NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.275 |
5.190 |
-0.085 |
-1.6% |
4.850 |
High |
5.443 |
5.391 |
-0.052 |
-1.0% |
5.443 |
Low |
5.098 |
5.117 |
0.019 |
0.4% |
4.810 |
Close |
5.126 |
5.316 |
0.190 |
3.7% |
5.126 |
Range |
0.345 |
0.274 |
-0.071 |
-20.6% |
0.633 |
ATR |
0.173 |
0.180 |
0.007 |
4.2% |
0.000 |
Volume |
8,350 |
8,203 |
-147 |
-1.8% |
22,845 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.097 |
5.980 |
5.467 |
|
R3 |
5.823 |
5.706 |
5.391 |
|
R2 |
5.549 |
5.549 |
5.366 |
|
R1 |
5.432 |
5.432 |
5.341 |
5.491 |
PP |
5.275 |
5.275 |
5.275 |
5.304 |
S1 |
5.158 |
5.158 |
5.291 |
5.217 |
S2 |
5.001 |
5.001 |
5.266 |
|
S3 |
4.727 |
4.884 |
5.241 |
|
S4 |
4.453 |
4.610 |
5.165 |
|
|
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 |
4.810 |
0.633 |
11.9% |
0.275 |
5.2% |
80% |
False |
False |
6,209 |
10 |
5.443 |
4.733 |
0.710 |
13.4% |
0.207 |
3.9% |
82% |
False |
False |
5,464 |
20 |
5.540 |
4.733 |
0.807 |
15.2% |
0.155 |
2.9% |
72% |
False |
False |
4,415 |
40 |
6.106 |
4.733 |
1.373 |
25.8% |
0.151 |
2.8% |
42% |
False |
False |
3,695 |
60 |
6.106 |
4.733 |
1.373 |
25.8% |
0.143 |
2.7% |
42% |
False |
False |
3,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.556 |
2.618 |
6.108 |
1.618 |
5.834 |
1.000 |
5.665 |
0.618 |
5.560 |
HIGH |
5.391 |
0.618 |
5.286 |
0.500 |
5.254 |
0.382 |
5.222 |
LOW |
5.117 |
0.618 |
4.948 |
1.000 |
4.843 |
1.618 |
4.674 |
2.618 |
4.400 |
4.250 |
3.953 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.295 |
5.270 |
PP |
5.275 |
5.223 |
S1 |
5.254 |
5.177 |
|