NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4.451 |
4.441 |
-0.010 |
-0.2% |
4.776 |
High |
4.516 |
4.461 |
-0.055 |
-1.2% |
4.819 |
Low |
4.369 |
4.319 |
-0.050 |
-1.1% |
4.497 |
Close |
4.412 |
4.326 |
-0.086 |
-1.9% |
4.519 |
Range |
0.147 |
0.142 |
-0.005 |
-3.4% |
0.322 |
ATR |
0.185 |
0.182 |
-0.003 |
-1.7% |
0.000 |
Volume |
22,819 |
19,494 |
-3,325 |
-14.6% |
148,638 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.795 |
4.702 |
4.404 |
|
R3 |
4.653 |
4.560 |
4.365 |
|
R2 |
4.511 |
4.511 |
4.352 |
|
R1 |
4.418 |
4.418 |
4.339 |
4.394 |
PP |
4.369 |
4.369 |
4.369 |
4.356 |
S1 |
4.276 |
4.276 |
4.313 |
4.252 |
S2 |
4.227 |
4.227 |
4.300 |
|
S3 |
4.085 |
4.134 |
4.287 |
|
S4 |
3.943 |
3.992 |
4.248 |
|
|
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 |
4.717 |
4.319 |
0.398 |
9.2% |
0.138 |
3.2% |
2% |
False |
True |
28,177 |
10 |
5.096 |
4.319 |
0.777 |
18.0% |
0.165 |
3.8% |
1% |
False |
True |
22,491 |
20 |
5.133 |
4.319 |
0.814 |
18.8% |
0.194 |
4.5% |
1% |
False |
True |
14,842 |
40 |
5.133 |
4.264 |
0.869 |
20.1% |
0.170 |
3.9% |
7% |
False |
False |
9,681 |
60 |
5.515 |
4.264 |
1.251 |
28.9% |
0.186 |
4.3% |
5% |
False |
False |
7,861 |
80 |
5.523 |
4.264 |
1.259 |
29.1% |
0.184 |
4.3% |
5% |
False |
False |
6,647 |
100 |
5.523 |
4.264 |
1.259 |
29.1% |
0.168 |
3.9% |
5% |
False |
False |
5,543 |
120 |
5.523 |
4.264 |
1.259 |
29.1% |
0.167 |
3.9% |
5% |
False |
False |
4,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.065 |
2.618 |
4.833 |
1.618 |
4.691 |
1.000 |
4.603 |
0.618 |
4.549 |
HIGH |
4.461 |
0.618 |
4.407 |
0.500 |
4.390 |
0.382 |
4.373 |
LOW |
4.319 |
0.618 |
4.231 |
1.000 |
4.177 |
1.618 |
4.089 |
2.618 |
3.947 |
4.250 |
3.716 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4.390 |
4.459 |
PP |
4.369 |
4.414 |
S1 |
4.347 |
4.370 |
|