NYMEX Natural Gas Future November 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.741 |
3.895 |
0.154 |
4.1% |
4.019 |
| High |
3.941 |
4.010 |
0.069 |
1.8% |
4.106 |
| Low |
3.630 |
3.852 |
0.222 |
6.1% |
3.491 |
| Close |
3.857 |
3.870 |
0.013 |
0.3% |
3.737 |
| Range |
0.311 |
0.158 |
-0.153 |
-49.2% |
0.615 |
| ATR |
0.192 |
0.190 |
-0.002 |
-1.3% |
0.000 |
| Volume |
46,235 |
43,992 |
-2,243 |
-4.9% |
178,659 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.385 |
4.285 |
3.957 |
|
| R3 |
4.227 |
4.127 |
3.913 |
|
| R2 |
4.069 |
4.069 |
3.899 |
|
| R1 |
3.969 |
3.969 |
3.884 |
3.940 |
| PP |
3.911 |
3.911 |
3.911 |
3.896 |
| S1 |
3.811 |
3.811 |
3.856 |
3.782 |
| S2 |
3.753 |
3.753 |
3.841 |
|
| S3 |
3.595 |
3.653 |
3.827 |
|
| S4 |
3.437 |
3.495 |
3.783 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.623 |
5.295 |
4.075 |
|
| R3 |
5.008 |
4.680 |
3.906 |
|
| R2 |
4.393 |
4.393 |
3.850 |
|
| R1 |
4.065 |
4.065 |
3.793 |
3.922 |
| PP |
3.778 |
3.778 |
3.778 |
3.706 |
| S1 |
3.450 |
3.450 |
3.681 |
3.307 |
| S2 |
3.163 |
3.163 |
3.624 |
|
| S3 |
2.548 |
2.835 |
3.568 |
|
| S4 |
1.933 |
2.220 |
3.399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.010 |
3.491 |
0.519 |
13.4% |
0.235 |
6.1% |
73% |
True |
False |
43,437 |
| 10 |
4.278 |
3.491 |
0.787 |
20.3% |
0.198 |
5.1% |
48% |
False |
False |
33,715 |
| 20 |
4.717 |
3.491 |
1.226 |
31.7% |
0.169 |
4.4% |
31% |
False |
False |
28,250 |
| 40 |
5.133 |
3.491 |
1.642 |
42.4% |
0.193 |
5.0% |
23% |
False |
False |
18,762 |
| 60 |
5.445 |
3.491 |
1.954 |
50.5% |
0.174 |
4.5% |
19% |
False |
False |
13,922 |
| 80 |
5.515 |
3.491 |
2.024 |
52.3% |
0.184 |
4.8% |
19% |
False |
False |
11,362 |
| 100 |
5.523 |
3.491 |
2.032 |
52.5% |
0.179 |
4.6% |
19% |
False |
False |
9,611 |
| 120 |
5.523 |
3.491 |
2.032 |
52.5% |
0.170 |
4.4% |
19% |
False |
False |
8,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.682 |
|
2.618 |
4.424 |
|
1.618 |
4.266 |
|
1.000 |
4.168 |
|
0.618 |
4.108 |
|
HIGH |
4.010 |
|
0.618 |
3.950 |
|
0.500 |
3.931 |
|
0.382 |
3.912 |
|
LOW |
3.852 |
|
0.618 |
3.754 |
|
1.000 |
3.694 |
|
1.618 |
3.596 |
|
2.618 |
3.438 |
|
4.250 |
3.181 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.931 |
3.830 |
| PP |
3.911 |
3.790 |
| S1 |
3.890 |
3.751 |
|