NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4.670 |
4.593 |
-0.077 |
-1.6% |
4.776 |
High |
4.710 |
4.598 |
-0.112 |
-2.4% |
4.819 |
Low |
4.535 |
4.497 |
-0.038 |
-0.8% |
4.497 |
Close |
4.555 |
4.519 |
-0.036 |
-0.8% |
4.519 |
Range |
0.175 |
0.101 |
-0.074 |
-42.3% |
0.322 |
ATR |
0.195 |
0.188 |
-0.007 |
-3.4% |
0.000 |
Volume |
34,949 |
36,259 |
1,310 |
3.7% |
148,638 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.841 |
4.781 |
4.575 |
|
R3 |
4.740 |
4.680 |
4.547 |
|
R2 |
4.639 |
4.639 |
4.538 |
|
R1 |
4.579 |
4.579 |
4.528 |
4.559 |
PP |
4.538 |
4.538 |
4.538 |
4.528 |
S1 |
4.478 |
4.478 |
4.510 |
4.458 |
S2 |
4.437 |
4.437 |
4.500 |
|
S3 |
4.336 |
4.377 |
4.491 |
|
S4 |
4.235 |
4.276 |
4.463 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.578 |
5.370 |
4.696 |
|
R3 |
5.256 |
5.048 |
4.608 |
|
R2 |
4.934 |
4.934 |
4.578 |
|
R1 |
4.726 |
4.726 |
4.549 |
4.669 |
PP |
4.612 |
4.612 |
4.612 |
4.583 |
S1 |
4.404 |
4.404 |
4.489 |
4.347 |
S2 |
4.290 |
4.290 |
4.460 |
|
S3 |
3.968 |
4.082 |
4.430 |
|
S4 |
3.646 |
3.760 |
4.342 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.819 |
4.497 |
0.322 |
7.1% |
0.140 |
3.1% |
7% |
False |
True |
29,727 |
10 |
5.133 |
4.497 |
0.636 |
14.1% |
0.204 |
4.5% |
3% |
False |
True |
20,630 |
20 |
5.133 |
4.404 |
0.729 |
16.1% |
0.198 |
4.4% |
16% |
False |
False |
13,282 |
40 |
5.155 |
4.264 |
0.891 |
19.7% |
0.171 |
3.8% |
29% |
False |
False |
8,758 |
60 |
5.515 |
4.264 |
1.251 |
27.7% |
0.185 |
4.1% |
20% |
False |
False |
7,263 |
80 |
5.523 |
4.264 |
1.259 |
27.9% |
0.183 |
4.0% |
20% |
False |
False |
6,146 |
100 |
5.523 |
4.264 |
1.259 |
27.9% |
0.171 |
3.8% |
20% |
False |
False |
5,166 |
120 |
5.523 |
4.264 |
1.259 |
27.9% |
0.168 |
3.7% |
20% |
False |
False |
4,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.027 |
2.618 |
4.862 |
1.618 |
4.761 |
1.000 |
4.699 |
0.618 |
4.660 |
HIGH |
4.598 |
0.618 |
4.559 |
0.500 |
4.548 |
0.382 |
4.536 |
LOW |
4.497 |
0.618 |
4.435 |
1.000 |
4.396 |
1.618 |
4.334 |
2.618 |
4.233 |
4.250 |
4.068 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4.548 |
4.607 |
PP |
4.538 |
4.578 |
S1 |
4.529 |
4.548 |
|