NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.155 |
5.064 |
-0.091 |
-1.8% |
5.286 |
High |
5.164 |
5.108 |
-0.056 |
-1.1% |
5.310 |
Low |
5.044 |
5.030 |
-0.014 |
-0.3% |
5.000 |
Close |
5.092 |
5.101 |
0.009 |
0.2% |
5.027 |
Range |
0.120 |
0.078 |
-0.042 |
-35.0% |
0.310 |
ATR |
0.159 |
0.153 |
-0.006 |
-3.6% |
0.000 |
Volume |
6,608 |
6,998 |
390 |
5.9% |
45,684 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.314 |
5.285 |
5.144 |
|
R3 |
5.236 |
5.207 |
5.122 |
|
R2 |
5.158 |
5.158 |
5.115 |
|
R1 |
5.129 |
5.129 |
5.108 |
5.144 |
PP |
5.080 |
5.080 |
5.080 |
5.087 |
S1 |
5.051 |
5.051 |
5.094 |
5.066 |
S2 |
5.002 |
5.002 |
5.087 |
|
S3 |
4.924 |
4.973 |
5.080 |
|
S4 |
4.846 |
4.895 |
5.058 |
|
|
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 |
5.165 |
4.996 |
0.169 |
3.3% |
0.121 |
2.4% |
62% |
False |
False |
8,391 |
10 |
5.461 |
4.996 |
0.465 |
9.1% |
0.125 |
2.5% |
23% |
False |
False |
9,359 |
20 |
5.860 |
4.996 |
0.864 |
16.9% |
0.164 |
3.2% |
12% |
False |
False |
8,437 |
40 |
5.860 |
4.942 |
0.918 |
18.0% |
0.163 |
3.2% |
17% |
False |
False |
6,312 |
60 |
6.170 |
4.942 |
1.228 |
24.1% |
0.171 |
3.4% |
13% |
False |
False |
5,467 |
80 |
6.170 |
4.942 |
1.228 |
24.1% |
0.182 |
3.6% |
13% |
False |
False |
4,973 |
100 |
6.170 |
4.942 |
1.228 |
24.1% |
0.169 |
3.3% |
13% |
False |
False |
4,418 |
120 |
6.170 |
4.942 |
1.228 |
24.1% |
0.169 |
3.3% |
13% |
False |
False |
4,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.440 |
2.618 |
5.312 |
1.618 |
5.234 |
1.000 |
5.186 |
0.618 |
5.156 |
HIGH |
5.108 |
0.618 |
5.078 |
0.500 |
5.069 |
0.382 |
5.060 |
LOW |
5.030 |
0.618 |
4.982 |
1.000 |
4.952 |
1.618 |
4.904 |
2.618 |
4.826 |
4.250 |
4.699 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.090 |
5.094 |
PP |
5.080 |
5.087 |
S1 |
5.069 |
5.080 |
|