NYMEX Natural Gas Future December 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 |
5.433 |
5.350 |
-0.083 |
-1.5% |
5.485 |
High |
5.461 |
5.410 |
-0.051 |
-0.9% |
5.540 |
Low |
5.322 |
5.286 |
-0.036 |
-0.7% |
5.286 |
Close |
5.342 |
5.310 |
-0.032 |
-0.6% |
5.310 |
Range |
0.139 |
0.124 |
-0.015 |
-10.8% |
0.254 |
ATR |
0.183 |
0.179 |
-0.004 |
-2.3% |
0.000 |
Volume |
11,426 |
13,603 |
2,177 |
19.1% |
45,810 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.707 |
5.633 |
5.378 |
|
R3 |
5.583 |
5.509 |
5.344 |
|
R2 |
5.459 |
5.459 |
5.333 |
|
R1 |
5.385 |
5.385 |
5.321 |
5.360 |
PP |
5.335 |
5.335 |
5.335 |
5.323 |
S1 |
5.261 |
5.261 |
5.299 |
5.236 |
S2 |
5.211 |
5.211 |
5.287 |
|
S3 |
5.087 |
5.137 |
5.276 |
|
S4 |
4.963 |
5.013 |
5.242 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.141 |
5.979 |
5.450 |
|
R3 |
5.887 |
5.725 |
5.380 |
|
R2 |
5.633 |
5.633 |
5.357 |
|
R1 |
5.471 |
5.471 |
5.333 |
5.425 |
PP |
5.379 |
5.379 |
5.379 |
5.356 |
S1 |
5.217 |
5.217 |
5.287 |
5.171 |
S2 |
5.125 |
5.125 |
5.263 |
|
S3 |
4.871 |
4.963 |
5.240 |
|
S4 |
4.617 |
4.709 |
5.170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.540 |
5.286 |
0.254 |
4.8% |
0.126 |
2.4% |
9% |
False |
True |
9,162 |
10 |
5.860 |
5.286 |
0.574 |
10.8% |
0.193 |
3.6% |
4% |
False |
True |
8,815 |
20 |
5.860 |
5.093 |
0.767 |
14.4% |
0.184 |
3.5% |
28% |
False |
False |
6,577 |
40 |
5.860 |
4.942 |
0.918 |
17.3% |
0.168 |
3.2% |
40% |
False |
False |
5,321 |
60 |
6.170 |
4.942 |
1.228 |
23.1% |
0.184 |
3.5% |
30% |
False |
False |
4,849 |
80 |
6.170 |
4.942 |
1.228 |
23.1% |
0.181 |
3.4% |
30% |
False |
False |
4,361 |
100 |
6.170 |
4.942 |
1.228 |
23.1% |
0.172 |
3.2% |
30% |
False |
False |
3,942 |
120 |
6.170 |
4.942 |
1.228 |
23.1% |
0.172 |
3.2% |
30% |
False |
False |
3,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.937 |
2.618 |
5.735 |
1.618 |
5.611 |
1.000 |
5.534 |
0.618 |
5.487 |
HIGH |
5.410 |
0.618 |
5.363 |
0.500 |
5.348 |
0.382 |
5.333 |
LOW |
5.286 |
0.618 |
5.209 |
1.000 |
5.162 |
1.618 |
5.085 |
2.618 |
4.961 |
4.250 |
4.759 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.348 |
5.378 |
PP |
5.335 |
5.355 |
S1 |
5.323 |
5.333 |
|