NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 12-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.751 |
5.647 |
-0.104 |
-1.8% |
5.601 |
High |
5.785 |
5.723 |
-0.062 |
-1.1% |
6.127 |
Low |
5.630 |
5.613 |
-0.017 |
-0.3% |
5.601 |
Close |
5.657 |
5.662 |
0.005 |
0.1% |
5.702 |
Range |
0.155 |
0.110 |
-0.045 |
-29.0% |
0.526 |
ATR |
0.183 |
0.178 |
-0.005 |
-2.8% |
0.000 |
Volume |
7,223 |
6,949 |
-274 |
-3.8% |
46,244 |
|
Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.996 |
5.939 |
5.723 |
|
R3 |
5.886 |
5.829 |
5.692 |
|
R2 |
5.776 |
5.776 |
5.682 |
|
R1 |
5.719 |
5.719 |
5.672 |
5.748 |
PP |
5.666 |
5.666 |
5.666 |
5.680 |
S1 |
5.609 |
5.609 |
5.652 |
5.638 |
S2 |
5.556 |
5.556 |
5.642 |
|
S3 |
5.446 |
5.499 |
5.632 |
|
S4 |
5.336 |
5.389 |
5.602 |
|
|
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 |
5.613 |
0.421 |
7.4% |
0.165 |
2.9% |
12% |
False |
True |
7,113 |
10 |
6.127 |
5.445 |
0.682 |
12.0% |
0.198 |
3.5% |
32% |
False |
False |
8,203 |
20 |
6.127 |
5.302 |
0.825 |
14.6% |
0.188 |
3.3% |
44% |
False |
False |
7,673 |
40 |
6.379 |
5.240 |
1.139 |
20.1% |
0.160 |
2.8% |
37% |
False |
False |
6,445 |
60 |
6.462 |
5.240 |
1.222 |
21.6% |
0.172 |
3.0% |
35% |
False |
False |
6,154 |
80 |
6.462 |
5.240 |
1.222 |
21.6% |
0.167 |
3.0% |
35% |
False |
False |
5,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.191 |
2.618 |
6.011 |
1.618 |
5.901 |
1.000 |
5.833 |
0.618 |
5.791 |
HIGH |
5.723 |
0.618 |
5.681 |
0.500 |
5.668 |
0.382 |
5.655 |
LOW |
5.613 |
0.618 |
5.545 |
1.000 |
5.503 |
1.618 |
5.435 |
2.618 |
5.325 |
4.250 |
5.146 |
|
|
Fisher Pivots for day following 12-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.668 |
5.702 |
PP |
5.666 |
5.688 |
S1 |
5.664 |
5.675 |
|