NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5.176 |
5.423 |
0.247 |
4.8% |
4.825 |
| High |
5.390 |
5.424 |
0.034 |
0.6% |
5.458 |
| Low |
5.117 |
5.244 |
0.127 |
2.5% |
4.825 |
| Close |
5.314 |
5.261 |
-0.053 |
-1.0% |
5.130 |
| Range |
0.273 |
0.180 |
-0.093 |
-34.1% |
0.633 |
| ATR |
0.171 |
0.172 |
0.001 |
0.4% |
0.000 |
| Volume |
6,521 |
6,400 |
-121 |
-1.9% |
18,207 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.850 |
5.735 |
5.360 |
|
| R3 |
5.670 |
5.555 |
5.311 |
|
| R2 |
5.490 |
5.490 |
5.294 |
|
| R1 |
5.375 |
5.375 |
5.278 |
5.343 |
| PP |
5.310 |
5.310 |
5.310 |
5.293 |
| S1 |
5.195 |
5.195 |
5.245 |
5.163 |
| S2 |
5.130 |
5.130 |
5.228 |
|
| S3 |
4.950 |
5.015 |
5.212 |
|
| S4 |
4.770 |
4.835 |
5.162 |
|
|
| 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 |
4.928 |
0.530 |
10.1% |
0.267 |
5.1% |
63% |
False |
False |
5,094 |
| 10 |
5.458 |
4.775 |
0.683 |
13.0% |
0.211 |
4.0% |
71% |
False |
False |
4,739 |
| 20 |
5.471 |
4.775 |
0.696 |
13.2% |
0.154 |
2.9% |
70% |
False |
False |
3,462 |
| 40 |
5.886 |
4.775 |
1.111 |
21.1% |
0.140 |
2.7% |
44% |
False |
False |
2,840 |
| 60 |
5.902 |
4.775 |
1.127 |
21.4% |
0.131 |
2.5% |
43% |
False |
False |
2,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.189 |
|
2.618 |
5.895 |
|
1.618 |
5.715 |
|
1.000 |
5.604 |
|
0.618 |
5.535 |
|
HIGH |
5.424 |
|
0.618 |
5.355 |
|
0.500 |
5.334 |
|
0.382 |
5.313 |
|
LOW |
5.244 |
|
0.618 |
5.133 |
|
1.000 |
5.064 |
|
1.618 |
4.953 |
|
2.618 |
4.773 |
|
4.250 |
4.479 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.334 |
5.280 |
| PP |
5.310 |
5.273 |
| S1 |
5.285 |
5.267 |
|