NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 05-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4.250 |
4.235 |
-0.015 |
-0.4% |
4.040 |
High |
4.330 |
4.368 |
0.038 |
0.9% |
4.055 |
Low |
4.139 |
4.172 |
0.033 |
0.8% |
3.699 |
Close |
4.275 |
4.328 |
0.053 |
1.2% |
3.909 |
Range |
0.191 |
0.196 |
0.005 |
2.6% |
0.356 |
ATR |
0.230 |
0.228 |
-0.002 |
-1.1% |
0.000 |
Volume |
45,013 |
30,455 |
-14,558 |
-32.3% |
80,101 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.877 |
4.799 |
4.436 |
|
R3 |
4.681 |
4.603 |
4.382 |
|
R2 |
4.485 |
4.485 |
4.364 |
|
R1 |
4.407 |
4.407 |
4.346 |
4.446 |
PP |
4.289 |
4.289 |
4.289 |
4.309 |
S1 |
4.211 |
4.211 |
4.310 |
4.250 |
S2 |
4.093 |
4.093 |
4.292 |
|
S3 |
3.897 |
4.015 |
4.274 |
|
S4 |
3.701 |
3.819 |
4.220 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.956 |
4.788 |
4.105 |
|
R3 |
4.600 |
4.432 |
4.007 |
|
R2 |
4.244 |
4.244 |
3.974 |
|
R1 |
4.076 |
4.076 |
3.942 |
3.982 |
PP |
3.888 |
3.888 |
3.888 |
3.841 |
S1 |
3.720 |
3.720 |
3.876 |
3.626 |
S2 |
3.532 |
3.532 |
3.844 |
|
S3 |
3.176 |
3.364 |
3.811 |
|
S4 |
2.820 |
3.008 |
3.713 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.421 |
3.746 |
0.675 |
15.6% |
0.279 |
6.5% |
86% |
False |
False |
27,753 |
10 |
4.421 |
3.699 |
0.722 |
16.7% |
0.242 |
5.6% |
87% |
False |
False |
21,939 |
20 |
4.421 |
3.584 |
0.837 |
19.3% |
0.222 |
5.1% |
89% |
False |
False |
20,092 |
40 |
4.933 |
3.584 |
1.349 |
31.2% |
0.209 |
4.8% |
55% |
False |
False |
16,978 |
60 |
4.955 |
3.584 |
1.371 |
31.7% |
0.221 |
5.1% |
54% |
False |
False |
15,488 |
80 |
4.955 |
3.584 |
1.371 |
31.7% |
0.207 |
4.8% |
54% |
False |
False |
13,520 |
100 |
4.978 |
3.584 |
1.394 |
32.2% |
0.203 |
4.7% |
53% |
False |
False |
12,128 |
120 |
4.978 |
3.584 |
1.394 |
32.2% |
0.198 |
4.6% |
53% |
False |
False |
11,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.201 |
2.618 |
4.881 |
1.618 |
4.685 |
1.000 |
4.564 |
0.618 |
4.489 |
HIGH |
4.368 |
0.618 |
4.293 |
0.500 |
4.270 |
0.382 |
4.247 |
LOW |
4.172 |
0.618 |
4.051 |
1.000 |
3.976 |
1.618 |
3.855 |
2.618 |
3.659 |
4.250 |
3.339 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4.309 |
4.264 |
PP |
4.289 |
4.201 |
S1 |
4.270 |
4.137 |
|