NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.930 |
5.824 |
-0.106 |
-1.8% |
5.520 |
High |
5.934 |
5.999 |
0.065 |
1.1% |
5.931 |
Low |
5.793 |
5.693 |
-0.100 |
-1.7% |
5.390 |
Close |
5.848 |
5.929 |
0.081 |
1.4% |
5.913 |
Range |
0.141 |
0.306 |
0.165 |
117.0% |
0.541 |
ATR |
0.190 |
0.198 |
0.008 |
4.4% |
0.000 |
Volume |
4,644 |
4,183 |
-461 |
-9.9% |
23,565 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.792 |
6.666 |
6.097 |
|
R3 |
6.486 |
6.360 |
6.013 |
|
R2 |
6.180 |
6.180 |
5.985 |
|
R1 |
6.054 |
6.054 |
5.957 |
6.117 |
PP |
5.874 |
5.874 |
5.874 |
5.905 |
S1 |
5.748 |
5.748 |
5.901 |
5.811 |
S2 |
5.568 |
5.568 |
5.873 |
|
S3 |
5.262 |
5.442 |
5.845 |
|
S4 |
4.956 |
5.136 |
5.761 |
|
|
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 |
5.999 |
5.552 |
0.447 |
7.5% |
0.195 |
3.3% |
84% |
True |
False |
4,787 |
10 |
5.999 |
5.317 |
0.682 |
11.5% |
0.205 |
3.5% |
90% |
True |
False |
5,576 |
20 |
5.999 |
4.733 |
1.266 |
21.4% |
0.212 |
3.6% |
94% |
True |
False |
5,669 |
40 |
5.999 |
4.733 |
1.266 |
21.4% |
0.162 |
2.7% |
94% |
True |
False |
4,471 |
60 |
6.106 |
4.733 |
1.373 |
23.2% |
0.158 |
2.7% |
87% |
False |
False |
3,903 |
80 |
6.410 |
4.733 |
1.677 |
28.3% |
0.155 |
2.6% |
71% |
False |
False |
3,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.300 |
2.618 |
6.800 |
1.618 |
6.494 |
1.000 |
6.305 |
0.618 |
6.188 |
HIGH |
5.999 |
0.618 |
5.882 |
0.500 |
5.846 |
0.382 |
5.810 |
LOW |
5.693 |
0.618 |
5.504 |
1.000 |
5.387 |
1.618 |
5.198 |
2.618 |
4.892 |
4.250 |
4.393 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.901 |
5.901 |
PP |
5.874 |
5.874 |
S1 |
5.846 |
5.846 |
|