NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5.088 |
5.063 |
-0.025 |
-0.5% |
5.290 |
| High |
5.156 |
5.374 |
0.218 |
4.2% |
5.295 |
| Low |
5.055 |
5.005 |
-0.050 |
-1.0% |
4.869 |
| Close |
5.054 |
5.355 |
0.301 |
6.0% |
4.947 |
| Range |
0.101 |
0.369 |
0.268 |
265.3% |
0.426 |
| ATR |
0.111 |
0.130 |
0.018 |
16.5% |
0.000 |
| Volume |
916 |
1,112 |
196 |
21.4% |
5,147 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.352 |
6.222 |
5.558 |
|
| R3 |
5.983 |
5.853 |
5.456 |
|
| R2 |
5.614 |
5.614 |
5.423 |
|
| R1 |
5.484 |
5.484 |
5.389 |
5.549 |
| PP |
5.245 |
5.245 |
5.245 |
5.277 |
| S1 |
5.115 |
5.115 |
5.321 |
5.180 |
| S2 |
4.876 |
4.876 |
5.287 |
|
| S3 |
4.507 |
4.746 |
5.254 |
|
| S4 |
4.138 |
4.377 |
5.152 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.315 |
6.057 |
5.181 |
|
| R3 |
5.889 |
5.631 |
5.064 |
|
| R2 |
5.463 |
5.463 |
5.025 |
|
| R1 |
5.205 |
5.205 |
4.986 |
5.121 |
| PP |
5.037 |
5.037 |
5.037 |
4.995 |
| S1 |
4.779 |
4.779 |
4.908 |
4.695 |
| S2 |
4.611 |
4.611 |
4.869 |
|
| S3 |
4.185 |
4.353 |
4.830 |
|
| S4 |
3.759 |
3.927 |
4.713 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.942 |
|
2.618 |
6.340 |
|
1.618 |
5.971 |
|
1.000 |
5.743 |
|
0.618 |
5.602 |
|
HIGH |
5.374 |
|
0.618 |
5.233 |
|
0.500 |
5.190 |
|
0.382 |
5.146 |
|
LOW |
5.005 |
|
0.618 |
4.777 |
|
1.000 |
4.636 |
|
1.618 |
4.408 |
|
2.618 |
4.039 |
|
4.250 |
3.437 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.300 |
5.296 |
| PP |
5.245 |
5.238 |
| S1 |
5.190 |
5.179 |
|