NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.417 |
5.516 |
0.099 |
1.8% |
5.176 |
High |
5.580 |
5.537 |
-0.043 |
-0.8% |
5.635 |
Low |
5.375 |
5.404 |
0.029 |
0.5% |
5.117 |
Close |
5.563 |
5.412 |
-0.151 |
-2.7% |
5.563 |
Range |
0.205 |
0.133 |
-0.072 |
-35.1% |
0.518 |
ATR |
0.191 |
0.188 |
-0.002 |
-1.2% |
0.000 |
Volume |
4,877 |
4,715 |
-162 |
-3.3% |
28,478 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.850 |
5.764 |
5.485 |
|
R3 |
5.717 |
5.631 |
5.449 |
|
R2 |
5.584 |
5.584 |
5.436 |
|
R1 |
5.498 |
5.498 |
5.424 |
5.475 |
PP |
5.451 |
5.451 |
5.451 |
5.439 |
S1 |
5.365 |
5.365 |
5.400 |
5.342 |
S2 |
5.318 |
5.318 |
5.388 |
|
S3 |
5.185 |
5.232 |
5.375 |
|
S4 |
5.052 |
5.099 |
5.339 |
|
|
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 |
5.244 |
0.391 |
7.2% |
0.210 |
3.9% |
43% |
False |
False |
5,334 |
10 |
5.635 |
4.825 |
0.810 |
15.0% |
0.240 |
4.4% |
72% |
False |
False |
5,140 |
20 |
5.635 |
4.775 |
0.860 |
15.9% |
0.181 |
3.3% |
74% |
False |
False |
4,073 |
40 |
5.886 |
4.775 |
1.111 |
20.5% |
0.147 |
2.7% |
57% |
False |
False |
3,062 |
60 |
5.886 |
4.775 |
1.111 |
20.5% |
0.138 |
2.6% |
57% |
False |
False |
2,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.102 |
2.618 |
5.885 |
1.618 |
5.752 |
1.000 |
5.670 |
0.618 |
5.619 |
HIGH |
5.537 |
0.618 |
5.486 |
0.500 |
5.471 |
0.382 |
5.455 |
LOW |
5.404 |
0.618 |
5.322 |
1.000 |
5.271 |
1.618 |
5.189 |
2.618 |
5.056 |
4.250 |
4.839 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.471 |
5.499 |
PP |
5.451 |
5.470 |
S1 |
5.432 |
5.441 |
|