NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
4.803 |
4.800 |
-0.003 |
-0.1% |
5.245 |
| High |
4.844 |
4.972 |
0.128 |
2.6% |
5.245 |
| Low |
4.677 |
4.759 |
0.082 |
1.8% |
4.677 |
| Close |
4.800 |
4.895 |
0.095 |
2.0% |
4.800 |
| Range |
0.167 |
0.213 |
0.046 |
27.5% |
0.568 |
| ATR |
0.151 |
0.156 |
0.004 |
2.9% |
0.000 |
| Volume |
16,707 |
18,987 |
2,280 |
13.6% |
66,130 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.514 |
5.418 |
5.012 |
|
| R3 |
5.301 |
5.205 |
4.954 |
|
| R2 |
5.088 |
5.088 |
4.934 |
|
| R1 |
4.992 |
4.992 |
4.915 |
5.040 |
| PP |
4.875 |
4.875 |
4.875 |
4.900 |
| S1 |
4.779 |
4.779 |
4.875 |
4.827 |
| S2 |
4.662 |
4.662 |
4.856 |
|
| S3 |
4.449 |
4.566 |
4.836 |
|
| S4 |
4.236 |
4.353 |
4.778 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.611 |
6.274 |
5.112 |
|
| R3 |
6.043 |
5.706 |
4.956 |
|
| R2 |
5.475 |
5.475 |
4.904 |
|
| R1 |
5.138 |
5.138 |
4.852 |
5.023 |
| PP |
4.907 |
4.907 |
4.907 |
4.850 |
| S1 |
4.570 |
4.570 |
4.748 |
4.455 |
| S2 |
4.339 |
4.339 |
4.696 |
|
| S3 |
3.771 |
4.002 |
4.644 |
|
| S4 |
3.203 |
3.434 |
4.488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.150 |
4.677 |
0.473 |
9.7% |
0.172 |
3.5% |
46% |
False |
False |
14,860 |
| 10 |
5.445 |
4.677 |
0.768 |
15.7% |
0.150 |
3.1% |
28% |
False |
False |
11,839 |
| 20 |
5.785 |
4.677 |
1.108 |
22.6% |
0.136 |
2.8% |
20% |
False |
False |
10,386 |
| 40 |
6.127 |
4.677 |
1.450 |
29.6% |
0.163 |
3.3% |
15% |
False |
False |
9,007 |
| 60 |
6.462 |
4.677 |
1.785 |
36.5% |
0.154 |
3.2% |
12% |
False |
False |
7,770 |
| 80 |
6.462 |
4.677 |
1.785 |
36.5% |
0.164 |
3.3% |
12% |
False |
False |
7,131 |
| 100 |
6.462 |
4.677 |
1.785 |
36.5% |
0.160 |
3.3% |
12% |
False |
False |
6,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.877 |
|
2.618 |
5.530 |
|
1.618 |
5.317 |
|
1.000 |
5.185 |
|
0.618 |
5.104 |
|
HIGH |
4.972 |
|
0.618 |
4.891 |
|
0.500 |
4.866 |
|
0.382 |
4.840 |
|
LOW |
4.759 |
|
0.618 |
4.627 |
|
1.000 |
4.546 |
|
1.618 |
4.414 |
|
2.618 |
4.201 |
|
4.250 |
3.854 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.885 |
4.882 |
| PP |
4.875 |
4.869 |
| S1 |
4.866 |
4.856 |
|