NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.771 |
3.453 |
-0.318 |
-8.4% |
2.956 |
| High |
3.900 |
3.838 |
-0.062 |
-1.6% |
3.900 |
| Low |
3.442 |
3.453 |
0.011 |
0.3% |
2.911 |
| Close |
3.458 |
3.778 |
0.320 |
9.3% |
3.778 |
| Range |
0.458 |
0.385 |
-0.073 |
-15.9% |
0.989 |
| ATR |
0.301 |
0.307 |
0.006 |
2.0% |
0.000 |
| Volume |
195,651 |
199,119 |
3,468 |
1.8% |
989,984 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.845 |
4.696 |
3.990 |
|
| R3 |
4.460 |
4.311 |
3.884 |
|
| R2 |
4.075 |
4.075 |
3.849 |
|
| R1 |
3.926 |
3.926 |
3.813 |
4.001 |
| PP |
3.690 |
3.690 |
3.690 |
3.727 |
| S1 |
3.541 |
3.541 |
3.743 |
3.616 |
| S2 |
3.305 |
3.305 |
3.707 |
|
| S3 |
2.920 |
3.156 |
3.672 |
|
| S4 |
2.535 |
2.771 |
3.566 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.497 |
6.126 |
4.322 |
|
| R3 |
5.508 |
5.137 |
4.050 |
|
| R2 |
4.519 |
4.519 |
3.959 |
|
| R1 |
4.148 |
4.148 |
3.869 |
4.334 |
| PP |
3.530 |
3.530 |
3.530 |
3.622 |
| S1 |
3.159 |
3.159 |
3.687 |
3.345 |
| S2 |
2.541 |
2.541 |
3.597 |
|
| S3 |
1.552 |
2.170 |
3.506 |
|
| S4 |
0.563 |
1.181 |
3.234 |
|
|
| 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 |
26.2% |
0.420 |
11.1% |
88% |
False |
False |
197,996 |
| 10 |
3.900 |
2.409 |
1.491 |
39.5% |
0.398 |
10.5% |
92% |
False |
False |
169,897 |
| 20 |
3.900 |
2.409 |
1.491 |
39.5% |
0.291 |
7.7% |
92% |
False |
False |
127,214 |
| 40 |
4.421 |
2.409 |
2.012 |
53.3% |
0.248 |
6.6% |
68% |
False |
False |
85,657 |
| 60 |
4.470 |
2.409 |
2.061 |
54.6% |
0.228 |
6.0% |
66% |
False |
False |
62,348 |
| 80 |
4.933 |
2.409 |
2.524 |
66.8% |
0.231 |
6.1% |
54% |
False |
False |
50,423 |
| 100 |
4.955 |
2.409 |
2.546 |
67.4% |
0.230 |
6.1% |
54% |
False |
False |
42,419 |
| 120 |
4.955 |
2.409 |
2.546 |
67.4% |
0.215 |
5.7% |
54% |
False |
False |
36,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.474 |
|
2.618 |
4.846 |
|
1.618 |
4.461 |
|
1.000 |
4.223 |
|
0.618 |
4.076 |
|
HIGH |
3.838 |
|
0.618 |
3.691 |
|
0.500 |
3.646 |
|
0.382 |
3.600 |
|
LOW |
3.453 |
|
0.618 |
3.215 |
|
1.000 |
3.068 |
|
1.618 |
2.830 |
|
2.618 |
2.445 |
|
4.250 |
1.817 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.734 |
3.728 |
| PP |
3.690 |
3.678 |
| S1 |
3.646 |
3.628 |
|