NYMEX Natural Gas Future December 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 |
5.286 |
5.223 |
-0.063 |
-1.2% |
5.485 |
High |
5.310 |
5.234 |
-0.076 |
-1.4% |
5.540 |
Low |
5.154 |
5.096 |
-0.058 |
-1.1% |
5.286 |
Close |
5.190 |
5.106 |
-0.084 |
-1.6% |
5.310 |
Range |
0.156 |
0.138 |
-0.018 |
-11.5% |
0.254 |
ATR |
0.177 |
0.175 |
-0.003 |
-1.6% |
0.000 |
Volume |
9,130 |
8,095 |
-1,035 |
-11.3% |
45,810 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.559 |
5.471 |
5.182 |
|
R3 |
5.421 |
5.333 |
5.144 |
|
R2 |
5.283 |
5.283 |
5.131 |
|
R1 |
5.195 |
5.195 |
5.119 |
5.170 |
PP |
5.145 |
5.145 |
5.145 |
5.133 |
S1 |
5.057 |
5.057 |
5.093 |
5.032 |
S2 |
5.007 |
5.007 |
5.081 |
|
S3 |
4.869 |
4.919 |
5.068 |
|
S4 |
4.731 |
4.781 |
5.030 |
|
|
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 |
5.470 |
5.096 |
0.374 |
7.3% |
0.130 |
2.6% |
3% |
False |
True |
9,853 |
10 |
5.799 |
5.096 |
0.703 |
13.8% |
0.154 |
3.0% |
1% |
False |
True |
8,576 |
20 |
5.860 |
5.093 |
0.767 |
15.0% |
0.183 |
3.6% |
2% |
False |
False |
7,046 |
40 |
5.860 |
4.942 |
0.918 |
18.0% |
0.165 |
3.2% |
18% |
False |
False |
5,588 |
60 |
6.170 |
4.942 |
1.228 |
24.1% |
0.185 |
3.6% |
13% |
False |
False |
4,994 |
80 |
6.170 |
4.942 |
1.228 |
24.1% |
0.182 |
3.6% |
13% |
False |
False |
4,500 |
100 |
6.170 |
4.942 |
1.228 |
24.1% |
0.169 |
3.3% |
13% |
False |
False |
4,042 |
120 |
6.170 |
4.942 |
1.228 |
24.1% |
0.172 |
3.4% |
13% |
False |
False |
3,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.821 |
2.618 |
5.595 |
1.618 |
5.457 |
1.000 |
5.372 |
0.618 |
5.319 |
HIGH |
5.234 |
0.618 |
5.181 |
0.500 |
5.165 |
0.382 |
5.149 |
LOW |
5.096 |
0.618 |
5.011 |
1.000 |
4.958 |
1.618 |
4.873 |
2.618 |
4.735 |
4.250 |
4.510 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.165 |
5.253 |
PP |
5.145 |
5.204 |
S1 |
5.126 |
5.155 |
|