NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4.320 |
4.329 |
0.009 |
0.2% |
4.776 |
High |
4.380 |
4.401 |
0.021 |
0.5% |
4.819 |
Low |
4.282 |
4.232 |
-0.050 |
-1.2% |
4.497 |
Close |
4.333 |
4.241 |
-0.092 |
-2.1% |
4.519 |
Range |
0.098 |
0.169 |
0.071 |
72.4% |
0.322 |
ATR |
0.176 |
0.176 |
-0.001 |
-0.3% |
0.000 |
Volume |
16,182 |
13,976 |
-2,206 |
-13.6% |
148,638 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.798 |
4.689 |
4.334 |
|
R3 |
4.629 |
4.520 |
4.287 |
|
R2 |
4.460 |
4.460 |
4.272 |
|
R1 |
4.351 |
4.351 |
4.256 |
4.321 |
PP |
4.291 |
4.291 |
4.291 |
4.277 |
S1 |
4.182 |
4.182 |
4.226 |
4.152 |
S2 |
4.122 |
4.122 |
4.210 |
|
S3 |
3.953 |
4.013 |
4.195 |
|
S4 |
3.784 |
3.844 |
4.148 |
|
|
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 |
4.598 |
4.232 |
0.366 |
8.6% |
0.131 |
3.1% |
2% |
False |
True |
21,746 |
10 |
4.871 |
4.232 |
0.639 |
15.1% |
0.142 |
3.3% |
1% |
False |
True |
23,291 |
20 |
5.133 |
4.232 |
0.901 |
21.2% |
0.181 |
4.3% |
1% |
False |
True |
15,742 |
40 |
5.133 |
4.232 |
0.901 |
21.2% |
0.170 |
4.0% |
1% |
False |
True |
10,266 |
60 |
5.515 |
4.232 |
1.283 |
30.3% |
0.183 |
4.3% |
1% |
False |
True |
8,207 |
80 |
5.523 |
4.232 |
1.291 |
30.4% |
0.185 |
4.4% |
1% |
False |
True |
6,986 |
100 |
5.523 |
4.232 |
1.291 |
30.4% |
0.169 |
4.0% |
1% |
False |
True |
5,812 |
120 |
5.523 |
4.232 |
1.291 |
30.4% |
0.167 |
3.9% |
1% |
False |
True |
5,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.119 |
2.618 |
4.843 |
1.618 |
4.674 |
1.000 |
4.570 |
0.618 |
4.505 |
HIGH |
4.401 |
0.618 |
4.336 |
0.500 |
4.317 |
0.382 |
4.297 |
LOW |
4.232 |
0.618 |
4.128 |
1.000 |
4.063 |
1.618 |
3.959 |
2.618 |
3.790 |
4.250 |
3.514 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4.317 |
4.347 |
PP |
4.291 |
4.311 |
S1 |
4.266 |
4.276 |
|