NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.256 |
2.956 |
-0.300 |
-9.2% |
2.741 |
| High |
3.424 |
3.439 |
0.015 |
0.4% |
3.424 |
| Low |
2.930 |
2.911 |
-0.019 |
-0.6% |
2.623 |
| Close |
2.960 |
3.297 |
0.337 |
11.4% |
2.960 |
| Range |
0.494 |
0.528 |
0.034 |
6.9% |
0.801 |
| ATR |
0.253 |
0.273 |
0.020 |
7.8% |
0.000 |
| Volume |
198,021 |
189,388 |
-8,633 |
-4.4% |
581,841 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.800 |
4.576 |
3.587 |
|
| R3 |
4.272 |
4.048 |
3.442 |
|
| R2 |
3.744 |
3.744 |
3.394 |
|
| R1 |
3.520 |
3.520 |
3.345 |
3.632 |
| PP |
3.216 |
3.216 |
3.216 |
3.272 |
| S1 |
2.992 |
2.992 |
3.249 |
3.104 |
| S2 |
2.688 |
2.688 |
3.200 |
|
| S3 |
2.160 |
2.464 |
3.152 |
|
| S4 |
1.632 |
1.936 |
3.007 |
|
|
| 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 |
3.439 |
2.623 |
0.816 |
24.7% |
0.413 |
12.5% |
83% |
True |
False |
154,245 |
| 10 |
3.439 |
2.409 |
1.030 |
31.2% |
0.322 |
9.8% |
86% |
True |
False |
127,032 |
| 20 |
3.643 |
2.409 |
1.234 |
37.4% |
0.245 |
7.4% |
72% |
False |
False |
102,283 |
| 40 |
4.421 |
2.409 |
2.012 |
61.0% |
0.233 |
7.1% |
44% |
False |
False |
67,355 |
| 60 |
4.550 |
2.409 |
2.141 |
64.9% |
0.213 |
6.5% |
41% |
False |
False |
49,737 |
| 80 |
4.933 |
2.409 |
2.524 |
76.6% |
0.222 |
6.7% |
35% |
False |
False |
40,954 |
| 100 |
4.955 |
2.409 |
2.546 |
77.2% |
0.220 |
6.7% |
35% |
False |
False |
34,652 |
| 120 |
4.965 |
2.409 |
2.556 |
77.5% |
0.210 |
6.4% |
35% |
False |
False |
29,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.683 |
|
2.618 |
4.821 |
|
1.618 |
4.293 |
|
1.000 |
3.967 |
|
0.618 |
3.765 |
|
HIGH |
3.439 |
|
0.618 |
3.237 |
|
0.500 |
3.175 |
|
0.382 |
3.113 |
|
LOW |
2.911 |
|
0.618 |
2.585 |
|
1.000 |
2.383 |
|
1.618 |
2.057 |
|
2.618 |
1.529 |
|
4.250 |
0.667 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.256 |
3.228 |
| PP |
3.216 |
3.159 |
| S1 |
3.175 |
3.090 |
|