NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2.956 |
3.421 |
0.465 |
15.7% |
2.741 |
| High |
3.439 |
3.600 |
0.161 |
4.7% |
3.424 |
| Low |
2.911 |
3.313 |
0.402 |
13.8% |
2.623 |
| Close |
3.297 |
3.320 |
0.023 |
0.7% |
2.960 |
| Range |
0.528 |
0.287 |
-0.241 |
-45.6% |
0.801 |
| ATR |
0.273 |
0.275 |
0.002 |
0.8% |
0.000 |
| Volume |
189,388 |
197,032 |
7,644 |
4.0% |
581,841 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.272 |
4.083 |
3.478 |
|
| R3 |
3.985 |
3.796 |
3.399 |
|
| R2 |
3.698 |
3.698 |
3.373 |
|
| R1 |
3.509 |
3.509 |
3.346 |
3.460 |
| PP |
3.411 |
3.411 |
3.411 |
3.387 |
| S1 |
3.222 |
3.222 |
3.294 |
3.173 |
| S2 |
3.124 |
3.124 |
3.267 |
|
| S3 |
2.837 |
2.935 |
3.241 |
|
| S4 |
2.550 |
2.648 |
3.162 |
|
|
| 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 |
3.600 |
2.740 |
0.860 |
25.9% |
0.417 |
12.6% |
67% |
True |
False |
166,052 |
| 10 |
3.600 |
2.409 |
1.191 |
35.9% |
0.333 |
10.0% |
76% |
True |
False |
138,079 |
| 20 |
3.619 |
2.409 |
1.210 |
36.4% |
0.252 |
7.6% |
75% |
False |
False |
106,811 |
| 40 |
4.421 |
2.409 |
2.012 |
60.6% |
0.234 |
7.1% |
45% |
False |
False |
71,885 |
| 60 |
4.470 |
2.409 |
2.061 |
62.1% |
0.214 |
6.5% |
44% |
False |
False |
52,893 |
| 80 |
4.933 |
2.409 |
2.524 |
76.0% |
0.224 |
6.7% |
36% |
False |
False |
43,271 |
| 100 |
4.955 |
2.409 |
2.546 |
76.7% |
0.221 |
6.7% |
36% |
False |
False |
36,547 |
| 120 |
4.955 |
2.409 |
2.546 |
76.7% |
0.209 |
6.3% |
36% |
False |
False |
31,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.820 |
|
2.618 |
4.351 |
|
1.618 |
4.064 |
|
1.000 |
3.887 |
|
0.618 |
3.777 |
|
HIGH |
3.600 |
|
0.618 |
3.490 |
|
0.500 |
3.457 |
|
0.382 |
3.423 |
|
LOW |
3.313 |
|
0.618 |
3.136 |
|
1.000 |
3.026 |
|
1.618 |
2.849 |
|
2.618 |
2.562 |
|
4.250 |
2.093 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.457 |
3.299 |
| PP |
3.411 |
3.277 |
| S1 |
3.366 |
3.256 |
|