NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.824 |
5.920 |
0.096 |
1.6% |
5.520 |
High |
5.999 |
5.980 |
-0.019 |
-0.3% |
5.931 |
Low |
5.693 |
5.827 |
0.134 |
2.4% |
5.390 |
Close |
5.929 |
5.937 |
0.008 |
0.1% |
5.913 |
Range |
0.306 |
0.153 |
-0.153 |
-50.0% |
0.541 |
ATR |
0.198 |
0.195 |
-0.003 |
-1.6% |
0.000 |
Volume |
4,183 |
9,799 |
5,616 |
134.3% |
23,565 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.374 |
6.308 |
6.021 |
|
R3 |
6.221 |
6.155 |
5.979 |
|
R2 |
6.068 |
6.068 |
5.965 |
|
R1 |
6.002 |
6.002 |
5.951 |
6.035 |
PP |
5.915 |
5.915 |
5.915 |
5.931 |
S1 |
5.849 |
5.849 |
5.923 |
5.882 |
S2 |
5.762 |
5.762 |
5.909 |
|
S3 |
5.609 |
5.696 |
5.895 |
|
S4 |
5.456 |
5.543 |
5.853 |
|
|
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 |
5.655 |
0.344 |
5.8% |
0.192 |
3.2% |
82% |
False |
False |
6,018 |
10 |
5.999 |
5.371 |
0.628 |
10.6% |
0.193 |
3.2% |
90% |
False |
False |
5,963 |
20 |
5.999 |
4.733 |
1.266 |
21.3% |
0.212 |
3.6% |
95% |
False |
False |
5,958 |
40 |
5.999 |
4.733 |
1.266 |
21.3% |
0.162 |
2.7% |
95% |
False |
False |
4,598 |
60 |
6.106 |
4.733 |
1.373 |
23.1% |
0.159 |
2.7% |
88% |
False |
False |
4,009 |
80 |
6.410 |
4.733 |
1.677 |
28.2% |
0.155 |
2.6% |
72% |
False |
False |
3,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.630 |
2.618 |
6.381 |
1.618 |
6.228 |
1.000 |
6.133 |
0.618 |
6.075 |
HIGH |
5.980 |
0.618 |
5.922 |
0.500 |
5.904 |
0.382 |
5.885 |
LOW |
5.827 |
0.618 |
5.732 |
1.000 |
5.674 |
1.618 |
5.579 |
2.618 |
5.426 |
4.250 |
5.177 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.926 |
5.907 |
PP |
5.915 |
5.876 |
S1 |
5.904 |
5.846 |
|