NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 23-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.498 |
5.600 |
0.102 |
1.9% |
5.176 |
High |
5.535 |
5.705 |
0.170 |
3.1% |
5.635 |
Low |
5.387 |
5.595 |
0.208 |
3.9% |
5.117 |
Close |
5.507 |
5.691 |
0.184 |
3.3% |
5.563 |
Range |
0.148 |
0.110 |
-0.038 |
-25.7% |
0.518 |
ATR |
0.185 |
0.186 |
0.001 |
0.5% |
0.000 |
Volume |
5,259 |
3,293 |
-1,966 |
-37.4% |
28,478 |
|
Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.994 |
5.952 |
5.752 |
|
R3 |
5.884 |
5.842 |
5.721 |
|
R2 |
5.774 |
5.774 |
5.711 |
|
R1 |
5.732 |
5.732 |
5.701 |
5.753 |
PP |
5.664 |
5.664 |
5.664 |
5.674 |
S1 |
5.622 |
5.622 |
5.681 |
5.643 |
S2 |
5.554 |
5.554 |
5.671 |
|
S3 |
5.444 |
5.512 |
5.661 |
|
S4 |
5.334 |
5.402 |
5.631 |
|
|
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 |
5.705 |
5.363 |
0.342 |
6.0% |
0.174 |
3.1% |
96% |
True |
False |
4,985 |
10 |
5.705 |
4.928 |
0.777 |
13.7% |
0.234 |
4.1% |
98% |
True |
False |
5,087 |
20 |
5.705 |
4.775 |
0.930 |
16.3% |
0.182 |
3.2% |
98% |
True |
False |
4,247 |
40 |
5.886 |
4.775 |
1.111 |
19.5% |
0.149 |
2.6% |
82% |
False |
False |
3,197 |
60 |
5.886 |
4.775 |
1.111 |
19.5% |
0.141 |
2.5% |
82% |
False |
False |
2,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.173 |
2.618 |
5.993 |
1.618 |
5.883 |
1.000 |
5.815 |
0.618 |
5.773 |
HIGH |
5.705 |
0.618 |
5.663 |
0.500 |
5.650 |
0.382 |
5.637 |
LOW |
5.595 |
0.618 |
5.527 |
1.000 |
5.485 |
1.618 |
5.417 |
2.618 |
5.307 |
4.250 |
5.128 |
|
|
Fisher Pivots for day following 23-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.677 |
5.643 |
PP |
5.664 |
5.594 |
S1 |
5.650 |
5.546 |
|