NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.422 |
5.390 |
-0.032 |
-0.6% |
5.550 |
High |
5.445 |
5.393 |
-0.052 |
-1.0% |
5.561 |
Low |
5.338 |
5.320 |
-0.018 |
-0.3% |
5.291 |
Close |
5.381 |
5.386 |
0.005 |
0.1% |
5.315 |
Range |
0.107 |
0.073 |
-0.034 |
-31.8% |
0.270 |
ATR |
0.150 |
0.145 |
-0.006 |
-3.7% |
0.000 |
Volume |
9,611 |
5,757 |
-3,854 |
-40.1% |
43,631 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.585 |
5.559 |
5.426 |
|
R3 |
5.512 |
5.486 |
5.406 |
|
R2 |
5.439 |
5.439 |
5.399 |
|
R1 |
5.413 |
5.413 |
5.393 |
5.390 |
PP |
5.366 |
5.366 |
5.366 |
5.355 |
S1 |
5.340 |
5.340 |
5.379 |
5.317 |
S2 |
5.293 |
5.293 |
5.373 |
|
S3 |
5.220 |
5.267 |
5.366 |
|
S4 |
5.147 |
5.194 |
5.346 |
|
|
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% |
0.116 |
2.2% |
65% |
False |
False |
7,956 |
10 |
5.733 |
5.266 |
0.467 |
8.7% |
0.114 |
2.1% |
26% |
False |
False |
9,052 |
20 |
6.127 |
5.266 |
0.861 |
16.0% |
0.156 |
2.9% |
14% |
False |
False |
8,628 |
40 |
6.127 |
5.240 |
0.887 |
16.5% |
0.151 |
2.8% |
16% |
False |
False |
7,650 |
60 |
6.462 |
5.240 |
1.222 |
22.7% |
0.158 |
2.9% |
12% |
False |
False |
6,826 |
80 |
6.462 |
5.240 |
1.222 |
22.7% |
0.167 |
3.1% |
12% |
False |
False |
6,457 |
100 |
6.462 |
5.240 |
1.222 |
22.7% |
0.157 |
2.9% |
12% |
False |
False |
6,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.703 |
2.618 |
5.584 |
1.618 |
5.511 |
1.000 |
5.466 |
0.618 |
5.438 |
HIGH |
5.393 |
0.618 |
5.365 |
0.500 |
5.357 |
0.382 |
5.348 |
LOW |
5.320 |
0.618 |
5.275 |
1.000 |
5.247 |
1.618 |
5.202 |
2.618 |
5.129 |
4.250 |
5.010 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.376 |
5.377 |
PP |
5.366 |
5.367 |
S1 |
5.357 |
5.358 |
|