NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4.593 |
4.451 |
-0.142 |
-3.1% |
4.776 |
High |
4.598 |
4.516 |
-0.082 |
-1.8% |
4.819 |
Low |
4.497 |
4.369 |
-0.128 |
-2.8% |
4.497 |
Close |
4.519 |
4.412 |
-0.107 |
-2.4% |
4.519 |
Range |
0.101 |
0.147 |
0.046 |
45.5% |
0.322 |
ATR |
0.188 |
0.185 |
-0.003 |
-1.4% |
0.000 |
Volume |
36,259 |
22,819 |
-13,440 |
-37.1% |
148,638 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.873 |
4.790 |
4.493 |
|
R3 |
4.726 |
4.643 |
4.452 |
|
R2 |
4.579 |
4.579 |
4.439 |
|
R1 |
4.496 |
4.496 |
4.425 |
4.464 |
PP |
4.432 |
4.432 |
4.432 |
4.417 |
S1 |
4.349 |
4.349 |
4.399 |
4.317 |
S2 |
4.285 |
4.285 |
4.385 |
|
S3 |
4.138 |
4.202 |
4.372 |
|
S4 |
3.991 |
4.055 |
4.331 |
|
|
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 |
4.815 |
4.369 |
0.446 |
10.1% |
0.146 |
3.3% |
10% |
False |
True |
30,003 |
10 |
5.096 |
4.369 |
0.727 |
16.5% |
0.168 |
3.8% |
6% |
False |
True |
22,099 |
20 |
5.133 |
4.369 |
0.764 |
17.3% |
0.195 |
4.4% |
6% |
False |
True |
14,143 |
40 |
5.133 |
4.264 |
0.869 |
19.7% |
0.170 |
3.8% |
17% |
False |
False |
9,279 |
60 |
5.515 |
4.264 |
1.251 |
28.4% |
0.186 |
4.2% |
12% |
False |
False |
7,571 |
80 |
5.523 |
4.264 |
1.259 |
28.5% |
0.183 |
4.2% |
12% |
False |
False |
6,415 |
100 |
5.523 |
4.264 |
1.259 |
28.5% |
0.169 |
3.8% |
12% |
False |
False |
5,369 |
120 |
5.523 |
4.264 |
1.259 |
28.5% |
0.168 |
3.8% |
12% |
False |
False |
4,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.141 |
2.618 |
4.901 |
1.618 |
4.754 |
1.000 |
4.663 |
0.618 |
4.607 |
HIGH |
4.516 |
0.618 |
4.460 |
0.500 |
4.443 |
0.382 |
4.425 |
LOW |
4.369 |
0.618 |
4.278 |
1.000 |
4.222 |
1.618 |
4.131 |
2.618 |
3.984 |
4.250 |
3.744 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4.443 |
4.540 |
PP |
4.432 |
4.497 |
S1 |
4.422 |
4.455 |
|