NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.545 |
5.375 |
-0.170 |
-3.1% |
5.190 |
High |
5.657 |
5.593 |
-0.064 |
-1.1% |
5.657 |
Low |
5.371 |
5.375 |
0.004 |
0.1% |
5.117 |
Close |
5.375 |
5.578 |
0.203 |
3.8% |
5.578 |
Range |
0.286 |
0.218 |
-0.068 |
-23.8% |
0.540 |
ATR |
0.199 |
0.200 |
0.001 |
0.7% |
0.000 |
Volume |
9,798 |
7,648 |
-2,150 |
-21.9% |
38,721 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.169 |
6.092 |
5.698 |
|
R3 |
5.951 |
5.874 |
5.638 |
|
R2 |
5.733 |
5.733 |
5.618 |
|
R1 |
5.656 |
5.656 |
5.598 |
5.695 |
PP |
5.515 |
5.515 |
5.515 |
5.535 |
S1 |
5.438 |
5.438 |
5.558 |
5.477 |
S2 |
5.297 |
5.297 |
5.538 |
|
S3 |
5.079 |
5.220 |
5.518 |
|
S4 |
4.861 |
5.002 |
5.458 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.071 |
6.864 |
5.875 |
|
R3 |
6.531 |
6.324 |
5.727 |
|
R2 |
5.991 |
5.991 |
5.677 |
|
R1 |
5.784 |
5.784 |
5.628 |
5.888 |
PP |
5.451 |
5.451 |
5.451 |
5.502 |
S1 |
5.244 |
5.244 |
5.529 |
5.348 |
S2 |
4.911 |
4.911 |
5.479 |
|
S3 |
4.371 |
4.704 |
5.430 |
|
S4 |
3.831 |
4.164 |
5.281 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.657 |
5.117 |
0.540 |
9.7% |
0.248 |
4.4% |
85% |
False |
False |
7,744 |
10 |
5.657 |
4.733 |
0.924 |
16.6% |
0.251 |
4.5% |
91% |
False |
False |
6,684 |
20 |
5.657 |
4.733 |
0.924 |
16.6% |
0.186 |
3.3% |
91% |
False |
False |
5,457 |
40 |
6.106 |
4.733 |
1.373 |
24.6% |
0.159 |
2.8% |
62% |
False |
False |
4,121 |
60 |
6.106 |
4.733 |
1.373 |
24.6% |
0.151 |
2.7% |
62% |
False |
False |
3,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.520 |
2.618 |
6.164 |
1.618 |
5.946 |
1.000 |
5.811 |
0.618 |
5.728 |
HIGH |
5.593 |
0.618 |
5.510 |
0.500 |
5.484 |
0.382 |
5.458 |
LOW |
5.375 |
0.618 |
5.240 |
1.000 |
5.157 |
1.618 |
5.022 |
2.618 |
4.804 |
4.250 |
4.449 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.547 |
5.548 |
PP |
5.515 |
5.517 |
S1 |
5.484 |
5.487 |
|