NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.325 |
5.176 |
-0.149 |
-2.8% |
4.825 |
High |
5.458 |
5.390 |
-0.068 |
-1.2% |
5.458 |
Low |
5.101 |
5.117 |
0.016 |
0.3% |
4.825 |
Close |
5.130 |
5.314 |
0.184 |
3.6% |
5.130 |
Range |
0.357 |
0.273 |
-0.084 |
-23.5% |
0.633 |
ATR |
0.164 |
0.171 |
0.008 |
4.8% |
0.000 |
Volume |
5,480 |
6,521 |
1,041 |
19.0% |
18,207 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.093 |
5.976 |
5.464 |
|
R3 |
5.820 |
5.703 |
5.389 |
|
R2 |
5.547 |
5.547 |
5.364 |
|
R1 |
5.430 |
5.430 |
5.339 |
5.489 |
PP |
5.274 |
5.274 |
5.274 |
5.303 |
S1 |
5.157 |
5.157 |
5.289 |
5.216 |
S2 |
5.001 |
5.001 |
5.264 |
|
S3 |
4.728 |
4.884 |
5.239 |
|
S4 |
4.455 |
4.611 |
5.164 |
|
|
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 |
4.825 |
0.633 |
11.9% |
0.269 |
5.1% |
77% |
False |
False |
4,945 |
10 |
5.458 |
4.775 |
0.683 |
12.9% |
0.201 |
3.8% |
79% |
False |
False |
4,376 |
20 |
5.486 |
4.775 |
0.711 |
13.4% |
0.148 |
2.8% |
76% |
False |
False |
3,275 |
40 |
5.886 |
4.775 |
1.111 |
20.9% |
0.139 |
2.6% |
49% |
False |
False |
2,751 |
60 |
5.946 |
4.775 |
1.171 |
22.0% |
0.131 |
2.5% |
46% |
False |
False |
2,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.550 |
2.618 |
6.105 |
1.618 |
5.832 |
1.000 |
5.663 |
0.618 |
5.559 |
HIGH |
5.390 |
0.618 |
5.286 |
0.500 |
5.254 |
0.382 |
5.221 |
LOW |
5.117 |
0.618 |
4.948 |
1.000 |
4.844 |
1.618 |
4.675 |
2.618 |
4.402 |
4.250 |
3.957 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.294 |
5.274 |
PP |
5.274 |
5.233 |
S1 |
5.254 |
5.193 |
|