NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.624 |
5.550 |
-0.074 |
-1.3% |
5.735 |
High |
5.658 |
5.561 |
-0.097 |
-1.7% |
5.790 |
Low |
5.571 |
5.439 |
-0.132 |
-2.4% |
5.571 |
Close |
5.584 |
5.477 |
-0.107 |
-1.9% |
5.584 |
Range |
0.087 |
0.122 |
0.035 |
40.2% |
0.219 |
ATR |
0.168 |
0.167 |
-0.002 |
-1.0% |
0.000 |
Volume |
10,929 |
10,820 |
-109 |
-1.0% |
40,995 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.858 |
5.790 |
5.544 |
|
R3 |
5.736 |
5.668 |
5.511 |
|
R2 |
5.614 |
5.614 |
5.499 |
|
R1 |
5.546 |
5.546 |
5.488 |
5.519 |
PP |
5.492 |
5.492 |
5.492 |
5.479 |
S1 |
5.424 |
5.424 |
5.466 |
5.397 |
S2 |
5.370 |
5.370 |
5.455 |
|
S3 |
5.248 |
5.302 |
5.443 |
|
S4 |
5.126 |
5.180 |
5.410 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.305 |
6.164 |
5.704 |
|
R3 |
6.086 |
5.945 |
5.644 |
|
R2 |
5.867 |
5.867 |
5.624 |
|
R1 |
5.726 |
5.726 |
5.604 |
5.687 |
PP |
5.648 |
5.648 |
5.648 |
5.629 |
S1 |
5.507 |
5.507 |
5.564 |
5.468 |
S2 |
5.429 |
5.429 |
5.544 |
|
S3 |
5.210 |
5.288 |
5.524 |
|
S4 |
4.991 |
5.069 |
5.464 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.785 |
5.439 |
0.346 |
6.3% |
0.122 |
2.2% |
11% |
False |
True |
9,273 |
10 |
6.034 |
5.439 |
0.595 |
10.9% |
0.143 |
2.6% |
6% |
False |
True |
9,014 |
20 |
6.127 |
5.377 |
0.750 |
13.7% |
0.172 |
3.1% |
13% |
False |
False |
7,972 |
40 |
6.127 |
5.240 |
0.887 |
16.2% |
0.153 |
2.8% |
27% |
False |
False |
6,926 |
60 |
6.462 |
5.240 |
1.222 |
22.3% |
0.170 |
3.1% |
19% |
False |
False |
6,403 |
80 |
6.462 |
5.240 |
1.222 |
22.3% |
0.168 |
3.1% |
19% |
False |
False |
6,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.080 |
2.618 |
5.880 |
1.618 |
5.758 |
1.000 |
5.683 |
0.618 |
5.636 |
HIGH |
5.561 |
0.618 |
5.514 |
0.500 |
5.500 |
0.382 |
5.486 |
LOW |
5.439 |
0.618 |
5.364 |
1.000 |
5.317 |
1.618 |
5.242 |
2.618 |
5.120 |
4.250 |
4.921 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.500 |
5.586 |
PP |
5.492 |
5.550 |
S1 |
5.485 |
5.513 |
|