NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.423 |
5.350 |
-0.073 |
-1.3% |
4.825 |
High |
5.424 |
5.579 |
0.155 |
2.9% |
5.458 |
Low |
5.244 |
5.317 |
0.073 |
1.4% |
4.825 |
Close |
5.261 |
5.553 |
0.292 |
5.6% |
5.130 |
Range |
0.180 |
0.262 |
0.082 |
45.6% |
0.633 |
ATR |
0.172 |
0.182 |
0.010 |
6.1% |
0.000 |
Volume |
6,400 |
3,898 |
-2,502 |
-39.1% |
18,207 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.269 |
6.173 |
5.697 |
|
R3 |
6.007 |
5.911 |
5.625 |
|
R2 |
5.745 |
5.745 |
5.601 |
|
R1 |
5.649 |
5.649 |
5.577 |
5.697 |
PP |
5.483 |
5.483 |
5.483 |
5.507 |
S1 |
5.387 |
5.387 |
5.529 |
5.435 |
S2 |
5.221 |
5.221 |
5.505 |
|
S3 |
4.959 |
5.125 |
5.481 |
|
S4 |
4.697 |
4.863 |
5.409 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.037 |
6.716 |
5.478 |
|
R3 |
6.404 |
6.083 |
5.304 |
|
R2 |
5.771 |
5.771 |
5.246 |
|
R1 |
5.450 |
5.450 |
5.188 |
5.611 |
PP |
5.138 |
5.138 |
5.138 |
5.218 |
S1 |
4.817 |
4.817 |
5.072 |
4.978 |
S2 |
4.505 |
4.505 |
5.014 |
|
S3 |
3.872 |
4.184 |
4.956 |
|
S4 |
3.239 |
3.551 |
4.782 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.579 |
4.928 |
0.651 |
11.7% |
0.295 |
5.3% |
96% |
True |
False |
5,190 |
10 |
5.579 |
4.775 |
0.804 |
14.5% |
0.223 |
4.0% |
97% |
True |
False |
4,704 |
20 |
5.579 |
4.775 |
0.804 |
14.5% |
0.162 |
2.9% |
97% |
True |
False |
3,563 |
40 |
5.886 |
4.775 |
1.111 |
20.0% |
0.144 |
2.6% |
70% |
False |
False |
2,906 |
60 |
5.902 |
4.775 |
1.127 |
20.3% |
0.134 |
2.4% |
69% |
False |
False |
2,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.693 |
2.618 |
6.265 |
1.618 |
6.003 |
1.000 |
5.841 |
0.618 |
5.741 |
HIGH |
5.579 |
0.618 |
5.479 |
0.500 |
5.448 |
0.382 |
5.417 |
LOW |
5.317 |
0.618 |
5.155 |
1.000 |
5.055 |
1.618 |
4.893 |
2.618 |
4.631 |
4.250 |
4.204 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.518 |
5.485 |
PP |
5.483 |
5.416 |
S1 |
5.448 |
5.348 |
|