NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2.845 |
3.256 |
0.411 |
14.4% |
2.741 |
| High |
3.320 |
3.424 |
0.104 |
3.1% |
3.424 |
| Low |
2.740 |
2.930 |
0.190 |
6.9% |
2.623 |
| Close |
3.256 |
2.960 |
-0.296 |
-9.1% |
2.960 |
| Range |
0.580 |
0.494 |
-0.086 |
-14.8% |
0.801 |
| ATR |
0.235 |
0.253 |
0.019 |
7.9% |
0.000 |
| Volume |
117,221 |
198,021 |
80,800 |
68.9% |
581,841 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.587 |
4.267 |
3.232 |
|
| R3 |
4.093 |
3.773 |
3.096 |
|
| R2 |
3.599 |
3.599 |
3.051 |
|
| R1 |
3.279 |
3.279 |
3.005 |
3.192 |
| PP |
3.105 |
3.105 |
3.105 |
3.061 |
| S1 |
2.785 |
2.785 |
2.915 |
2.698 |
| S2 |
2.611 |
2.611 |
2.869 |
|
| S3 |
2.117 |
2.291 |
2.824 |
|
| S4 |
1.623 |
1.797 |
2.688 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.405 |
4.984 |
3.401 |
|
| R3 |
4.604 |
4.183 |
3.180 |
|
| R2 |
3.803 |
3.803 |
3.107 |
|
| R1 |
3.382 |
3.382 |
3.033 |
3.593 |
| PP |
3.002 |
3.002 |
3.002 |
3.108 |
| S1 |
2.581 |
2.581 |
2.887 |
2.792 |
| S2 |
2.201 |
2.201 |
2.813 |
|
| S3 |
1.400 |
1.780 |
2.740 |
|
| S4 |
0.599 |
0.979 |
2.519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.424 |
2.409 |
1.015 |
34.3% |
0.377 |
12.7% |
54% |
True |
False |
141,798 |
| 10 |
3.424 |
2.409 |
1.015 |
34.3% |
0.289 |
9.8% |
54% |
True |
False |
119,901 |
| 20 |
3.746 |
2.409 |
1.337 |
45.2% |
0.225 |
7.6% |
41% |
False |
False |
98,122 |
| 40 |
4.421 |
2.409 |
2.012 |
68.0% |
0.225 |
7.6% |
27% |
False |
False |
63,420 |
| 60 |
4.670 |
2.409 |
2.261 |
76.4% |
0.208 |
7.0% |
24% |
False |
False |
46,842 |
| 80 |
4.933 |
2.409 |
2.524 |
85.3% |
0.220 |
7.4% |
22% |
False |
False |
38,665 |
| 100 |
4.955 |
2.409 |
2.546 |
86.0% |
0.216 |
7.3% |
22% |
False |
False |
32,820 |
| 120 |
4.965 |
2.409 |
2.556 |
86.4% |
0.206 |
7.0% |
22% |
False |
False |
28,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.524 |
|
2.618 |
4.717 |
|
1.618 |
4.223 |
|
1.000 |
3.918 |
|
0.618 |
3.729 |
|
HIGH |
3.424 |
|
0.618 |
3.235 |
|
0.500 |
3.177 |
|
0.382 |
3.119 |
|
LOW |
2.930 |
|
0.618 |
2.625 |
|
1.000 |
2.436 |
|
1.618 |
2.131 |
|
2.618 |
1.637 |
|
4.250 |
0.831 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.177 |
3.082 |
| PP |
3.105 |
3.041 |
| S1 |
3.032 |
3.001 |
|