NYMEX Natural Gas Future November 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
4.550 |
4.715 |
0.165 |
3.6% |
3.988 |
| High |
4.770 |
4.919 |
0.149 |
3.1% |
4.820 |
| Low |
4.502 |
4.665 |
0.163 |
3.6% |
3.988 |
| Close |
4.754 |
4.896 |
0.142 |
3.0% |
4.655 |
| Range |
0.268 |
0.254 |
-0.014 |
-5.2% |
0.832 |
| ATR |
0.265 |
0.264 |
-0.001 |
-0.3% |
0.000 |
| Volume |
68,006 |
80,472 |
12,466 |
18.3% |
500,856 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.589 |
5.496 |
5.036 |
|
| R3 |
5.335 |
5.242 |
4.966 |
|
| R2 |
5.081 |
5.081 |
4.943 |
|
| R1 |
4.988 |
4.988 |
4.919 |
5.035 |
| PP |
4.827 |
4.827 |
4.827 |
4.850 |
| S1 |
4.734 |
4.734 |
4.873 |
4.781 |
| S2 |
4.573 |
4.573 |
4.849 |
|
| S3 |
4.319 |
4.480 |
4.826 |
|
| S4 |
4.065 |
4.226 |
4.756 |
|
|
| 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 |
4.919 |
4.389 |
0.530 |
10.8% |
0.251 |
5.1% |
96% |
True |
False |
74,982 |
| 10 |
4.919 |
3.976 |
0.943 |
19.3% |
0.325 |
6.6% |
98% |
True |
False |
82,894 |
| 20 |
4.919 |
3.491 |
1.428 |
29.2% |
0.282 |
5.8% |
98% |
True |
False |
59,677 |
| 40 |
5.133 |
3.491 |
1.642 |
33.5% |
0.229 |
4.7% |
86% |
False |
False |
39,009 |
| 60 |
5.133 |
3.491 |
1.642 |
33.5% |
0.207 |
4.2% |
86% |
False |
False |
27,777 |
| 80 |
5.515 |
3.491 |
2.024 |
41.3% |
0.201 |
4.1% |
69% |
False |
False |
21,814 |
| 100 |
5.523 |
3.491 |
2.032 |
41.5% |
0.203 |
4.2% |
69% |
False |
False |
18,162 |
| 120 |
5.523 |
3.491 |
2.032 |
41.5% |
0.189 |
3.9% |
69% |
False |
False |
15,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.999 |
|
2.618 |
5.584 |
|
1.618 |
5.330 |
|
1.000 |
5.173 |
|
0.618 |
5.076 |
|
HIGH |
4.919 |
|
0.618 |
4.822 |
|
0.500 |
4.792 |
|
0.382 |
4.762 |
|
LOW |
4.665 |
|
0.618 |
4.508 |
|
1.000 |
4.411 |
|
1.618 |
4.254 |
|
2.618 |
4.000 |
|
4.250 |
3.586 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.861 |
4.815 |
| PP |
4.827 |
4.735 |
| S1 |
4.792 |
4.654 |
|