NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5.475 |
5.410 |
-0.065 |
-1.2% |
5.064 |
| High |
5.475 |
5.631 |
0.156 |
2.8% |
5.493 |
| Low |
5.302 |
5.390 |
0.088 |
1.7% |
4.984 |
| Close |
5.318 |
5.605 |
0.287 |
5.4% |
5.192 |
| Range |
0.173 |
0.241 |
0.068 |
39.3% |
0.509 |
| ATR |
0.151 |
0.163 |
0.012 |
7.6% |
0.000 |
| Volume |
1,791 |
1,475 |
-316 |
-17.6% |
3,544 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.265 |
6.176 |
5.738 |
|
| R3 |
6.024 |
5.935 |
5.671 |
|
| R2 |
5.783 |
5.783 |
5.649 |
|
| R1 |
5.694 |
5.694 |
5.627 |
5.739 |
| PP |
5.542 |
5.542 |
5.542 |
5.564 |
| S1 |
5.453 |
5.453 |
5.583 |
5.498 |
| S2 |
5.301 |
5.301 |
5.561 |
|
| S3 |
5.060 |
5.212 |
5.539 |
|
| S4 |
4.819 |
4.971 |
5.472 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.750 |
6.480 |
5.472 |
|
| R3 |
6.241 |
5.971 |
5.332 |
|
| R2 |
5.732 |
5.732 |
5.285 |
|
| R1 |
5.462 |
5.462 |
5.239 |
5.597 |
| PP |
5.223 |
5.223 |
5.223 |
5.291 |
| S1 |
4.953 |
4.953 |
5.145 |
5.088 |
| S2 |
4.714 |
4.714 |
5.099 |
|
| S3 |
4.205 |
4.444 |
5.052 |
|
| S4 |
3.696 |
3.935 |
4.912 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.655 |
|
2.618 |
6.262 |
|
1.618 |
6.021 |
|
1.000 |
5.872 |
|
0.618 |
5.780 |
|
HIGH |
5.631 |
|
0.618 |
5.539 |
|
0.500 |
5.511 |
|
0.382 |
5.482 |
|
LOW |
5.390 |
|
0.618 |
5.241 |
|
1.000 |
5.149 |
|
1.618 |
5.000 |
|
2.618 |
4.759 |
|
4.250 |
4.366 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.574 |
5.543 |
| PP |
5.542 |
5.482 |
| S1 |
5.511 |
5.420 |
|