
4.887 |
S2 |
4.719 |
4.719 |
4.925 |
|
S3 |
4.506 |
4.629 |
4.905 |
|
S4 |
4.293 |
4.416 |
4.847 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.502 |
6.203 |
5.154 |
|
R3 |
5.985 |
5.686 |
5.012 |
|
R2 |
5.468 |
5.468 |
4.965 |
|
R1 |
5.169 |
5.169 |
4.917 |
5.060 |
PP |
4.951 |
4.951 |
4.951 |
4.897 |
S1 |
4.652 |
4.652 |
4.823 |
4.543 |
S2 |
4.434 |
4.434 |
4.775 |
|
S3 |
3.917 |
4.135 |
4.728 |
|
S4 |
3.400 |
3.618 |
4.586 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.212 |
4.733 |
0.479 |
9.6% |
0.166 |
3.3% |
48% |
False |
False |
4,744 |
10 |
5.477 |
4.733 |
0.744 |
15.0% |
0.134 |
2.7% |
31% |
False |
False |
4,262 |
20 |
5.732 |
4.733 |
0.999 |
20.1% |
0.118 |
2.4% |
23% |
False |
False |
3,552 |
40 |
6.106 |
4.733 |
1.373 |
27.7% |
0.141 |
2.8% |
17% |
False |
False |
3,303 |
60 |
6.410 |
4.733 |
1.677 |
33.8% |
0.136 |
2.7% |
14% |
False |
False |
2,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.928 |
2.618 |
5.581 |
1.618 |
5.368 |
1.000 |
5.236 |
0.618 |
5.155 |
HIGH |
5.023 |
0.618 |
4.942 |
0.500 |
4.917 |
0.382 |
4.891 |
LOW |
4.810 |
0.618 |
4.678 |
1.000 |
4.597 |
1.618 |
4.465 |
2.618 |
4.252 |
4.250 |
3.905 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4.948 |
4.944 |
PP |
4.932 |
4.924 |
S1 |
4.917 |
4.904 |
|