NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.735 |
5.751 |
0.016 |
0.3% |
5.601 |
High |
5.790 |
5.785 |
-0.005 |
-0.1% |
6.127 |
Low |
5.680 |
5.630 |
-0.050 |
-0.9% |
5.601 |
Close |
5.706 |
5.657 |
-0.049 |
-0.9% |
5.702 |
Range |
0.110 |
0.155 |
0.045 |
40.9% |
0.526 |
ATR |
0.185 |
0.183 |
-0.002 |
-1.2% |
0.000 |
Volume |
5,449 |
7,223 |
1,774 |
32.6% |
46,244 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.156 |
6.061 |
5.742 |
|
R3 |
6.001 |
5.906 |
5.700 |
|
R2 |
5.846 |
5.846 |
5.685 |
|
R1 |
5.751 |
5.751 |
5.671 |
5.721 |
PP |
5.691 |
5.691 |
5.691 |
5.676 |
S1 |
5.596 |
5.596 |
5.643 |
5.566 |
S2 |
5.536 |
5.536 |
5.629 |
|
S3 |
5.381 |
5.441 |
5.614 |
|
S4 |
5.226 |
5.286 |
5.572 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.388 |
7.071 |
5.991 |
|
R3 |
6.862 |
6.545 |
5.847 |
|
R2 |
6.336 |
6.336 |
5.798 |
|
R1 |
6.019 |
6.019 |
5.750 |
6.178 |
PP |
5.810 |
5.810 |
5.810 |
5.889 |
S1 |
5.493 |
5.493 |
5.654 |
5.652 |
S2 |
5.284 |
5.284 |
5.606 |
|
S3 |
4.758 |
4.967 |
5.557 |
|
S4 |
4.232 |
4.441 |
5.413 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.034 |
5.630 |
0.404 |
7.1% |
0.165 |
2.9% |
7% |
False |
True |
7,548 |
10 |
6.127 |
5.377 |
0.750 |
13.3% |
0.205 |
3.6% |
37% |
False |
False |
8,008 |
20 |
6.127 |
5.283 |
0.844 |
14.9% |
0.192 |
3.4% |
44% |
False |
False |
7,681 |
40 |
6.379 |
5.240 |
1.139 |
20.1% |
0.161 |
2.8% |
37% |
False |
False |
6,476 |
60 |
6.462 |
5.240 |
1.222 |
21.6% |
0.174 |
3.1% |
34% |
False |
False |
6,095 |
80 |
6.462 |
5.240 |
1.222 |
21.6% |
0.167 |
3.0% |
34% |
False |
False |
5,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.444 |
2.618 |
6.191 |
1.618 |
6.036 |
1.000 |
5.940 |
0.618 |
5.881 |
HIGH |
5.785 |
0.618 |
5.726 |
0.500 |
5.708 |
0.382 |
5.689 |
LOW |
5.630 |
0.618 |
5.534 |
1.000 |
5.475 |
1.618 |
5.379 |
2.618 |
5.224 |
4.250 |
4.971 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.708 |
5.736 |
PP |
5.691 |
5.710 |
S1 |
5.674 |
5.683 |
|