NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5.430 |
5.350 |
-0.080 |
-1.5% |
4.850 |
| High |
5.430 |
5.590 |
0.160 |
2.9% |
5.443 |
| Low |
5.240 |
5.317 |
0.077 |
1.5% |
4.810 |
| Close |
5.253 |
5.571 |
0.318 |
6.1% |
5.126 |
| Range |
0.190 |
0.273 |
0.083 |
43.7% |
0.633 |
| ATR |
0.181 |
0.192 |
0.011 |
6.2% |
0.000 |
| Volume |
7,148 |
5,924 |
-1,224 |
-17.1% |
22,845 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.312 |
6.214 |
5.721 |
|
| R3 |
6.039 |
5.941 |
5.646 |
|
| R2 |
5.766 |
5.766 |
5.621 |
|
| R1 |
5.668 |
5.668 |
5.596 |
5.717 |
| PP |
5.493 |
5.493 |
5.493 |
5.517 |
| S1 |
5.395 |
5.395 |
5.546 |
5.444 |
| S2 |
5.220 |
5.220 |
5.521 |
|
| S3 |
4.947 |
5.122 |
5.496 |
|
| S4 |
4.674 |
4.849 |
5.421 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.025 |
6.709 |
5.474 |
|
| R3 |
6.392 |
6.076 |
5.300 |
|
| R2 |
5.759 |
5.759 |
5.242 |
|
| R1 |
5.443 |
5.443 |
5.184 |
5.601 |
| PP |
5.126 |
5.126 |
5.126 |
5.206 |
| S1 |
4.810 |
4.810 |
5.068 |
4.968 |
| S2 |
4.493 |
4.493 |
5.010 |
|
| S3 |
3.860 |
4.177 |
4.952 |
|
| S4 |
3.227 |
3.544 |
4.778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.590 |
4.910 |
0.680 |
12.2% |
0.301 |
5.4% |
97% |
True |
False |
7,142 |
| 10 |
5.590 |
4.733 |
0.857 |
15.4% |
0.231 |
4.1% |
98% |
True |
False |
5,952 |
| 20 |
5.590 |
4.733 |
0.857 |
15.4% |
0.169 |
3.0% |
98% |
True |
False |
4,800 |
| 40 |
6.106 |
4.733 |
1.373 |
24.6% |
0.157 |
2.8% |
61% |
False |
False |
3,865 |
| 60 |
6.106 |
4.733 |
1.373 |
24.6% |
0.146 |
2.6% |
61% |
False |
False |
3,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.750 |
|
2.618 |
6.305 |
|
1.618 |
6.032 |
|
1.000 |
5.863 |
|
0.618 |
5.759 |
|
HIGH |
5.590 |
|
0.618 |
5.486 |
|
0.500 |
5.454 |
|
0.382 |
5.421 |
|
LOW |
5.317 |
|
0.618 |
5.148 |
|
1.000 |
5.044 |
|
1.618 |
4.875 |
|
2.618 |
4.602 |
|
4.250 |
4.157 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.532 |
5.499 |
| PP |
5.493 |
5.426 |
| S1 |
5.454 |
5.354 |
|