NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2.741 |
2.841 |
0.100 |
3.6% |
3.003 |
| High |
2.888 |
2.998 |
0.110 |
3.8% |
3.084 |
| Low |
2.623 |
2.802 |
0.179 |
6.8% |
2.409 |
| Close |
2.807 |
2.829 |
0.022 |
0.8% |
2.728 |
| Range |
0.265 |
0.196 |
-0.069 |
-26.0% |
0.675 |
| ATR |
0.209 |
0.208 |
-0.001 |
-0.4% |
0.000 |
| Volume |
138,001 |
128,598 |
-9,403 |
-6.8% |
499,091 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.464 |
3.343 |
2.937 |
|
| R3 |
3.268 |
3.147 |
2.883 |
|
| R2 |
3.072 |
3.072 |
2.865 |
|
| R1 |
2.951 |
2.951 |
2.847 |
2.914 |
| PP |
2.876 |
2.876 |
2.876 |
2.858 |
| S1 |
2.755 |
2.755 |
2.811 |
2.718 |
| S2 |
2.680 |
2.680 |
2.793 |
|
| S3 |
2.484 |
2.559 |
2.775 |
|
| S4 |
2.288 |
2.363 |
2.721 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.765 |
4.422 |
3.099 |
|
| R3 |
4.090 |
3.747 |
2.914 |
|
| R2 |
3.415 |
3.415 |
2.852 |
|
| R1 |
3.072 |
3.072 |
2.790 |
2.906 |
| PP |
2.740 |
2.740 |
2.740 |
2.658 |
| S1 |
2.397 |
2.397 |
2.666 |
2.231 |
| S2 |
2.065 |
2.065 |
2.604 |
|
| S3 |
1.390 |
1.722 |
2.542 |
|
| S4 |
0.715 |
1.047 |
2.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.998 |
2.409 |
0.589 |
20.8% |
0.248 |
8.8% |
71% |
True |
False |
121,117 |
| 10 |
3.310 |
2.409 |
0.901 |
31.8% |
0.213 |
7.5% |
47% |
False |
False |
101,316 |
| 20 |
3.866 |
2.409 |
1.457 |
51.5% |
0.189 |
6.7% |
29% |
False |
False |
88,347 |
| 40 |
4.421 |
2.409 |
2.012 |
71.1% |
0.215 |
7.6% |
21% |
False |
False |
56,482 |
| 60 |
4.821 |
2.409 |
2.412 |
85.3% |
0.197 |
7.0% |
17% |
False |
False |
42,214 |
| 80 |
4.933 |
2.409 |
2.524 |
89.2% |
0.212 |
7.5% |
17% |
False |
False |
34,958 |
| 100 |
4.955 |
2.409 |
2.546 |
90.0% |
0.206 |
7.3% |
16% |
False |
False |
29,781 |
| 120 |
4.978 |
2.409 |
2.569 |
90.8% |
0.200 |
7.1% |
16% |
False |
False |
25,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.831 |
|
2.618 |
3.511 |
|
1.618 |
3.315 |
|
1.000 |
3.194 |
|
0.618 |
3.119 |
|
HIGH |
2.998 |
|
0.618 |
2.923 |
|
0.500 |
2.900 |
|
0.382 |
2.877 |
|
LOW |
2.802 |
|
0.618 |
2.681 |
|
1.000 |
2.606 |
|
1.618 |
2.485 |
|
2.618 |
2.289 |
|
4.250 |
1.969 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.900 |
2.787 |
| PP |
2.876 |
2.745 |
| S1 |
2.853 |
2.704 |
|