NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.190 |
5.430 |
0.240 |
4.6% |
4.850 |
High |
5.391 |
5.430 |
0.039 |
0.7% |
5.443 |
Low |
5.117 |
5.240 |
0.123 |
2.4% |
4.810 |
Close |
5.316 |
5.253 |
-0.063 |
-1.2% |
5.126 |
Range |
0.274 |
0.190 |
-0.084 |
-30.7% |
0.633 |
ATR |
0.180 |
0.181 |
0.001 |
0.4% |
0.000 |
Volume |
8,203 |
7,148 |
-1,055 |
-12.9% |
22,845 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.878 |
5.755 |
5.358 |
|
R3 |
5.688 |
5.565 |
5.305 |
|
R2 |
5.498 |
5.498 |
5.288 |
|
R1 |
5.375 |
5.375 |
5.270 |
5.342 |
PP |
5.308 |
5.308 |
5.308 |
5.291 |
S1 |
5.185 |
5.185 |
5.236 |
5.152 |
S2 |
5.118 |
5.118 |
5.218 |
|
S3 |
4.928 |
4.995 |
5.201 |
|
S4 |
4.738 |
4.805 |
5.149 |
|
|
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 |
4.910 |
0.533 |
10.1% |
0.271 |
5.2% |
64% |
False |
False |
6,782 |
10 |
5.443 |
4.733 |
0.710 |
13.5% |
0.218 |
4.2% |
73% |
False |
False |
5,763 |
20 |
5.510 |
4.733 |
0.777 |
14.8% |
0.161 |
3.1% |
67% |
False |
False |
4,656 |
40 |
6.106 |
4.733 |
1.373 |
26.1% |
0.152 |
2.9% |
38% |
False |
False |
3,759 |
60 |
6.106 |
4.733 |
1.373 |
26.1% |
0.143 |
2.7% |
38% |
False |
False |
3,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.238 |
2.618 |
5.927 |
1.618 |
5.737 |
1.000 |
5.620 |
0.618 |
5.547 |
HIGH |
5.430 |
0.618 |
5.357 |
0.500 |
5.335 |
0.382 |
5.313 |
LOW |
5.240 |
0.618 |
5.123 |
1.000 |
5.050 |
1.618 |
4.933 |
2.618 |
4.743 |
4.250 |
4.433 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.335 |
5.271 |
PP |
5.308 |
5.265 |
S1 |
5.280 |
5.259 |
|