NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.516 |
5.498 |
-0.018 |
-0.3% |
5.176 |
High |
5.537 |
5.535 |
-0.002 |
0.0% |
5.635 |
Low |
5.404 |
5.387 |
-0.017 |
-0.3% |
5.117 |
Close |
5.412 |
5.507 |
0.095 |
1.8% |
5.563 |
Range |
0.133 |
0.148 |
0.015 |
11.3% |
0.518 |
ATR |
0.188 |
0.185 |
-0.003 |
-1.5% |
0.000 |
Volume |
4,715 |
5,259 |
544 |
11.5% |
28,478 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.920 |
5.862 |
5.588 |
|
R3 |
5.772 |
5.714 |
5.548 |
|
R2 |
5.624 |
5.624 |
5.534 |
|
R1 |
5.566 |
5.566 |
5.521 |
5.595 |
PP |
5.476 |
5.476 |
5.476 |
5.491 |
S1 |
5.418 |
5.418 |
5.493 |
5.447 |
S2 |
5.328 |
5.328 |
5.480 |
|
S3 |
5.180 |
5.270 |
5.466 |
|
S4 |
5.032 |
5.122 |
5.426 |
|
|
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 |
5.317 |
0.318 |
5.8% |
0.204 |
3.7% |
60% |
False |
False |
5,106 |
10 |
5.635 |
4.928 |
0.707 |
12.8% |
0.236 |
4.3% |
82% |
False |
False |
5,100 |
20 |
5.635 |
4.775 |
0.860 |
15.6% |
0.180 |
3.3% |
85% |
False |
False |
4,215 |
40 |
5.886 |
4.775 |
1.111 |
20.2% |
0.149 |
2.7% |
66% |
False |
False |
3,154 |
60 |
5.886 |
4.775 |
1.111 |
20.2% |
0.140 |
2.5% |
66% |
False |
False |
2,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.164 |
2.618 |
5.922 |
1.618 |
5.774 |
1.000 |
5.683 |
0.618 |
5.626 |
HIGH |
5.535 |
0.618 |
5.478 |
0.500 |
5.461 |
0.382 |
5.444 |
LOW |
5.387 |
0.618 |
5.296 |
1.000 |
5.239 |
1.618 |
5.148 |
2.618 |
5.000 |
4.250 |
4.758 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.492 |
5.497 |
PP |
5.476 |
5.487 |
S1 |
5.461 |
5.478 |
|