NYMEX Natural Gas Future March 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 |
5.670 |
5.915 |
0.245 |
4.3% |
5.520 |
| High |
5.861 |
5.931 |
0.070 |
1.2% |
5.931 |
| Low |
5.655 |
5.779 |
0.124 |
2.2% |
5.390 |
| Close |
5.844 |
5.913 |
0.069 |
1.2% |
5.913 |
| Range |
0.206 |
0.152 |
-0.054 |
-26.2% |
0.541 |
| ATR |
0.197 |
0.194 |
-0.003 |
-1.6% |
0.000 |
| Volume |
6,521 |
4,944 |
-1,577 |
-24.2% |
23,565 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.330 |
6.274 |
5.997 |
|
| R3 |
6.178 |
6.122 |
5.955 |
|
| R2 |
6.026 |
6.026 |
5.941 |
|
| R1 |
5.970 |
5.970 |
5.927 |
5.922 |
| PP |
5.874 |
5.874 |
5.874 |
5.851 |
| S1 |
5.818 |
5.818 |
5.899 |
5.770 |
| S2 |
5.722 |
5.722 |
5.885 |
|
| S3 |
5.570 |
5.666 |
5.871 |
|
| S4 |
5.418 |
5.514 |
5.829 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.368 |
7.181 |
6.211 |
|
| R3 |
6.827 |
6.640 |
6.062 |
|
| R2 |
6.286 |
6.286 |
6.012 |
|
| R1 |
6.099 |
6.099 |
5.963 |
6.193 |
| PP |
5.745 |
5.745 |
5.745 |
5.791 |
| S1 |
5.558 |
5.558 |
5.863 |
5.652 |
| S2 |
5.204 |
5.204 |
5.814 |
|
| S3 |
4.663 |
5.017 |
5.764 |
|
| S4 |
4.122 |
4.476 |
5.615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.931 |
5.390 |
0.541 |
9.1% |
0.165 |
2.8% |
97% |
True |
False |
4,713 |
| 10 |
5.931 |
5.117 |
0.814 |
13.8% |
0.207 |
3.5% |
98% |
True |
False |
6,228 |
| 20 |
5.931 |
4.733 |
1.198 |
20.3% |
0.200 |
3.4% |
98% |
True |
False |
5,582 |
| 40 |
6.106 |
4.733 |
1.373 |
23.2% |
0.161 |
2.7% |
86% |
False |
False |
4,395 |
| 60 |
6.106 |
4.733 |
1.373 |
23.2% |
0.156 |
2.6% |
86% |
False |
False |
3,828 |
| 80 |
6.410 |
4.733 |
1.677 |
28.4% |
0.153 |
2.6% |
70% |
False |
False |
3,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.577 |
|
2.618 |
6.329 |
|
1.618 |
6.177 |
|
1.000 |
6.083 |
|
0.618 |
6.025 |
|
HIGH |
5.931 |
|
0.618 |
5.873 |
|
0.500 |
5.855 |
|
0.382 |
5.837 |
|
LOW |
5.779 |
|
0.618 |
5.685 |
|
1.000 |
5.627 |
|
1.618 |
5.533 |
|
2.618 |
5.381 |
|
4.250 |
5.133 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.894 |
5.856 |
| PP |
5.874 |
5.799 |
| S1 |
5.855 |
5.742 |
|