NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5.520 |
5.470 |
-0.050 |
-0.9% |
5.190 |
| High |
5.548 |
5.540 |
-0.008 |
-0.1% |
5.657 |
| Low |
5.400 |
5.390 |
-0.010 |
-0.2% |
5.117 |
| Close |
5.412 |
5.512 |
0.100 |
1.8% |
5.578 |
| Range |
0.148 |
0.150 |
0.002 |
1.4% |
0.540 |
| ATR |
0.199 |
0.195 |
-0.003 |
-1.7% |
0.000 |
| Volume |
4,943 |
3,510 |
-1,433 |
-29.0% |
38,721 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.931 |
5.871 |
5.595 |
|
| R3 |
5.781 |
5.721 |
5.553 |
|
| R2 |
5.631 |
5.631 |
5.540 |
|
| R1 |
5.571 |
5.571 |
5.526 |
5.601 |
| PP |
5.481 |
5.481 |
5.481 |
5.496 |
| S1 |
5.421 |
5.421 |
5.498 |
5.451 |
| S2 |
5.331 |
5.331 |
5.485 |
|
| S3 |
5.181 |
5.271 |
5.471 |
|
| S4 |
5.031 |
5.121 |
5.430 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.071 |
6.864 |
5.875 |
|
| R3 |
6.531 |
6.324 |
5.727 |
|
| R2 |
5.991 |
5.991 |
5.677 |
|
| R1 |
5.784 |
5.784 |
5.628 |
5.888 |
| PP |
5.451 |
5.451 |
5.451 |
5.502 |
| S1 |
5.244 |
5.244 |
5.529 |
5.348 |
| S2 |
4.911 |
4.911 |
5.479 |
|
| S3 |
4.371 |
4.704 |
5.430 |
|
| S4 |
3.831 |
4.164 |
5.281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.657 |
5.317 |
0.340 |
6.2% |
0.215 |
3.9% |
57% |
False |
False |
6,364 |
| 10 |
5.657 |
4.910 |
0.747 |
13.6% |
0.243 |
4.4% |
81% |
False |
False |
6,573 |
| 20 |
5.657 |
4.733 |
0.924 |
16.8% |
0.189 |
3.4% |
84% |
False |
False |
5,418 |
| 40 |
6.106 |
4.733 |
1.373 |
24.9% |
0.161 |
2.9% |
57% |
False |
False |
4,167 |
| 60 |
6.106 |
4.733 |
1.373 |
24.9% |
0.152 |
2.8% |
57% |
False |
False |
3,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.178 |
|
2.618 |
5.933 |
|
1.618 |
5.783 |
|
1.000 |
5.690 |
|
0.618 |
5.633 |
|
HIGH |
5.540 |
|
0.618 |
5.483 |
|
0.500 |
5.465 |
|
0.382 |
5.447 |
|
LOW |
5.390 |
|
0.618 |
5.297 |
|
1.000 |
5.240 |
|
1.618 |
5.147 |
|
2.618 |
4.997 |
|
4.250 |
4.753 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.496 |
5.503 |
| PP |
5.481 |
5.493 |
| S1 |
5.465 |
5.484 |
|