NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.350 |
5.545 |
0.195 |
3.6% |
4.850 |
High |
5.590 |
5.657 |
0.067 |
1.2% |
5.443 |
Low |
5.317 |
5.371 |
0.054 |
1.0% |
4.810 |
Close |
5.571 |
5.375 |
-0.196 |
-3.5% |
5.126 |
Range |
0.273 |
0.286 |
0.013 |
4.8% |
0.633 |
ATR |
0.192 |
0.199 |
0.007 |
3.5% |
0.000 |
Volume |
5,924 |
9,798 |
3,874 |
65.4% |
22,845 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.326 |
6.136 |
5.532 |
|
R3 |
6.040 |
5.850 |
5.454 |
|
R2 |
5.754 |
5.754 |
5.427 |
|
R1 |
5.564 |
5.564 |
5.401 |
5.516 |
PP |
5.468 |
5.468 |
5.468 |
5.444 |
S1 |
5.278 |
5.278 |
5.349 |
5.230 |
S2 |
5.182 |
5.182 |
5.323 |
|
S3 |
4.896 |
4.992 |
5.296 |
|
S4 |
4.610 |
4.706 |
5.218 |
|
|
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 |
5.657 |
5.098 |
0.559 |
10.4% |
0.274 |
5.1% |
50% |
True |
False |
7,884 |
10 |
5.657 |
4.733 |
0.924 |
17.2% |
0.250 |
4.6% |
69% |
True |
False |
6,568 |
20 |
5.657 |
4.733 |
0.924 |
17.2% |
0.180 |
3.4% |
69% |
True |
False |
5,157 |
40 |
6.106 |
4.733 |
1.373 |
25.5% |
0.159 |
3.0% |
47% |
False |
False |
4,031 |
60 |
6.106 |
4.733 |
1.373 |
25.5% |
0.149 |
2.8% |
47% |
False |
False |
3,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.873 |
2.618 |
6.406 |
1.618 |
6.120 |
1.000 |
5.943 |
0.618 |
5.834 |
HIGH |
5.657 |
0.618 |
5.548 |
0.500 |
5.514 |
0.382 |
5.480 |
LOW |
5.371 |
0.618 |
5.194 |
1.000 |
5.085 |
1.618 |
4.908 |
2.618 |
4.622 |
4.250 |
4.156 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.514 |
5.449 |
PP |
5.468 |
5.424 |
S1 |
5.421 |
5.400 |
|