NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 25-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.275 |
5.422 |
0.147 |
2.8% |
5.550 |
High |
5.449 |
5.445 |
-0.004 |
-0.1% |
5.561 |
Low |
5.266 |
5.338 |
0.072 |
1.4% |
5.291 |
Close |
5.422 |
5.381 |
-0.041 |
-0.8% |
5.315 |
Range |
0.183 |
0.107 |
-0.076 |
-41.5% |
0.270 |
ATR |
0.154 |
0.150 |
-0.003 |
-2.2% |
0.000 |
Volume |
10,152 |
9,611 |
-541 |
-5.3% |
43,631 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.709 |
5.652 |
5.440 |
|
R3 |
5.602 |
5.545 |
5.410 |
|
R2 |
5.495 |
5.495 |
5.401 |
|
R1 |
5.438 |
5.438 |
5.391 |
5.413 |
PP |
5.388 |
5.388 |
5.388 |
5.376 |
S1 |
5.331 |
5.331 |
5.371 |
5.306 |
S2 |
5.281 |
5.281 |
5.361 |
|
S3 |
5.174 |
5.224 |
5.352 |
|
S4 |
5.067 |
5.117 |
5.322 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.199 |
6.027 |
5.464 |
|
R3 |
5.929 |
5.757 |
5.389 |
|
R2 |
5.659 |
5.659 |
5.365 |
|
R1 |
5.487 |
5.487 |
5.340 |
5.438 |
PP |
5.389 |
5.389 |
5.389 |
5.365 |
S1 |
5.217 |
5.217 |
5.290 |
5.168 |
S2 |
5.119 |
5.119 |
5.266 |
|
S3 |
4.849 |
4.947 |
5.241 |
|
S4 |
4.579 |
4.677 |
5.167 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.451 |
5.266 |
0.185 |
3.4% |
0.118 |
2.2% |
62% |
False |
False |
8,698 |
10 |
5.733 |
5.266 |
0.467 |
8.7% |
0.117 |
2.2% |
25% |
False |
False |
9,171 |
20 |
6.127 |
5.266 |
0.861 |
16.0% |
0.161 |
3.0% |
13% |
False |
False |
8,590 |
40 |
6.127 |
5.240 |
0.887 |
16.5% |
0.152 |
2.8% |
16% |
False |
False |
7,597 |
60 |
6.462 |
5.240 |
1.222 |
22.7% |
0.162 |
3.0% |
12% |
False |
False |
6,845 |
80 |
6.462 |
5.240 |
1.222 |
22.7% |
0.168 |
3.1% |
12% |
False |
False |
6,420 |
100 |
6.462 |
5.240 |
1.222 |
22.7% |
0.157 |
2.9% |
12% |
False |
False |
6,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.900 |
2.618 |
5.725 |
1.618 |
5.618 |
1.000 |
5.552 |
0.618 |
5.511 |
HIGH |
5.445 |
0.618 |
5.404 |
0.500 |
5.392 |
0.382 |
5.379 |
LOW |
5.338 |
0.618 |
5.272 |
1.000 |
5.231 |
1.618 |
5.165 |
2.618 |
5.058 |
4.250 |
4.883 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.392 |
5.373 |
PP |
5.388 |
5.365 |
S1 |
5.385 |
5.358 |
|