NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.355 |
3.771 |
0.416 |
12.4% |
2.741 |
| High |
3.797 |
3.900 |
0.103 |
2.7% |
3.424 |
| Low |
3.355 |
3.442 |
0.087 |
2.6% |
2.623 |
| Close |
3.760 |
3.458 |
-0.302 |
-8.0% |
2.960 |
| Range |
0.442 |
0.458 |
0.016 |
3.6% |
0.801 |
| ATR |
0.289 |
0.301 |
0.012 |
4.2% |
0.000 |
| Volume |
208,794 |
195,651 |
-13,143 |
-6.3% |
581,841 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.974 |
4.674 |
3.710 |
|
| R3 |
4.516 |
4.216 |
3.584 |
|
| R2 |
4.058 |
4.058 |
3.542 |
|
| R1 |
3.758 |
3.758 |
3.500 |
3.679 |
| PP |
3.600 |
3.600 |
3.600 |
3.561 |
| S1 |
3.300 |
3.300 |
3.416 |
3.221 |
| S2 |
3.142 |
3.142 |
3.374 |
|
| S3 |
2.684 |
2.842 |
3.332 |
|
| S4 |
2.226 |
2.384 |
3.206 |
|
|
| 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 |
3.900 |
2.911 |
0.989 |
28.6% |
0.442 |
12.8% |
55% |
True |
False |
197,777 |
| 10 |
3.900 |
2.409 |
1.491 |
43.1% |
0.384 |
11.1% |
70% |
True |
False |
161,274 |
| 20 |
3.900 |
2.409 |
1.491 |
43.1% |
0.284 |
8.2% |
70% |
True |
False |
119,491 |
| 40 |
4.421 |
2.409 |
2.012 |
58.2% |
0.247 |
7.1% |
52% |
False |
False |
81,184 |
| 60 |
4.470 |
2.409 |
2.061 |
59.6% |
0.224 |
6.5% |
51% |
False |
False |
59,244 |
| 80 |
4.933 |
2.409 |
2.524 |
73.0% |
0.231 |
6.7% |
42% |
False |
False |
48,084 |
| 100 |
4.955 |
2.409 |
2.546 |
73.6% |
0.228 |
6.6% |
41% |
False |
False |
40,493 |
| 120 |
4.955 |
2.409 |
2.546 |
73.6% |
0.213 |
6.2% |
41% |
False |
False |
34,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.847 |
|
2.618 |
5.099 |
|
1.618 |
4.641 |
|
1.000 |
4.358 |
|
0.618 |
4.183 |
|
HIGH |
3.900 |
|
0.618 |
3.725 |
|
0.500 |
3.671 |
|
0.382 |
3.617 |
|
LOW |
3.442 |
|
0.618 |
3.159 |
|
1.000 |
2.984 |
|
1.618 |
2.701 |
|
2.618 |
2.243 |
|
4.250 |
1.496 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.671 |
3.607 |
| PP |
3.600 |
3.557 |
| S1 |
3.529 |
3.508 |
|