NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.647 |
5.685 |
0.038 |
0.7% |
5.601 |
High |
5.723 |
5.733 |
0.010 |
0.2% |
6.127 |
Low |
5.613 |
5.598 |
-0.015 |
-0.3% |
5.601 |
Close |
5.662 |
5.616 |
-0.046 |
-0.8% |
5.702 |
Range |
0.110 |
0.135 |
0.025 |
22.7% |
0.526 |
ATR |
0.178 |
0.175 |
-0.003 |
-1.7% |
0.000 |
Volume |
6,949 |
10,445 |
3,496 |
50.3% |
46,244 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.054 |
5.970 |
5.690 |
|
R3 |
5.919 |
5.835 |
5.653 |
|
R2 |
5.784 |
5.784 |
5.641 |
|
R1 |
5.700 |
5.700 |
5.628 |
5.675 |
PP |
5.649 |
5.649 |
5.649 |
5.636 |
S1 |
5.565 |
5.565 |
5.604 |
5.540 |
S2 |
5.514 |
5.514 |
5.591 |
|
S3 |
5.379 |
5.430 |
5.579 |
|
S4 |
5.244 |
5.295 |
5.542 |
|
|
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 |
5.842 |
5.598 |
0.244 |
4.3% |
0.132 |
2.4% |
7% |
False |
True |
7,816 |
10 |
6.127 |
5.540 |
0.587 |
10.5% |
0.188 |
3.3% |
13% |
False |
False |
8,580 |
20 |
6.127 |
5.377 |
0.750 |
13.4% |
0.180 |
3.2% |
32% |
False |
False |
7,831 |
40 |
6.294 |
5.240 |
1.054 |
18.8% |
0.158 |
2.8% |
36% |
False |
False |
6,593 |
60 |
6.462 |
5.240 |
1.222 |
21.8% |
0.172 |
3.1% |
31% |
False |
False |
6,206 |
80 |
6.462 |
5.240 |
1.222 |
21.8% |
0.169 |
3.0% |
31% |
False |
False |
5,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.307 |
2.618 |
6.086 |
1.618 |
5.951 |
1.000 |
5.868 |
0.618 |
5.816 |
HIGH |
5.733 |
0.618 |
5.681 |
0.500 |
5.666 |
0.382 |
5.650 |
LOW |
5.598 |
0.618 |
5.515 |
1.000 |
5.463 |
1.618 |
5.380 |
2.618 |
5.245 |
4.250 |
5.024 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.666 |
5.692 |
PP |
5.649 |
5.666 |
S1 |
5.633 |
5.641 |
|