NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.600 |
5.681 |
0.081 |
1.4% |
5.176 |
High |
5.705 |
5.832 |
0.127 |
2.2% |
5.635 |
Low |
5.595 |
5.640 |
0.045 |
0.8% |
5.117 |
Close |
5.691 |
5.816 |
0.125 |
2.2% |
5.563 |
Range |
0.110 |
0.192 |
0.082 |
74.5% |
0.518 |
ATR |
0.186 |
0.187 |
0.000 |
0.2% |
0.000 |
Volume |
3,293 |
5,299 |
2,006 |
60.9% |
28,478 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.339 |
6.269 |
5.922 |
|
R3 |
6.147 |
6.077 |
5.869 |
|
R2 |
5.955 |
5.955 |
5.851 |
|
R1 |
5.885 |
5.885 |
5.834 |
5.920 |
PP |
5.763 |
5.763 |
5.763 |
5.780 |
S1 |
5.693 |
5.693 |
5.798 |
5.728 |
S2 |
5.571 |
5.571 |
5.781 |
|
S3 |
5.379 |
5.501 |
5.763 |
|
S4 |
5.187 |
5.309 |
5.710 |
|
|
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 |
5.832 |
5.375 |
0.457 |
7.9% |
0.158 |
2.7% |
96% |
True |
False |
4,688 |
10 |
5.832 |
5.101 |
0.731 |
12.6% |
0.213 |
3.7% |
98% |
True |
False |
5,252 |
20 |
5.832 |
4.775 |
1.057 |
18.2% |
0.189 |
3.2% |
98% |
True |
False |
4,447 |
40 |
5.886 |
4.775 |
1.111 |
19.1% |
0.150 |
2.6% |
94% |
False |
False |
3,289 |
60 |
5.886 |
4.775 |
1.111 |
19.1% |
0.142 |
2.4% |
94% |
False |
False |
3,040 |
80 |
6.255 |
4.775 |
1.480 |
25.4% |
0.142 |
2.4% |
70% |
False |
False |
2,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.648 |
2.618 |
6.335 |
1.618 |
6.143 |
1.000 |
6.024 |
0.618 |
5.951 |
HIGH |
5.832 |
0.618 |
5.759 |
0.500 |
5.736 |
0.382 |
5.713 |
LOW |
5.640 |
0.618 |
5.521 |
1.000 |
5.448 |
1.618 |
5.329 |
2.618 |
5.137 |
4.250 |
4.824 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.789 |
5.747 |
PP |
5.763 |
5.678 |
S1 |
5.736 |
5.610 |
|