NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.530 |
5.417 |
-0.113 |
-2.0% |
5.176 |
High |
5.635 |
5.580 |
-0.055 |
-1.0% |
5.635 |
Low |
5.363 |
5.375 |
0.012 |
0.2% |
5.117 |
Close |
5.368 |
5.563 |
0.195 |
3.6% |
5.563 |
Range |
0.272 |
0.205 |
-0.067 |
-24.6% |
0.518 |
ATR |
0.189 |
0.191 |
0.002 |
0.9% |
0.000 |
Volume |
6,782 |
4,877 |
-1,905 |
-28.1% |
28,478 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.121 |
6.047 |
5.676 |
|
R3 |
5.916 |
5.842 |
5.619 |
|
R2 |
5.711 |
5.711 |
5.601 |
|
R1 |
5.637 |
5.637 |
5.582 |
5.674 |
PP |
5.506 |
5.506 |
5.506 |
5.525 |
S1 |
5.432 |
5.432 |
5.544 |
5.469 |
S2 |
5.301 |
5.301 |
5.525 |
|
S3 |
5.096 |
5.227 |
5.507 |
|
S4 |
4.891 |
5.022 |
5.450 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.992 |
6.796 |
5.848 |
|
R3 |
6.474 |
6.278 |
5.705 |
|
R2 |
5.956 |
5.956 |
5.658 |
|
R1 |
5.760 |
5.760 |
5.610 |
5.858 |
PP |
5.438 |
5.438 |
5.438 |
5.488 |
S1 |
5.242 |
5.242 |
5.516 |
5.340 |
S2 |
4.920 |
4.920 |
5.468 |
|
S3 |
4.402 |
4.724 |
5.421 |
|
S4 |
3.884 |
4.206 |
5.278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.635 |
5.117 |
0.518 |
9.3% |
0.238 |
4.3% |
86% |
False |
False |
5,695 |
10 |
5.635 |
4.775 |
0.860 |
15.5% |
0.240 |
4.3% |
92% |
False |
False |
5,070 |
20 |
5.635 |
4.775 |
0.860 |
15.5% |
0.178 |
3.2% |
92% |
False |
False |
3,942 |
40 |
5.886 |
4.775 |
1.111 |
20.0% |
0.147 |
2.6% |
71% |
False |
False |
3,047 |
60 |
5.902 |
4.775 |
1.127 |
20.3% |
0.139 |
2.5% |
70% |
False |
False |
2,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.451 |
2.618 |
6.117 |
1.618 |
5.912 |
1.000 |
5.785 |
0.618 |
5.707 |
HIGH |
5.580 |
0.618 |
5.502 |
0.500 |
5.478 |
0.382 |
5.453 |
LOW |
5.375 |
0.618 |
5.248 |
1.000 |
5.170 |
1.618 |
5.043 |
2.618 |
4.838 |
4.250 |
4.504 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.535 |
5.534 |
PP |
5.506 |
5.505 |
S1 |
5.478 |
5.476 |
|