NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.915 |
5.930 |
0.015 |
0.3% |
5.520 |
High |
5.931 |
5.934 |
0.003 |
0.1% |
5.931 |
Low |
5.779 |
5.793 |
0.014 |
0.2% |
5.390 |
Close |
5.913 |
5.848 |
-0.065 |
-1.1% |
5.913 |
Range |
0.152 |
0.141 |
-0.011 |
-7.2% |
0.541 |
ATR |
0.194 |
0.190 |
-0.004 |
-1.9% |
0.000 |
Volume |
4,944 |
4,644 |
-300 |
-6.1% |
23,565 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.281 |
6.206 |
5.926 |
|
R3 |
6.140 |
6.065 |
5.887 |
|
R2 |
5.999 |
5.999 |
5.874 |
|
R1 |
5.924 |
5.924 |
5.861 |
5.891 |
PP |
5.858 |
5.858 |
5.858 |
5.842 |
S1 |
5.783 |
5.783 |
5.835 |
5.750 |
S2 |
5.717 |
5.717 |
5.822 |
|
S3 |
5.576 |
5.642 |
5.809 |
|
S4 |
5.435 |
5.501 |
5.770 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.368 |
7.181 |
6.211 |
|
R3 |
6.827 |
6.640 |
6.062 |
|
R2 |
6.286 |
6.286 |
6.012 |
|
R1 |
6.099 |
6.099 |
5.963 |
6.193 |
PP |
5.745 |
5.745 |
5.745 |
5.791 |
S1 |
5.558 |
5.558 |
5.863 |
5.652 |
S2 |
5.204 |
5.204 |
5.814 |
|
S3 |
4.663 |
5.017 |
5.764 |
|
S4 |
4.122 |
4.476 |
5.615 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.934 |
5.390 |
0.544 |
9.3% |
0.163 |
2.8% |
84% |
True |
False |
4,653 |
10 |
5.934 |
5.240 |
0.694 |
11.9% |
0.193 |
3.3% |
88% |
True |
False |
5,872 |
20 |
5.934 |
4.733 |
1.201 |
20.5% |
0.200 |
3.4% |
93% |
True |
False |
5,668 |
40 |
6.106 |
4.733 |
1.373 |
23.5% |
0.162 |
2.8% |
81% |
False |
False |
4,434 |
60 |
6.106 |
4.733 |
1.373 |
23.5% |
0.156 |
2.7% |
81% |
False |
False |
3,865 |
80 |
6.410 |
4.733 |
1.677 |
28.7% |
0.152 |
2.6% |
66% |
False |
False |
3,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.533 |
2.618 |
6.303 |
1.618 |
6.162 |
1.000 |
6.075 |
0.618 |
6.021 |
HIGH |
5.934 |
0.618 |
5.880 |
0.500 |
5.864 |
0.382 |
5.847 |
LOW |
5.793 |
0.618 |
5.706 |
1.000 |
5.652 |
1.618 |
5.565 |
2.618 |
5.424 |
4.250 |
5.194 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.864 |
5.830 |
PP |
5.858 |
5.812 |
S1 |
5.853 |
5.795 |
|