NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.550 |
5.516 |
-0.034 |
-0.6% |
5.735 |
High |
5.561 |
5.516 |
-0.045 |
-0.8% |
5.790 |
Low |
5.439 |
5.385 |
-0.054 |
-1.0% |
5.571 |
Close |
5.477 |
5.395 |
-0.082 |
-1.5% |
5.584 |
Range |
0.122 |
0.131 |
0.009 |
7.4% |
0.219 |
ATR |
0.167 |
0.164 |
-0.003 |
-1.5% |
0.000 |
Volume |
10,820 |
9,082 |
-1,738 |
-16.1% |
40,995 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.825 |
5.741 |
5.467 |
|
R3 |
5.694 |
5.610 |
5.431 |
|
R2 |
5.563 |
5.563 |
5.419 |
|
R1 |
5.479 |
5.479 |
5.407 |
5.456 |
PP |
5.432 |
5.432 |
5.432 |
5.420 |
S1 |
5.348 |
5.348 |
5.383 |
5.325 |
S2 |
5.301 |
5.301 |
5.371 |
|
S3 |
5.170 |
5.217 |
5.359 |
|
S4 |
5.039 |
5.086 |
5.323 |
|
|
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 |
5.733 |
5.385 |
0.348 |
6.5% |
0.117 |
2.2% |
3% |
False |
True |
9,645 |
10 |
6.034 |
5.385 |
0.649 |
12.0% |
0.141 |
2.6% |
2% |
False |
True |
8,596 |
20 |
6.127 |
5.377 |
0.750 |
13.9% |
0.173 |
3.2% |
2% |
False |
False |
8,029 |
40 |
6.127 |
5.240 |
0.887 |
16.4% |
0.153 |
2.8% |
17% |
False |
False |
7,028 |
60 |
6.462 |
5.240 |
1.222 |
22.7% |
0.169 |
3.1% |
13% |
False |
False |
6,515 |
80 |
6.462 |
5.240 |
1.222 |
22.7% |
0.168 |
3.1% |
13% |
False |
False |
6,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.073 |
2.618 |
5.859 |
1.618 |
5.728 |
1.000 |
5.647 |
0.618 |
5.597 |
HIGH |
5.516 |
0.618 |
5.466 |
0.500 |
5.451 |
0.382 |
5.435 |
LOW |
5.385 |
0.618 |
5.304 |
1.000 |
5.254 |
1.618 |
5.173 |
2.618 |
5.042 |
4.250 |
4.828 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.451 |
5.522 |
PP |
5.432 |
5.479 |
S1 |
5.414 |
5.437 |
|