NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
4.991 |
5.325 |
0.334 |
6.7% |
4.825 |
| High |
5.330 |
5.458 |
0.128 |
2.4% |
5.458 |
| Low |
4.928 |
5.101 |
0.173 |
3.5% |
4.825 |
| Close |
5.300 |
5.130 |
-0.170 |
-3.2% |
5.130 |
| Range |
0.402 |
0.357 |
-0.045 |
-11.2% |
0.633 |
| ATR |
0.149 |
0.164 |
0.015 |
10.0% |
0.000 |
| Volume |
3,653 |
5,480 |
1,827 |
50.0% |
18,207 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.301 |
6.072 |
5.326 |
|
| R3 |
5.944 |
5.715 |
5.228 |
|
| R2 |
5.587 |
5.587 |
5.195 |
|
| R1 |
5.358 |
5.358 |
5.163 |
5.294 |
| PP |
5.230 |
5.230 |
5.230 |
5.198 |
| S1 |
5.001 |
5.001 |
5.097 |
4.937 |
| S2 |
4.873 |
4.873 |
5.065 |
|
| S3 |
4.516 |
4.644 |
5.032 |
|
| S4 |
4.159 |
4.287 |
4.934 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.037 |
6.716 |
5.478 |
|
| R3 |
6.404 |
6.083 |
5.304 |
|
| R2 |
5.771 |
5.771 |
5.246 |
|
| R1 |
5.450 |
5.450 |
5.188 |
5.611 |
| PP |
5.138 |
5.138 |
5.138 |
5.218 |
| S1 |
4.817 |
4.817 |
5.072 |
4.978 |
| S2 |
4.505 |
4.505 |
5.014 |
|
| S3 |
3.872 |
4.184 |
4.956 |
|
| S4 |
3.239 |
3.551 |
4.782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.458 |
4.775 |
0.683 |
13.3% |
0.242 |
4.7% |
52% |
True |
False |
4,445 |
| 10 |
5.458 |
4.775 |
0.683 |
13.3% |
0.188 |
3.7% |
52% |
True |
False |
4,022 |
| 20 |
5.574 |
4.775 |
0.799 |
15.6% |
0.137 |
2.7% |
44% |
False |
False |
3,089 |
| 40 |
5.886 |
4.775 |
1.111 |
21.7% |
0.136 |
2.7% |
32% |
False |
False |
2,662 |
| 60 |
6.118 |
4.775 |
1.343 |
26.2% |
0.130 |
2.5% |
26% |
False |
False |
2,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.975 |
|
2.618 |
6.393 |
|
1.618 |
6.036 |
|
1.000 |
5.815 |
|
0.618 |
5.679 |
|
HIGH |
5.458 |
|
0.618 |
5.322 |
|
0.500 |
5.280 |
|
0.382 |
5.237 |
|
LOW |
5.101 |
|
0.618 |
4.880 |
|
1.000 |
4.744 |
|
1.618 |
4.523 |
|
2.618 |
4.166 |
|
4.250 |
3.584 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.280 |
5.193 |
| PP |
5.230 |
5.172 |
| S1 |
5.180 |
5.151 |
|