NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5.667 |
5.890 |
0.223 |
3.9% |
5.520 |
| High |
5.869 |
5.958 |
0.089 |
1.5% |
5.958 |
| Low |
5.643 |
5.776 |
0.133 |
2.4% |
5.369 |
| Close |
5.850 |
5.924 |
0.074 |
1.3% |
5.924 |
| Range |
0.226 |
0.182 |
-0.044 |
-19.5% |
0.589 |
| ATR |
0.217 |
0.215 |
-0.003 |
-1.2% |
0.000 |
| Volume |
18,036 |
15,704 |
-2,332 |
-12.9% |
74,696 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.432 |
6.360 |
6.024 |
|
| R3 |
6.250 |
6.178 |
5.974 |
|
| R2 |
6.068 |
6.068 |
5.957 |
|
| R1 |
5.996 |
5.996 |
5.941 |
6.032 |
| PP |
5.886 |
5.886 |
5.886 |
5.904 |
| S1 |
5.814 |
5.814 |
5.907 |
5.850 |
| S2 |
5.704 |
5.704 |
5.891 |
|
| S3 |
5.522 |
5.632 |
5.874 |
|
| S4 |
5.340 |
5.450 |
5.824 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.517 |
7.310 |
6.248 |
|
| R3 |
6.928 |
6.721 |
6.086 |
|
| R2 |
6.339 |
6.339 |
6.032 |
|
| R1 |
6.132 |
6.132 |
5.978 |
6.236 |
| PP |
5.750 |
5.750 |
5.750 |
5.802 |
| S1 |
5.543 |
5.543 |
5.870 |
5.647 |
| S2 |
5.161 |
5.161 |
5.816 |
|
| S3 |
4.572 |
4.954 |
5.762 |
|
| S4 |
3.983 |
4.365 |
5.600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.958 |
5.369 |
0.589 |
9.9% |
0.197 |
3.3% |
94% |
True |
False |
14,939 |
| 10 |
5.958 |
5.048 |
0.910 |
15.4% |
0.239 |
4.0% |
96% |
True |
False |
17,268 |
| 20 |
5.958 |
4.677 |
1.281 |
21.6% |
0.225 |
3.8% |
97% |
True |
False |
16,066 |
| 40 |
6.127 |
4.677 |
1.450 |
24.5% |
0.188 |
3.2% |
86% |
False |
False |
12,358 |
| 60 |
6.127 |
4.677 |
1.450 |
24.5% |
0.176 |
3.0% |
86% |
False |
False |
10,474 |
| 80 |
6.462 |
4.677 |
1.785 |
30.1% |
0.173 |
2.9% |
70% |
False |
False |
9,159 |
| 100 |
6.462 |
4.677 |
1.785 |
30.1% |
0.178 |
3.0% |
70% |
False |
False |
8,409 |
| 120 |
6.462 |
4.677 |
1.785 |
30.1% |
0.169 |
2.9% |
70% |
False |
False |
7,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.732 |
|
2.618 |
6.434 |
|
1.618 |
6.252 |
|
1.000 |
6.140 |
|
0.618 |
6.070 |
|
HIGH |
5.958 |
|
0.618 |
5.888 |
|
0.500 |
5.867 |
|
0.382 |
5.846 |
|
LOW |
5.776 |
|
0.618 |
5.664 |
|
1.000 |
5.594 |
|
1.618 |
5.482 |
|
2.618 |
5.300 |
|
4.250 |
5.003 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.905 |
5.862 |
| PP |
5.886 |
5.799 |
| S1 |
5.867 |
5.737 |
|