NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.453 |
3.722 |
0.269 |
7.8% |
2.956 |
| High |
3.838 |
3.797 |
-0.041 |
-1.1% |
3.900 |
| Low |
3.453 |
3.532 |
0.079 |
2.3% |
2.911 |
| Close |
3.778 |
3.576 |
-0.202 |
-5.3% |
3.778 |
| Range |
0.385 |
0.265 |
-0.120 |
-31.2% |
0.989 |
| ATR |
0.307 |
0.304 |
-0.003 |
-1.0% |
0.000 |
| Volume |
199,119 |
128,216 |
-70,903 |
-35.6% |
989,984 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.430 |
4.268 |
3.722 |
|
| R3 |
4.165 |
4.003 |
3.649 |
|
| R2 |
3.900 |
3.900 |
3.625 |
|
| R1 |
3.738 |
3.738 |
3.600 |
3.687 |
| PP |
3.635 |
3.635 |
3.635 |
3.609 |
| S1 |
3.473 |
3.473 |
3.552 |
3.422 |
| S2 |
3.370 |
3.370 |
3.527 |
|
| S3 |
3.105 |
3.208 |
3.503 |
|
| S4 |
2.840 |
2.943 |
3.430 |
|
|
| 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 |
3.313 |
0.587 |
16.4% |
0.367 |
10.3% |
45% |
False |
False |
185,762 |
| 10 |
3.900 |
2.623 |
1.277 |
35.7% |
0.390 |
10.9% |
75% |
False |
False |
170,004 |
| 20 |
3.900 |
2.409 |
1.491 |
41.7% |
0.297 |
8.3% |
78% |
False |
False |
130,053 |
| 40 |
4.421 |
2.409 |
2.012 |
56.3% |
0.251 |
7.0% |
58% |
False |
False |
88,353 |
| 60 |
4.437 |
2.409 |
2.028 |
56.7% |
0.229 |
6.4% |
58% |
False |
False |
64,315 |
| 80 |
4.933 |
2.409 |
2.524 |
70.6% |
0.231 |
6.5% |
46% |
False |
False |
51,831 |
| 100 |
4.955 |
2.409 |
2.546 |
71.2% |
0.231 |
6.5% |
46% |
False |
False |
43,614 |
| 120 |
4.955 |
2.409 |
2.546 |
71.2% |
0.216 |
6.0% |
46% |
False |
False |
37,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.923 |
|
2.618 |
4.491 |
|
1.618 |
4.226 |
|
1.000 |
4.062 |
|
0.618 |
3.961 |
|
HIGH |
3.797 |
|
0.618 |
3.696 |
|
0.500 |
3.665 |
|
0.382 |
3.633 |
|
LOW |
3.532 |
|
0.618 |
3.368 |
|
1.000 |
3.267 |
|
1.618 |
3.103 |
|
2.618 |
2.838 |
|
4.250 |
2.406 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.665 |
3.671 |
| PP |
3.635 |
3.639 |
| S1 |
3.606 |
3.608 |
|