NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.722 |
3.602 |
-0.120 |
-3.2% |
2.956 |
| High |
3.797 |
3.729 |
-0.068 |
-1.8% |
3.900 |
| Low |
3.532 |
3.502 |
-0.030 |
-0.8% |
2.911 |
| Close |
3.576 |
3.609 |
0.033 |
0.9% |
3.778 |
| Range |
0.265 |
0.227 |
-0.038 |
-14.3% |
0.989 |
| ATR |
0.304 |
0.299 |
-0.006 |
-1.8% |
0.000 |
| Volume |
128,216 |
112,247 |
-15,969 |
-12.5% |
989,984 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.294 |
4.179 |
3.734 |
|
| R3 |
4.067 |
3.952 |
3.671 |
|
| R2 |
3.840 |
3.840 |
3.651 |
|
| R1 |
3.725 |
3.725 |
3.630 |
3.783 |
| PP |
3.613 |
3.613 |
3.613 |
3.642 |
| S1 |
3.498 |
3.498 |
3.588 |
3.556 |
| S2 |
3.386 |
3.386 |
3.567 |
|
| S3 |
3.159 |
3.271 |
3.547 |
|
| S4 |
2.932 |
3.044 |
3.484 |
|
|
| 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 |
3.355 |
0.545 |
15.1% |
0.355 |
9.8% |
47% |
False |
False |
168,805 |
| 10 |
3.900 |
2.740 |
1.160 |
32.1% |
0.386 |
10.7% |
75% |
False |
False |
167,428 |
| 20 |
3.900 |
2.409 |
1.491 |
41.3% |
0.297 |
8.2% |
80% |
False |
False |
132,323 |
| 40 |
4.421 |
2.409 |
2.012 |
55.7% |
0.254 |
7.0% |
60% |
False |
False |
90,889 |
| 60 |
4.421 |
2.409 |
2.012 |
55.7% |
0.231 |
6.4% |
60% |
False |
False |
66,036 |
| 80 |
4.933 |
2.409 |
2.524 |
69.9% |
0.229 |
6.3% |
48% |
False |
False |
53,092 |
| 100 |
4.955 |
2.409 |
2.546 |
70.5% |
0.232 |
6.4% |
47% |
False |
False |
44,650 |
| 120 |
4.955 |
2.409 |
2.546 |
70.5% |
0.217 |
6.0% |
47% |
False |
False |
38,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.694 |
|
2.618 |
4.323 |
|
1.618 |
4.096 |
|
1.000 |
3.956 |
|
0.618 |
3.869 |
|
HIGH |
3.729 |
|
0.618 |
3.642 |
|
0.500 |
3.616 |
|
0.382 |
3.589 |
|
LOW |
3.502 |
|
0.618 |
3.362 |
|
1.000 |
3.275 |
|
1.618 |
3.135 |
|
2.618 |
2.908 |
|
4.250 |
2.537 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.616 |
3.646 |
| PP |
3.613 |
3.633 |
| S1 |
3.611 |
3.621 |
|