NYMEX Natural Gas Future February 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 |
5.496 |
5.395 |
-0.101 |
-1.8% |
5.550 |
High |
5.496 |
5.447 |
-0.049 |
-0.9% |
5.571 |
Low |
5.395 |
5.381 |
-0.014 |
-0.3% |
5.348 |
Close |
5.434 |
5.444 |
0.010 |
0.2% |
5.365 |
Range |
0.101 |
0.066 |
-0.035 |
-34.7% |
0.223 |
ATR |
0.135 |
0.130 |
-0.005 |
-3.7% |
0.000 |
Volume |
2,642 |
1,999 |
-643 |
-24.3% |
7,061 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.622 |
5.599 |
5.480 |
|
R3 |
5.556 |
5.533 |
5.462 |
|
R2 |
5.490 |
5.490 |
5.456 |
|
R1 |
5.467 |
5.467 |
5.450 |
5.479 |
PP |
5.424 |
5.424 |
5.424 |
5.430 |
S1 |
5.401 |
5.401 |
5.438 |
5.413 |
S2 |
5.358 |
5.358 |
5.432 |
|
S3 |
5.292 |
5.335 |
5.426 |
|
S4 |
5.226 |
5.269 |
5.408 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.097 |
5.954 |
5.488 |
|
R3 |
5.874 |
5.731 |
5.426 |
|
R2 |
5.651 |
5.651 |
5.406 |
|
R1 |
5.508 |
5.508 |
5.385 |
5.468 |
PP |
5.428 |
5.428 |
5.428 |
5.408 |
S1 |
5.285 |
5.285 |
5.345 |
5.245 |
S2 |
5.205 |
5.205 |
5.324 |
|
S3 |
4.982 |
5.062 |
5.304 |
|
S4 |
4.759 |
4.839 |
5.242 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.500 |
5.336 |
0.164 |
3.0% |
0.106 |
2.0% |
66% |
False |
False |
2,361 |
10 |
5.747 |
5.336 |
0.411 |
7.5% |
0.093 |
1.7% |
26% |
False |
False |
1,919 |
20 |
6.124 |
5.336 |
0.788 |
14.5% |
0.129 |
2.4% |
14% |
False |
False |
1,897 |
40 |
6.124 |
5.280 |
0.844 |
15.5% |
0.130 |
2.4% |
19% |
False |
False |
1,470 |
60 |
6.487 |
5.280 |
1.207 |
22.2% |
0.135 |
2.5% |
14% |
False |
False |
1,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.728 |
2.618 |
5.620 |
1.618 |
5.554 |
1.000 |
5.513 |
0.618 |
5.488 |
HIGH |
5.447 |
0.618 |
5.422 |
0.500 |
5.414 |
0.382 |
5.406 |
LOW |
5.381 |
0.618 |
5.340 |
1.000 |
5.315 |
1.618 |
5.274 |
2.618 |
5.208 |
4.250 |
5.101 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.434 |
5.435 |
PP |
5.424 |
5.427 |
S1 |
5.414 |
5.418 |
|