NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4.995 |
5.275 |
0.280 |
5.6% |
4.850 |
High |
5.335 |
5.443 |
0.108 |
2.0% |
5.443 |
Low |
4.910 |
5.098 |
0.188 |
3.8% |
4.810 |
Close |
5.300 |
5.126 |
-0.174 |
-3.3% |
5.126 |
Range |
0.425 |
0.345 |
-0.080 |
-18.8% |
0.633 |
ATR |
0.160 |
0.173 |
0.013 |
8.3% |
0.000 |
Volume |
6,086 |
8,350 |
2,264 |
37.2% |
22,845 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.257 |
6.037 |
5.316 |
|
R3 |
5.912 |
5.692 |
5.221 |
|
R2 |
5.567 |
5.567 |
5.189 |
|
R1 |
5.347 |
5.347 |
5.158 |
5.285 |
PP |
5.222 |
5.222 |
5.222 |
5.191 |
S1 |
5.002 |
5.002 |
5.094 |
4.940 |
S2 |
4.877 |
4.877 |
5.063 |
|
S3 |
4.532 |
4.657 |
5.031 |
|
S4 |
4.187 |
4.312 |
4.936 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.025 |
6.709 |
5.474 |
|
R3 |
6.392 |
6.076 |
5.300 |
|
R2 |
5.759 |
5.759 |
5.242 |
|
R1 |
5.443 |
5.443 |
5.184 |
5.601 |
PP |
5.126 |
5.126 |
5.126 |
5.206 |
S1 |
4.810 |
4.810 |
5.068 |
4.968 |
S2 |
4.493 |
4.493 |
5.010 |
|
S3 |
3.860 |
4.177 |
4.952 |
|
S4 |
3.227 |
3.544 |
4.778 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.443 |
4.733 |
0.710 |
13.9% |
0.255 |
5.0% |
55% |
True |
False |
5,624 |
10 |
5.443 |
4.733 |
0.710 |
13.9% |
0.194 |
3.8% |
55% |
True |
False |
4,936 |
20 |
5.644 |
4.733 |
0.911 |
17.8% |
0.146 |
2.8% |
43% |
False |
False |
4,195 |
40 |
6.106 |
4.733 |
1.373 |
26.8% |
0.149 |
2.9% |
29% |
False |
False |
3,591 |
60 |
6.229 |
4.733 |
1.496 |
29.2% |
0.141 |
2.8% |
26% |
False |
False |
3,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.909 |
2.618 |
6.346 |
1.618 |
6.001 |
1.000 |
5.788 |
0.618 |
5.656 |
HIGH |
5.443 |
0.618 |
5.311 |
0.500 |
5.271 |
0.382 |
5.230 |
LOW |
5.098 |
0.618 |
4.885 |
1.000 |
4.753 |
1.618 |
4.540 |
2.618 |
4.195 |
4.250 |
3.632 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.271 |
5.177 |
PP |
5.222 |
5.160 |
S1 |
5.174 |
5.143 |
|