NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.552 |
5.670 |
0.118 |
2.1% |
5.190 |
High |
5.720 |
5.861 |
0.141 |
2.5% |
5.657 |
Low |
5.552 |
5.655 |
0.103 |
1.9% |
5.117 |
Close |
5.706 |
5.844 |
0.138 |
2.4% |
5.578 |
Range |
0.168 |
0.206 |
0.038 |
22.6% |
0.540 |
ATR |
0.196 |
0.197 |
0.001 |
0.4% |
0.000 |
Volume |
3,647 |
6,521 |
2,874 |
78.8% |
38,721 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.405 |
6.330 |
5.957 |
|
R3 |
6.199 |
6.124 |
5.901 |
|
R2 |
5.993 |
5.993 |
5.882 |
|
R1 |
5.918 |
5.918 |
5.863 |
5.956 |
PP |
5.787 |
5.787 |
5.787 |
5.805 |
S1 |
5.712 |
5.712 |
5.825 |
5.750 |
S2 |
5.581 |
5.581 |
5.806 |
|
S3 |
5.375 |
5.506 |
5.787 |
|
S4 |
5.169 |
5.300 |
5.731 |
|
|
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 |
5.861 |
5.375 |
0.486 |
8.3% |
0.178 |
3.0% |
97% |
True |
False |
5,253 |
10 |
5.861 |
5.098 |
0.763 |
13.1% |
0.226 |
3.9% |
98% |
True |
False |
6,569 |
20 |
5.861 |
4.733 |
1.128 |
19.3% |
0.200 |
3.4% |
98% |
True |
False |
5,533 |
40 |
6.106 |
4.733 |
1.373 |
23.5% |
0.163 |
2.8% |
81% |
False |
False |
4,326 |
60 |
6.106 |
4.733 |
1.373 |
23.5% |
0.156 |
2.7% |
81% |
False |
False |
3,785 |
80 |
6.410 |
4.733 |
1.677 |
28.7% |
0.155 |
2.7% |
66% |
False |
False |
3,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.737 |
2.618 |
6.400 |
1.618 |
6.194 |
1.000 |
6.067 |
0.618 |
5.988 |
HIGH |
5.861 |
0.618 |
5.782 |
0.500 |
5.758 |
0.382 |
5.734 |
LOW |
5.655 |
0.618 |
5.528 |
1.000 |
5.449 |
1.618 |
5.322 |
2.618 |
5.116 |
4.250 |
4.780 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.815 |
5.771 |
PP |
5.787 |
5.698 |
S1 |
5.758 |
5.626 |
|