NYMEX Natural Gas Future November 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
4.268 |
3.988 |
-0.280 |
-6.6% |
3.741 |
| High |
4.445 |
4.426 |
-0.019 |
-0.4% |
4.445 |
| Low |
3.976 |
3.988 |
0.012 |
0.3% |
3.630 |
| Close |
4.011 |
4.324 |
0.313 |
7.8% |
4.011 |
| Range |
0.469 |
0.438 |
-0.031 |
-6.6% |
0.815 |
| ATR |
0.231 |
0.246 |
0.015 |
6.4% |
0.000 |
| Volume |
62,784 |
65,009 |
2,225 |
3.5% |
197,802 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.560 |
5.380 |
4.565 |
|
| R3 |
5.122 |
4.942 |
4.444 |
|
| R2 |
4.684 |
4.684 |
4.404 |
|
| R1 |
4.504 |
4.504 |
4.364 |
4.594 |
| PP |
4.246 |
4.246 |
4.246 |
4.291 |
| S1 |
4.066 |
4.066 |
4.284 |
4.156 |
| S2 |
3.808 |
3.808 |
4.244 |
|
| S3 |
3.370 |
3.628 |
4.204 |
|
| S4 |
2.932 |
3.190 |
4.083 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.474 |
6.057 |
4.459 |
|
| R3 |
5.659 |
5.242 |
4.235 |
|
| R2 |
4.844 |
4.844 |
4.160 |
|
| R1 |
4.427 |
4.427 |
4.086 |
4.636 |
| PP |
4.029 |
4.029 |
4.029 |
4.133 |
| S1 |
3.612 |
3.612 |
3.936 |
3.821 |
| S2 |
3.214 |
3.214 |
3.862 |
|
| S3 |
2.399 |
2.797 |
3.787 |
|
| S4 |
1.584 |
1.982 |
3.563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.445 |
3.630 |
0.815 |
18.8% |
0.377 |
8.7% |
85% |
False |
False |
52,562 |
| 10 |
4.445 |
3.491 |
0.954 |
22.1% |
0.294 |
6.8% |
87% |
False |
False |
44,147 |
| 20 |
4.516 |
3.491 |
1.025 |
23.7% |
0.220 |
5.1% |
81% |
False |
False |
31,951 |
| 40 |
5.133 |
3.491 |
1.642 |
38.0% |
0.209 |
4.8% |
51% |
False |
False |
22,616 |
| 60 |
5.155 |
3.491 |
1.664 |
38.5% |
0.187 |
4.3% |
50% |
False |
False |
16,489 |
| 80 |
5.515 |
3.491 |
2.024 |
46.8% |
0.194 |
4.5% |
41% |
False |
False |
13,435 |
| 100 |
5.523 |
3.491 |
2.032 |
47.0% |
0.190 |
4.4% |
41% |
False |
False |
11,307 |
| 120 |
5.523 |
3.491 |
2.032 |
47.0% |
0.179 |
4.1% |
41% |
False |
False |
9,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.288 |
|
2.618 |
5.573 |
|
1.618 |
5.135 |
|
1.000 |
4.864 |
|
0.618 |
4.697 |
|
HIGH |
4.426 |
|
0.618 |
4.259 |
|
0.500 |
4.207 |
|
0.382 |
4.155 |
|
LOW |
3.988 |
|
0.618 |
3.717 |
|
1.000 |
3.550 |
|
1.618 |
3.279 |
|
2.618 |
2.841 |
|
4.250 |
2.127 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.285 |
4.256 |
| PP |
4.246 |
4.187 |
| S1 |
4.207 |
4.119 |
|