NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4.850 |
5.005 |
0.155 |
3.2% |
5.250 |
High |
5.023 |
5.086 |
0.063 |
1.3% |
5.250 |
Low |
4.810 |
4.966 |
0.156 |
3.2% |
4.733 |
Close |
4.964 |
4.975 |
0.011 |
0.2% |
4.870 |
Range |
0.213 |
0.120 |
-0.093 |
-43.7% |
0.517 |
ATR |
0.141 |
0.140 |
-0.001 |
-1.0% |
0.000 |
Volume |
4,283 |
4,126 |
-157 |
-3.7% |
23,595 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.369 |
5.292 |
5.041 |
|
R3 |
5.249 |
5.172 |
5.008 |
|
R2 |
5.129 |
5.129 |
4.997 |
|
R1 |
5.052 |
5.052 |
4.986 |
5.031 |
PP |
5.009 |
5.009 |
5.009 |
4.998 |
S1 |
4.932 |
4.932 |
4.964 |
4.911 |
S2 |
4.889 |
4.889 |
4.953 |
|
S3 |
4.769 |
4.812 |
4.942 |
|
S4 |
4.649 |
4.692 |
4.909 |
|
|
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 |
5.118 |
4.733 |
0.385 |
7.7% |
0.160 |
3.2% |
63% |
False |
False |
4,763 |
10 |
5.449 |
4.733 |
0.716 |
14.4% |
0.139 |
2.8% |
34% |
False |
False |
4,117 |
20 |
5.706 |
4.733 |
0.973 |
19.6% |
0.118 |
2.4% |
25% |
False |
False |
3,675 |
40 |
6.106 |
4.733 |
1.373 |
27.6% |
0.141 |
2.8% |
18% |
False |
False |
3,372 |
60 |
6.329 |
4.733 |
1.596 |
32.1% |
0.134 |
2.7% |
15% |
False |
False |
2,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.596 |
2.618 |
5.400 |
1.618 |
5.280 |
1.000 |
5.206 |
0.618 |
5.160 |
HIGH |
5.086 |
0.618 |
5.040 |
0.500 |
5.026 |
0.382 |
5.012 |
LOW |
4.966 |
0.618 |
4.892 |
1.000 |
4.846 |
1.618 |
4.772 |
2.618 |
4.652 |
4.250 |
4.456 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.026 |
4.953 |
PP |
5.009 |
4.931 |
S1 |
4.992 |
4.910 |
|