NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5.350 |
5.530 |
0.180 |
3.4% |
4.825 |
| High |
5.579 |
5.635 |
0.056 |
1.0% |
5.458 |
| Low |
5.317 |
5.363 |
0.046 |
0.9% |
4.825 |
| Close |
5.553 |
5.368 |
-0.185 |
-3.3% |
5.130 |
| Range |
0.262 |
0.272 |
0.010 |
3.8% |
0.633 |
| ATR |
0.182 |
0.189 |
0.006 |
3.5% |
0.000 |
| Volume |
3,898 |
6,782 |
2,884 |
74.0% |
18,207 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.271 |
6.092 |
5.518 |
|
| R3 |
5.999 |
5.820 |
5.443 |
|
| R2 |
5.727 |
5.727 |
5.418 |
|
| R1 |
5.548 |
5.548 |
5.393 |
5.502 |
| PP |
5.455 |
5.455 |
5.455 |
5.432 |
| S1 |
5.276 |
5.276 |
5.343 |
5.230 |
| S2 |
5.183 |
5.183 |
5.318 |
|
| S3 |
4.911 |
5.004 |
5.293 |
|
| S4 |
4.639 |
4.732 |
5.218 |
|
|
| 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 |
5.635 |
5.101 |
0.534 |
9.9% |
0.269 |
5.0% |
50% |
True |
False |
5,816 |
| 10 |
5.635 |
4.775 |
0.860 |
16.0% |
0.242 |
4.5% |
69% |
True |
False |
5,130 |
| 20 |
5.635 |
4.775 |
0.860 |
16.0% |
0.172 |
3.2% |
69% |
True |
False |
3,791 |
| 40 |
5.886 |
4.775 |
1.111 |
20.7% |
0.147 |
2.7% |
53% |
False |
False |
3,017 |
| 60 |
5.902 |
4.775 |
1.127 |
21.0% |
0.137 |
2.6% |
53% |
False |
False |
2,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.791 |
|
2.618 |
6.347 |
|
1.618 |
6.075 |
|
1.000 |
5.907 |
|
0.618 |
5.803 |
|
HIGH |
5.635 |
|
0.618 |
5.531 |
|
0.500 |
5.499 |
|
0.382 |
5.467 |
|
LOW |
5.363 |
|
0.618 |
5.195 |
|
1.000 |
5.091 |
|
1.618 |
4.923 |
|
2.618 |
4.651 |
|
4.250 |
4.207 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.499 |
5.440 |
| PP |
5.455 |
5.416 |
| S1 |
5.412 |
5.392 |
|