NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.009 |
4.991 |
-0.018 |
-0.4% |
5.250 |
High |
5.091 |
5.330 |
0.239 |
4.7% |
5.259 |
Low |
4.966 |
4.928 |
-0.038 |
-0.8% |
4.775 |
Close |
4.987 |
5.300 |
0.313 |
6.3% |
4.875 |
Range |
0.125 |
0.402 |
0.277 |
221.6% |
0.484 |
ATR |
0.129 |
0.149 |
0.019 |
15.1% |
0.000 |
Volume |
3,420 |
3,653 |
233 |
6.8% |
19,032 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.392 |
6.248 |
5.521 |
|
R3 |
5.990 |
5.846 |
5.411 |
|
R2 |
5.588 |
5.588 |
5.374 |
|
R1 |
5.444 |
5.444 |
5.337 |
5.516 |
PP |
5.186 |
5.186 |
5.186 |
5.222 |
S1 |
5.042 |
5.042 |
5.263 |
5.114 |
S2 |
4.784 |
4.784 |
5.226 |
|
S3 |
4.382 |
4.640 |
5.189 |
|
S4 |
3.980 |
4.238 |
5.079 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.422 |
6.132 |
5.141 |
|
R3 |
5.938 |
5.648 |
5.008 |
|
R2 |
5.454 |
5.454 |
4.964 |
|
R1 |
5.164 |
5.164 |
4.919 |
5.067 |
PP |
4.970 |
4.970 |
4.970 |
4.921 |
S1 |
4.680 |
4.680 |
4.831 |
4.583 |
S2 |
4.486 |
4.486 |
4.786 |
|
S3 |
4.002 |
4.196 |
4.742 |
|
S4 |
3.518 |
3.712 |
4.609 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.330 |
4.775 |
0.555 |
10.5% |
0.214 |
4.0% |
95% |
True |
False |
4,445 |
10 |
5.409 |
4.775 |
0.634 |
12.0% |
0.165 |
3.1% |
83% |
False |
False |
3,642 |
20 |
5.639 |
4.775 |
0.864 |
16.3% |
0.125 |
2.4% |
61% |
False |
False |
2,917 |
40 |
5.886 |
4.775 |
1.111 |
21.0% |
0.134 |
2.5% |
47% |
False |
False |
2,580 |
60 |
6.190 |
4.775 |
1.415 |
26.7% |
0.128 |
2.4% |
37% |
False |
False |
2,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.039 |
2.618 |
6.382 |
1.618 |
5.980 |
1.000 |
5.732 |
0.618 |
5.578 |
HIGH |
5.330 |
0.618 |
5.176 |
0.500 |
5.129 |
0.382 |
5.082 |
LOW |
4.928 |
0.618 |
4.680 |
1.000 |
4.526 |
1.618 |
4.278 |
2.618 |
3.876 |
4.250 |
3.220 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.243 |
5.226 |
PP |
5.186 |
5.152 |
S1 |
5.129 |
5.078 |
|