NYMEX Natural Gas Future May 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 |
5.742 |
5.906 |
0.164 |
2.9% |
5.567 |
High |
5.856 |
5.912 |
0.056 |
1.0% |
5.912 |
Low |
5.720 |
5.780 |
0.060 |
1.0% |
5.445 |
Close |
5.847 |
5.911 |
0.064 |
1.1% |
5.911 |
Range |
0.136 |
0.132 |
-0.004 |
-2.9% |
0.467 |
ATR |
0.166 |
0.163 |
-0.002 |
-1.4% |
0.000 |
Volume |
2,248 |
2,525 |
277 |
12.3% |
8,355 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.264 |
6.219 |
5.984 |
|
R3 |
6.132 |
6.087 |
5.947 |
|
R2 |
6.000 |
6.000 |
5.935 |
|
R1 |
5.955 |
5.955 |
5.923 |
5.978 |
PP |
5.868 |
5.868 |
5.868 |
5.879 |
S1 |
5.823 |
5.823 |
5.899 |
5.846 |
S2 |
5.736 |
5.736 |
5.887 |
|
S3 |
5.604 |
5.691 |
5.875 |
|
S4 |
5.472 |
5.559 |
5.838 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.157 |
7.001 |
6.168 |
|
R3 |
6.690 |
6.534 |
6.039 |
|
R2 |
6.223 |
6.223 |
5.997 |
|
R1 |
6.067 |
6.067 |
5.954 |
6.145 |
PP |
5.756 |
5.756 |
5.756 |
5.795 |
S1 |
5.600 |
5.600 |
5.868 |
5.678 |
S2 |
5.289 |
5.289 |
5.825 |
|
S3 |
4.822 |
5.133 |
5.783 |
|
S4 |
4.355 |
4.666 |
5.654 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.912 |
5.445 |
0.467 |
7.9% |
0.123 |
2.1% |
100% |
True |
False |
1,671 |
10 |
5.912 |
5.209 |
0.703 |
11.9% |
0.165 |
2.8% |
100% |
True |
False |
1,708 |
20 |
5.912 |
4.869 |
1.043 |
17.6% |
0.159 |
2.7% |
100% |
True |
False |
1,434 |
40 |
5.941 |
4.869 |
1.072 |
18.1% |
0.123 |
2.1% |
97% |
False |
False |
970 |
60 |
5.941 |
4.869 |
1.072 |
18.1% |
0.120 |
2.0% |
97% |
False |
False |
867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.473 |
2.618 |
6.258 |
1.618 |
6.126 |
1.000 |
6.044 |
0.618 |
5.994 |
HIGH |
5.912 |
0.618 |
5.862 |
0.500 |
5.846 |
0.382 |
5.830 |
LOW |
5.780 |
0.618 |
5.698 |
1.000 |
5.648 |
1.618 |
5.566 |
2.618 |
5.434 |
4.250 |
5.219 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.889 |
5.868 |
PP |
5.868 |
5.825 |
S1 |
5.846 |
5.782 |
|