NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.950 |
3.965 |
0.015 |
0.4% |
3.722 |
| High |
4.035 |
3.996 |
-0.039 |
-1.0% |
4.035 |
| Low |
3.796 |
3.662 |
-0.134 |
-3.5% |
3.502 |
| Close |
3.985 |
3.730 |
-0.255 |
-6.4% |
3.985 |
| Range |
0.239 |
0.334 |
0.095 |
39.7% |
0.533 |
| ATR |
0.295 |
0.298 |
0.003 |
0.9% |
0.000 |
| Volume |
108,768 |
88,091 |
-20,677 |
-19.0% |
605,258 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.798 |
4.598 |
3.914 |
|
| R3 |
4.464 |
4.264 |
3.822 |
|
| R2 |
4.130 |
4.130 |
3.791 |
|
| R1 |
3.930 |
3.930 |
3.761 |
3.863 |
| PP |
3.796 |
3.796 |
3.796 |
3.763 |
| S1 |
3.596 |
3.596 |
3.699 |
3.529 |
| S2 |
3.462 |
3.462 |
3.669 |
|
| S3 |
3.128 |
3.262 |
3.638 |
|
| S4 |
2.794 |
2.928 |
3.546 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.440 |
5.245 |
4.278 |
|
| R3 |
4.907 |
4.712 |
4.132 |
|
| R2 |
4.374 |
4.374 |
4.083 |
|
| R1 |
4.179 |
4.179 |
4.034 |
4.277 |
| PP |
3.841 |
3.841 |
3.841 |
3.889 |
| S1 |
3.646 |
3.646 |
3.936 |
3.744 |
| S2 |
3.308 |
3.308 |
3.887 |
|
| S3 |
2.775 |
3.113 |
3.838 |
|
| S4 |
2.242 |
2.580 |
3.692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.035 |
3.502 |
0.533 |
14.3% |
0.281 |
7.5% |
43% |
False |
False |
113,026 |
| 10 |
4.035 |
3.313 |
0.722 |
19.4% |
0.324 |
8.7% |
58% |
False |
False |
149,394 |
| 20 |
4.035 |
2.409 |
1.626 |
43.6% |
0.323 |
8.7% |
81% |
False |
False |
138,213 |
| 40 |
4.421 |
2.409 |
2.012 |
53.9% |
0.262 |
7.0% |
66% |
False |
False |
100,479 |
| 60 |
4.421 |
2.409 |
2.012 |
53.9% |
0.241 |
6.5% |
66% |
False |
False |
72,818 |
| 80 |
4.933 |
2.409 |
2.524 |
67.7% |
0.230 |
6.2% |
52% |
False |
False |
58,057 |
| 100 |
4.955 |
2.409 |
2.546 |
68.3% |
0.234 |
6.3% |
52% |
False |
False |
48,863 |
| 120 |
4.955 |
2.409 |
2.546 |
68.3% |
0.222 |
5.9% |
52% |
False |
False |
41,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.416 |
|
2.618 |
4.870 |
|
1.618 |
4.536 |
|
1.000 |
4.330 |
|
0.618 |
4.202 |
|
HIGH |
3.996 |
|
0.618 |
3.868 |
|
0.500 |
3.829 |
|
0.382 |
3.790 |
|
LOW |
3.662 |
|
0.618 |
3.456 |
|
1.000 |
3.328 |
|
1.618 |
3.122 |
|
2.618 |
2.788 |
|
4.250 |
2.243 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.829 |
3.849 |
| PP |
3.796 |
3.809 |
| S1 |
3.763 |
3.770 |
|