NYMEX Natural Gas Future November 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 |
4.950 |
4.978 |
0.028 |
0.6% |
4.700 |
High |
5.048 |
5.096 |
0.048 |
1.0% |
4.744 |
Low |
4.877 |
4.922 |
0.045 |
0.9% |
4.404 |
Close |
5.005 |
5.057 |
0.052 |
1.0% |
4.656 |
Range |
0.171 |
0.174 |
0.003 |
1.8% |
0.340 |
ATR |
0.208 |
0.206 |
-0.002 |
-1.2% |
0.000 |
Volume |
15,577 |
13,677 |
-1,900 |
-12.2% |
29,381 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.547 |
5.476 |
5.153 |
|
R3 |
5.373 |
5.302 |
5.105 |
|
R2 |
5.199 |
5.199 |
5.089 |
|
R1 |
5.128 |
5.128 |
5.073 |
5.164 |
PP |
5.025 |
5.025 |
5.025 |
5.043 |
S1 |
4.954 |
4.954 |
5.041 |
4.990 |
S2 |
4.851 |
4.851 |
5.025 |
|
S3 |
4.677 |
4.780 |
5.009 |
|
S4 |
4.503 |
4.606 |
4.961 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.621 |
5.479 |
4.843 |
|
R3 |
5.281 |
5.139 |
4.750 |
|
R2 |
4.941 |
4.941 |
4.718 |
|
R1 |
4.799 |
4.799 |
4.687 |
4.700 |
PP |
4.601 |
4.601 |
4.601 |
4.552 |
S1 |
4.459 |
4.459 |
4.625 |
4.360 |
S2 |
4.261 |
4.261 |
4.594 |
|
S3 |
3.921 |
4.119 |
4.563 |
|
S4 |
3.581 |
3.779 |
4.469 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.133 |
4.461 |
0.672 |
13.3% |
0.249 |
4.9% |
89% |
False |
False |
10,254 |
10 |
5.133 |
4.404 |
0.729 |
14.4% |
0.217 |
4.3% |
90% |
False |
False |
8,008 |
20 |
5.133 |
4.264 |
0.869 |
17.2% |
0.194 |
3.8% |
91% |
False |
False |
6,816 |
40 |
5.515 |
4.264 |
1.251 |
24.7% |
0.181 |
3.6% |
63% |
False |
False |
5,478 |
60 |
5.523 |
4.264 |
1.259 |
24.9% |
0.189 |
3.7% |
63% |
False |
False |
4,836 |
80 |
5.523 |
4.264 |
1.259 |
24.9% |
0.177 |
3.5% |
63% |
False |
False |
4,136 |
100 |
5.523 |
4.264 |
1.259 |
24.9% |
0.170 |
3.4% |
63% |
False |
False |
3,556 |
120 |
5.550 |
4.264 |
1.286 |
25.4% |
0.166 |
3.3% |
62% |
False |
False |
3,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.836 |
2.618 |
5.552 |
1.618 |
5.378 |
1.000 |
5.270 |
0.618 |
5.204 |
HIGH |
5.096 |
0.618 |
5.030 |
0.500 |
5.009 |
0.382 |
4.988 |
LOW |
4.922 |
0.618 |
4.814 |
1.000 |
4.748 |
1.618 |
4.640 |
2.618 |
4.466 |
4.250 |
4.183 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.041 |
4.997 |
PP |
5.025 |
4.938 |
S1 |
5.009 |
4.878 |
|