NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.042 |
5.030 |
-0.012 |
-0.2% |
5.286 |
High |
5.119 |
5.155 |
0.036 |
0.7% |
5.310 |
Low |
5.000 |
4.996 |
-0.004 |
-0.1% |
5.000 |
Close |
5.027 |
5.130 |
0.103 |
2.0% |
5.027 |
Range |
0.119 |
0.159 |
0.040 |
33.6% |
0.310 |
ATR |
0.162 |
0.162 |
0.000 |
-0.1% |
0.000 |
Volume |
12,606 |
9,278 |
-3,328 |
-26.4% |
45,684 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.571 |
5.509 |
5.217 |
|
R3 |
5.412 |
5.350 |
5.174 |
|
R2 |
5.253 |
5.253 |
5.159 |
|
R1 |
5.191 |
5.191 |
5.145 |
5.222 |
PP |
5.094 |
5.094 |
5.094 |
5.109 |
S1 |
5.032 |
5.032 |
5.115 |
5.063 |
S2 |
4.935 |
4.935 |
5.101 |
|
S3 |
4.776 |
4.873 |
5.086 |
|
S4 |
4.617 |
4.714 |
5.043 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.042 |
5.845 |
5.198 |
|
R3 |
5.732 |
5.535 |
5.112 |
|
R2 |
5.422 |
5.422 |
5.084 |
|
R1 |
5.225 |
5.225 |
5.055 |
5.169 |
PP |
5.112 |
5.112 |
5.112 |
5.084 |
S1 |
4.915 |
4.915 |
4.999 |
4.859 |
S2 |
4.802 |
4.802 |
4.970 |
|
S3 |
4.492 |
4.605 |
4.942 |
|
S4 |
4.182 |
4.295 |
4.857 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.234 |
4.996 |
0.238 |
4.6% |
0.127 |
2.5% |
56% |
False |
True |
9,166 |
10 |
5.530 |
4.996 |
0.534 |
10.4% |
0.131 |
2.6% |
25% |
False |
True |
9,417 |
20 |
5.860 |
4.996 |
0.864 |
16.8% |
0.173 |
3.4% |
16% |
False |
True |
8,057 |
40 |
5.860 |
4.942 |
0.918 |
17.9% |
0.164 |
3.2% |
20% |
False |
False |
6,098 |
60 |
6.170 |
4.942 |
1.228 |
23.9% |
0.176 |
3.4% |
15% |
False |
False |
5,404 |
80 |
6.170 |
4.942 |
1.228 |
23.9% |
0.183 |
3.6% |
15% |
False |
False |
4,854 |
100 |
6.170 |
4.942 |
1.228 |
23.9% |
0.168 |
3.3% |
15% |
False |
False |
4,323 |
120 |
6.170 |
4.942 |
1.228 |
23.9% |
0.169 |
3.3% |
15% |
False |
False |
3,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.831 |
2.618 |
5.571 |
1.618 |
5.412 |
1.000 |
5.314 |
0.618 |
5.253 |
HIGH |
5.155 |
0.618 |
5.094 |
0.500 |
5.076 |
0.382 |
5.057 |
LOW |
4.996 |
0.618 |
4.898 |
1.000 |
4.837 |
1.618 |
4.739 |
2.618 |
4.580 |
4.250 |
4.320 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.112 |
5.114 |
PP |
5.094 |
5.097 |
S1 |
5.076 |
5.081 |
|