NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.681 |
5.846 |
0.165 |
2.9% |
5.516 |
High |
5.832 |
5.896 |
0.064 |
1.1% |
5.896 |
Low |
5.640 |
5.743 |
0.103 |
1.8% |
5.387 |
Close |
5.816 |
5.879 |
0.063 |
1.1% |
5.879 |
Range |
0.192 |
0.153 |
-0.039 |
-20.3% |
0.509 |
ATR |
0.187 |
0.184 |
-0.002 |
-1.3% |
0.000 |
Volume |
5,299 |
6,781 |
1,482 |
28.0% |
25,347 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.298 |
6.242 |
5.963 |
|
R3 |
6.145 |
6.089 |
5.921 |
|
R2 |
5.992 |
5.992 |
5.907 |
|
R1 |
5.936 |
5.936 |
5.893 |
5.964 |
PP |
5.839 |
5.839 |
5.839 |
5.854 |
S1 |
5.783 |
5.783 |
5.865 |
5.811 |
S2 |
5.686 |
5.686 |
5.851 |
|
S3 |
5.533 |
5.630 |
5.837 |
|
S4 |
5.380 |
5.477 |
5.795 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.248 |
7.072 |
6.159 |
|
R3 |
6.739 |
6.563 |
6.019 |
|
R2 |
6.230 |
6.230 |
5.972 |
|
R1 |
6.054 |
6.054 |
5.926 |
6.142 |
PP |
5.721 |
5.721 |
5.721 |
5.765 |
S1 |
5.545 |
5.545 |
5.832 |
5.633 |
S2 |
5.212 |
5.212 |
5.786 |
|
S3 |
4.703 |
5.036 |
5.739 |
|
S4 |
4.194 |
4.527 |
5.599 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.896 |
5.387 |
0.509 |
8.7% |
0.147 |
2.5% |
97% |
True |
False |
5,069 |
10 |
5.896 |
5.117 |
0.779 |
13.3% |
0.193 |
3.3% |
98% |
True |
False |
5,382 |
20 |
5.896 |
4.775 |
1.121 |
19.1% |
0.190 |
3.2% |
98% |
True |
False |
4,702 |
40 |
5.896 |
4.775 |
1.121 |
19.1% |
0.148 |
2.5% |
98% |
True |
False |
3,402 |
60 |
5.896 |
4.775 |
1.121 |
19.1% |
0.143 |
2.4% |
98% |
True |
False |
3,122 |
80 |
6.255 |
4.775 |
1.480 |
25.2% |
0.141 |
2.4% |
75% |
False |
False |
2,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.546 |
2.618 |
6.297 |
1.618 |
6.144 |
1.000 |
6.049 |
0.618 |
5.991 |
HIGH |
5.896 |
0.618 |
5.838 |
0.500 |
5.820 |
0.382 |
5.801 |
LOW |
5.743 |
0.618 |
5.648 |
1.000 |
5.590 |
1.618 |
5.495 |
2.618 |
5.342 |
4.250 |
5.093 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.859 |
5.835 |
PP |
5.839 |
5.790 |
S1 |
5.820 |
5.746 |
|