NYMEX Natural Gas Future November 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.988 |
4.420 |
0.432 |
10.8% |
3.741 |
| High |
4.426 |
4.520 |
0.094 |
2.1% |
4.445 |
| Low |
3.988 |
4.283 |
0.295 |
7.4% |
3.630 |
| Close |
4.324 |
4.301 |
-0.023 |
-0.5% |
4.011 |
| Range |
0.438 |
0.237 |
-0.201 |
-45.9% |
0.815 |
| ATR |
0.246 |
0.245 |
-0.001 |
-0.3% |
0.000 |
| Volume |
65,009 |
96,199 |
31,190 |
48.0% |
197,802 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.079 |
4.927 |
4.431 |
|
| R3 |
4.842 |
4.690 |
4.366 |
|
| R2 |
4.605 |
4.605 |
4.344 |
|
| R1 |
4.453 |
4.453 |
4.323 |
4.411 |
| PP |
4.368 |
4.368 |
4.368 |
4.347 |
| S1 |
4.216 |
4.216 |
4.279 |
4.174 |
| S2 |
4.131 |
4.131 |
4.258 |
|
| S3 |
3.894 |
3.979 |
4.236 |
|
| S4 |
3.657 |
3.742 |
4.171 |
|
|
| 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 |
4.520 |
3.792 |
0.728 |
16.9% |
0.363 |
8.4% |
70% |
True |
False |
62,555 |
| 10 |
4.520 |
3.491 |
1.029 |
23.9% |
0.300 |
7.0% |
79% |
True |
False |
51,100 |
| 20 |
4.520 |
3.491 |
1.029 |
23.9% |
0.225 |
5.2% |
79% |
True |
False |
35,620 |
| 40 |
5.133 |
3.491 |
1.642 |
38.2% |
0.210 |
4.9% |
49% |
False |
False |
24,881 |
| 60 |
5.133 |
3.491 |
1.642 |
38.2% |
0.188 |
4.4% |
49% |
False |
False |
18,059 |
| 80 |
5.515 |
3.491 |
2.024 |
47.1% |
0.195 |
4.5% |
40% |
False |
False |
14,583 |
| 100 |
5.523 |
3.491 |
2.032 |
47.2% |
0.191 |
4.5% |
40% |
False |
False |
12,256 |
| 120 |
5.523 |
3.491 |
2.032 |
47.2% |
0.178 |
4.1% |
40% |
False |
False |
10,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.527 |
|
2.618 |
5.140 |
|
1.618 |
4.903 |
|
1.000 |
4.757 |
|
0.618 |
4.666 |
|
HIGH |
4.520 |
|
0.618 |
4.429 |
|
0.500 |
4.402 |
|
0.382 |
4.374 |
|
LOW |
4.283 |
|
0.618 |
4.137 |
|
1.000 |
4.046 |
|
1.618 |
3.900 |
|
2.618 |
3.663 |
|
4.250 |
3.276 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.402 |
4.283 |
| PP |
4.368 |
4.266 |
| S1 |
4.335 |
4.248 |
|