NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
4.933 |
4.960 |
0.027 |
0.5% |
5.245 |
| High |
5.023 |
5.275 |
0.252 |
5.0% |
5.245 |
| Low |
4.899 |
4.842 |
-0.057 |
-1.2% |
4.677 |
| Close |
4.909 |
5.237 |
0.328 |
6.7% |
4.800 |
| Range |
0.124 |
0.433 |
0.309 |
249.2% |
0.568 |
| ATR |
0.154 |
0.174 |
0.020 |
13.0% |
0.000 |
| Volume |
13,888 |
14,990 |
1,102 |
7.9% |
66,130 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.417 |
6.260 |
5.475 |
|
| R3 |
5.984 |
5.827 |
5.356 |
|
| R2 |
5.551 |
5.551 |
5.316 |
|
| R1 |
5.394 |
5.394 |
5.277 |
5.473 |
| PP |
5.118 |
5.118 |
5.118 |
5.157 |
| S1 |
4.961 |
4.961 |
5.197 |
5.040 |
| S2 |
4.685 |
4.685 |
5.158 |
|
| S3 |
4.252 |
4.528 |
5.118 |
|
| S4 |
3.819 |
4.095 |
4.999 |
|
|
| 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 |
5.275 |
4.677 |
0.598 |
11.4% |
0.233 |
4.4% |
94% |
True |
False |
16,328 |
| 10 |
5.374 |
4.677 |
0.697 |
13.3% |
0.187 |
3.6% |
80% |
False |
False |
13,190 |
| 20 |
5.733 |
4.677 |
1.056 |
20.2% |
0.151 |
2.9% |
53% |
False |
False |
11,121 |
| 40 |
6.127 |
4.677 |
1.450 |
27.7% |
0.169 |
3.2% |
39% |
False |
False |
9,397 |
| 60 |
6.379 |
4.677 |
1.702 |
32.5% |
0.157 |
3.0% |
33% |
False |
False |
8,003 |
| 80 |
6.462 |
4.677 |
1.785 |
34.1% |
0.167 |
3.2% |
31% |
False |
False |
7,396 |
| 100 |
6.462 |
4.677 |
1.785 |
34.1% |
0.164 |
3.1% |
31% |
False |
False |
6,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.115 |
|
2.618 |
6.409 |
|
1.618 |
5.976 |
|
1.000 |
5.708 |
|
0.618 |
5.543 |
|
HIGH |
5.275 |
|
0.618 |
5.110 |
|
0.500 |
5.059 |
|
0.382 |
5.007 |
|
LOW |
4.842 |
|
0.618 |
4.574 |
|
1.000 |
4.409 |
|
1.618 |
4.141 |
|
2.618 |
3.708 |
|
4.250 |
3.002 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.178 |
5.164 |
| PP |
5.118 |
5.090 |
| S1 |
5.059 |
5.017 |
|