NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2.841 |
2.845 |
0.004 |
0.1% |
3.003 |
| High |
2.998 |
3.320 |
0.322 |
10.7% |
3.084 |
| Low |
2.802 |
2.740 |
-0.062 |
-2.2% |
2.409 |
| Close |
2.829 |
3.256 |
0.427 |
15.1% |
2.728 |
| Range |
0.196 |
0.580 |
0.384 |
195.9% |
0.675 |
| ATR |
0.208 |
0.235 |
0.027 |
12.8% |
0.000 |
| Volume |
128,598 |
117,221 |
-11,377 |
-8.8% |
499,091 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.845 |
4.631 |
3.575 |
|
| R3 |
4.265 |
4.051 |
3.416 |
|
| R2 |
3.685 |
3.685 |
3.362 |
|
| R1 |
3.471 |
3.471 |
3.309 |
3.578 |
| PP |
3.105 |
3.105 |
3.105 |
3.159 |
| S1 |
2.891 |
2.891 |
3.203 |
2.998 |
| S2 |
2.525 |
2.525 |
3.150 |
|
| S3 |
1.945 |
2.311 |
3.097 |
|
| S4 |
1.365 |
1.731 |
2.937 |
|
|
| 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 |
3.320 |
2.409 |
0.911 |
28.0% |
0.326 |
10.0% |
93% |
True |
False |
124,771 |
| 10 |
3.320 |
2.409 |
0.911 |
28.0% |
0.262 |
8.1% |
93% |
True |
False |
107,255 |
| 20 |
3.855 |
2.409 |
1.446 |
44.4% |
0.210 |
6.5% |
59% |
False |
False |
91,687 |
| 40 |
4.421 |
2.409 |
2.012 |
61.8% |
0.223 |
6.8% |
42% |
False |
False |
58,977 |
| 60 |
4.821 |
2.409 |
2.412 |
74.1% |
0.203 |
6.2% |
35% |
False |
False |
43,857 |
| 80 |
4.933 |
2.409 |
2.524 |
77.5% |
0.216 |
6.6% |
34% |
False |
False |
36,321 |
| 100 |
4.955 |
2.409 |
2.546 |
78.2% |
0.211 |
6.5% |
33% |
False |
False |
30,906 |
| 120 |
4.978 |
2.409 |
2.569 |
78.9% |
0.204 |
6.3% |
33% |
False |
False |
26,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.785 |
|
2.618 |
4.838 |
|
1.618 |
4.258 |
|
1.000 |
3.900 |
|
0.618 |
3.678 |
|
HIGH |
3.320 |
|
0.618 |
3.098 |
|
0.500 |
3.030 |
|
0.382 |
2.962 |
|
LOW |
2.740 |
|
0.618 |
2.382 |
|
1.000 |
2.160 |
|
1.618 |
1.802 |
|
2.618 |
1.222 |
|
4.250 |
0.275 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.181 |
3.161 |
| PP |
3.105 |
3.066 |
| S1 |
3.030 |
2.972 |
|