NYMEX Natural Gas Future November 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.895 |
3.924 |
0.029 |
0.7% |
4.019 |
| High |
4.010 |
4.303 |
0.293 |
7.3% |
4.106 |
| Low |
3.852 |
3.792 |
-0.060 |
-1.6% |
3.491 |
| Close |
3.870 |
4.249 |
0.379 |
9.8% |
3.737 |
| Range |
0.158 |
0.511 |
0.353 |
223.4% |
0.615 |
| ATR |
0.190 |
0.212 |
0.023 |
12.1% |
0.000 |
| Volume |
43,992 |
44,791 |
799 |
1.8% |
178,659 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.648 |
5.459 |
4.530 |
|
| R3 |
5.137 |
4.948 |
4.390 |
|
| R2 |
4.626 |
4.626 |
4.343 |
|
| R1 |
4.437 |
4.437 |
4.296 |
4.532 |
| PP |
4.115 |
4.115 |
4.115 |
4.162 |
| S1 |
3.926 |
3.926 |
4.202 |
4.021 |
| S2 |
3.604 |
3.604 |
4.155 |
|
| S3 |
3.093 |
3.415 |
4.108 |
|
| S4 |
2.582 |
2.904 |
3.968 |
|
|
| 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 |
4.303 |
3.491 |
0.812 |
19.1% |
0.313 |
7.4% |
93% |
True |
False |
46,313 |
| 10 |
4.303 |
3.491 |
0.812 |
19.1% |
0.239 |
5.6% |
93% |
True |
False |
36,461 |
| 20 |
4.710 |
3.491 |
1.219 |
28.7% |
0.189 |
4.4% |
62% |
False |
False |
29,121 |
| 40 |
5.133 |
3.491 |
1.642 |
38.6% |
0.200 |
4.7% |
46% |
False |
False |
19,732 |
| 60 |
5.445 |
3.491 |
1.954 |
46.0% |
0.179 |
4.2% |
39% |
False |
False |
14,553 |
| 80 |
5.515 |
3.491 |
2.024 |
47.6% |
0.187 |
4.4% |
37% |
False |
False |
11,893 |
| 100 |
5.523 |
3.491 |
2.032 |
47.8% |
0.183 |
4.3% |
37% |
False |
False |
10,050 |
| 120 |
5.523 |
3.491 |
2.032 |
47.8% |
0.174 |
4.1% |
37% |
False |
False |
8,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.475 |
|
2.618 |
5.641 |
|
1.618 |
5.130 |
|
1.000 |
4.814 |
|
0.618 |
4.619 |
|
HIGH |
4.303 |
|
0.618 |
4.108 |
|
0.500 |
4.048 |
|
0.382 |
3.987 |
|
LOW |
3.792 |
|
0.618 |
3.476 |
|
1.000 |
3.281 |
|
1.618 |
2.965 |
|
2.618 |
2.454 |
|
4.250 |
1.620 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.182 |
4.155 |
| PP |
4.115 |
4.061 |
| S1 |
4.048 |
3.967 |
|