NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5.620 |
5.485 |
-0.135 |
-2.4% |
5.250 |
| High |
5.655 |
5.613 |
-0.042 |
-0.7% |
5.655 |
| Low |
5.418 |
5.445 |
0.027 |
0.5% |
5.209 |
| Close |
5.418 |
5.613 |
0.195 |
3.6% |
5.613 |
| Range |
0.237 |
0.168 |
-0.069 |
-29.1% |
0.446 |
| ATR |
0.168 |
0.170 |
0.002 |
1.1% |
0.000 |
| Volume |
1,983 |
2,776 |
793 |
40.0% |
8,725 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.061 |
6.005 |
5.705 |
|
| R3 |
5.893 |
5.837 |
5.659 |
|
| R2 |
5.725 |
5.725 |
5.644 |
|
| R1 |
5.669 |
5.669 |
5.628 |
5.697 |
| PP |
5.557 |
5.557 |
5.557 |
5.571 |
| S1 |
5.501 |
5.501 |
5.598 |
5.529 |
| S2 |
5.389 |
5.389 |
5.582 |
|
| S3 |
5.221 |
5.333 |
5.567 |
|
| S4 |
5.053 |
5.165 |
5.521 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.830 |
6.668 |
5.858 |
|
| R3 |
6.384 |
6.222 |
5.736 |
|
| R2 |
5.938 |
5.938 |
5.695 |
|
| R1 |
5.776 |
5.776 |
5.654 |
5.857 |
| PP |
5.492 |
5.492 |
5.492 |
5.533 |
| S1 |
5.330 |
5.330 |
5.572 |
5.411 |
| S2 |
5.046 |
5.046 |
5.531 |
|
| S3 |
4.600 |
4.884 |
5.490 |
|
| S4 |
4.154 |
4.438 |
5.368 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.327 |
|
2.618 |
6.053 |
|
1.618 |
5.885 |
|
1.000 |
5.781 |
|
0.618 |
5.717 |
|
HIGH |
5.613 |
|
0.618 |
5.549 |
|
0.500 |
5.529 |
|
0.382 |
5.509 |
|
LOW |
5.445 |
|
0.618 |
5.341 |
|
1.000 |
5.277 |
|
1.618 |
5.173 |
|
2.618 |
5.005 |
|
4.250 |
4.731 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.585 |
5.583 |
| PP |
5.557 |
5.553 |
| S1 |
5.529 |
5.523 |
|