NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.120 |
5.025 |
-0.095 |
-1.9% |
5.275 |
High |
5.150 |
5.066 |
-0.084 |
-1.6% |
5.449 |
Low |
4.991 |
4.972 |
-0.019 |
-0.4% |
5.195 |
Close |
4.995 |
4.975 |
-0.020 |
-0.4% |
5.211 |
Range |
0.159 |
0.094 |
-0.065 |
-40.9% |
0.254 |
ATR |
0.148 |
0.144 |
-0.004 |
-2.6% |
0.000 |
Volume |
10,541 |
10,998 |
457 |
4.3% |
43,434 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.286 |
5.225 |
5.027 |
|
R3 |
5.192 |
5.131 |
5.001 |
|
R2 |
5.098 |
5.098 |
4.992 |
|
R1 |
5.037 |
5.037 |
4.984 |
5.021 |
PP |
5.004 |
5.004 |
5.004 |
4.996 |
S1 |
4.943 |
4.943 |
4.966 |
4.927 |
S2 |
4.910 |
4.910 |
4.958 |
|
S3 |
4.816 |
4.849 |
4.949 |
|
S4 |
4.722 |
4.755 |
4.923 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.047 |
5.883 |
5.351 |
|
R3 |
5.793 |
5.629 |
5.281 |
|
R2 |
5.539 |
5.539 |
5.258 |
|
R1 |
5.375 |
5.375 |
5.234 |
5.330 |
PP |
5.285 |
5.285 |
5.285 |
5.263 |
S1 |
5.121 |
5.121 |
5.188 |
5.076 |
S2 |
5.031 |
5.031 |
5.164 |
|
S3 |
4.777 |
4.867 |
5.141 |
|
S4 |
4.523 |
4.613 |
5.071 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.374 |
4.972 |
0.402 |
8.1% |
0.142 |
2.9% |
1% |
False |
True |
10,053 |
10 |
5.451 |
4.972 |
0.479 |
9.6% |
0.129 |
2.6% |
1% |
False |
True |
9,004 |
20 |
6.034 |
4.972 |
1.062 |
21.3% |
0.133 |
2.7% |
0% |
False |
True |
8,817 |
40 |
6.127 |
4.972 |
1.155 |
23.2% |
0.154 |
3.1% |
0% |
False |
True |
8,158 |
60 |
6.462 |
4.972 |
1.490 |
29.9% |
0.154 |
3.1% |
0% |
False |
True |
7,203 |
80 |
6.462 |
4.972 |
1.490 |
29.9% |
0.163 |
3.3% |
0% |
False |
True |
6,740 |
100 |
6.462 |
4.972 |
1.490 |
29.9% |
0.158 |
3.2% |
0% |
False |
True |
6,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.466 |
2.618 |
5.312 |
1.618 |
5.218 |
1.000 |
5.160 |
0.618 |
5.124 |
HIGH |
5.066 |
0.618 |
5.030 |
0.500 |
5.019 |
0.382 |
5.008 |
LOW |
4.972 |
0.618 |
4.914 |
1.000 |
4.878 |
1.618 |
4.820 |
2.618 |
4.726 |
4.250 |
4.573 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.019 |
5.109 |
PP |
5.004 |
5.064 |
S1 |
4.990 |
5.020 |
|