NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.005 |
4.995 |
-0.010 |
-0.2% |
5.250 |
High |
5.086 |
5.335 |
0.249 |
4.9% |
5.250 |
Low |
4.966 |
4.910 |
-0.056 |
-1.1% |
4.733 |
Close |
4.975 |
5.300 |
0.325 |
6.5% |
4.870 |
Range |
0.120 |
0.425 |
0.305 |
254.2% |
0.517 |
ATR |
0.140 |
0.160 |
0.020 |
14.6% |
0.000 |
Volume |
4,126 |
6,086 |
1,960 |
47.5% |
23,595 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.457 |
6.303 |
5.534 |
|
R3 |
6.032 |
5.878 |
5.417 |
|
R2 |
5.607 |
5.607 |
5.378 |
|
R1 |
5.453 |
5.453 |
5.339 |
5.530 |
PP |
5.182 |
5.182 |
5.182 |
5.220 |
S1 |
5.028 |
5.028 |
5.261 |
5.105 |
S2 |
4.757 |
4.757 |
5.222 |
|
S3 |
4.332 |
4.603 |
5.183 |
|
S4 |
3.907 |
4.178 |
5.066 |
|
|
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 |
5.335 |
4.733 |
0.602 |
11.4% |
0.226 |
4.3% |
94% |
True |
False |
5,252 |
10 |
5.446 |
4.733 |
0.713 |
13.5% |
0.174 |
3.3% |
80% |
False |
False |
4,496 |
20 |
5.706 |
4.733 |
0.973 |
18.4% |
0.134 |
2.5% |
58% |
False |
False |
3,867 |
40 |
6.106 |
4.733 |
1.373 |
25.9% |
0.147 |
2.8% |
41% |
False |
False |
3,459 |
60 |
6.329 |
4.733 |
1.596 |
30.1% |
0.139 |
2.6% |
36% |
False |
False |
2,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.141 |
2.618 |
6.448 |
1.618 |
6.023 |
1.000 |
5.760 |
0.618 |
5.598 |
HIGH |
5.335 |
0.618 |
5.173 |
0.500 |
5.123 |
0.382 |
5.072 |
LOW |
4.910 |
0.618 |
4.647 |
1.000 |
4.485 |
1.618 |
4.222 |
2.618 |
3.797 |
4.250 |
3.104 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.241 |
5.224 |
PP |
5.182 |
5.148 |
S1 |
5.123 |
5.073 |
|