NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4.580 |
4.455 |
-0.125 |
-2.7% |
3.988 |
High |
4.650 |
4.591 |
-0.059 |
-1.3% |
4.820 |
Low |
4.411 |
4.389 |
-0.022 |
-0.5% |
3.988 |
Close |
4.422 |
4.520 |
0.098 |
2.2% |
4.655 |
Range |
0.239 |
0.202 |
-0.037 |
-15.5% |
0.832 |
ATR |
0.269 |
0.264 |
-0.005 |
-1.8% |
0.000 |
Volume |
64,813 |
52,011 |
-12,802 |
-19.8% |
500,856 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.106 |
5.015 |
4.631 |
|
R3 |
4.904 |
4.813 |
4.576 |
|
R2 |
4.702 |
4.702 |
4.557 |
|
R1 |
4.611 |
4.611 |
4.539 |
4.657 |
PP |
4.500 |
4.500 |
4.500 |
4.523 |
S1 |
4.409 |
4.409 |
4.501 |
4.455 |
S2 |
4.298 |
4.298 |
4.483 |
|
S3 |
4.096 |
4.207 |
4.464 |
|
S4 |
3.894 |
4.005 |
4.409 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.984 |
6.651 |
5.113 |
|
R3 |
6.152 |
5.819 |
4.884 |
|
R2 |
5.320 |
5.320 |
4.808 |
|
R1 |
4.987 |
4.987 |
4.731 |
5.154 |
PP |
4.488 |
4.488 |
4.488 |
4.571 |
S1 |
4.155 |
4.155 |
4.579 |
4.322 |
S2 |
3.656 |
3.656 |
4.502 |
|
S3 |
2.824 |
3.323 |
4.426 |
|
S4 |
1.992 |
2.491 |
4.197 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.820 |
4.285 |
0.535 |
11.8% |
0.316 |
7.0% |
44% |
False |
False |
91,294 |
10 |
4.820 |
3.792 |
1.028 |
22.7% |
0.339 |
7.5% |
71% |
False |
False |
76,924 |
20 |
4.820 |
3.491 |
1.329 |
29.4% |
0.267 |
5.9% |
77% |
False |
False |
53,908 |
40 |
5.133 |
3.491 |
1.642 |
36.3% |
0.226 |
5.0% |
63% |
False |
False |
35,558 |
60 |
5.133 |
3.491 |
1.642 |
36.3% |
0.203 |
4.5% |
63% |
False |
False |
25,397 |
80 |
5.515 |
3.491 |
2.024 |
44.8% |
0.200 |
4.4% |
51% |
False |
False |
20,042 |
100 |
5.523 |
3.491 |
2.032 |
45.0% |
0.202 |
4.5% |
51% |
False |
False |
16,728 |
120 |
5.523 |
3.491 |
2.032 |
45.0% |
0.186 |
4.1% |
51% |
False |
False |
14,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.450 |
2.618 |
5.120 |
1.618 |
4.918 |
1.000 |
4.793 |
0.618 |
4.716 |
HIGH |
4.591 |
0.618 |
4.514 |
0.500 |
4.490 |
0.382 |
4.466 |
LOW |
4.389 |
0.618 |
4.264 |
1.000 |
4.187 |
1.618 |
4.062 |
2.618 |
3.860 |
4.250 |
3.531 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4.510 |
4.543 |
PP |
4.500 |
4.535 |
S1 |
4.490 |
4.528 |
|