NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 28-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.406 |
5.400 |
-0.006 |
-0.1% |
5.336 |
High |
5.423 |
5.400 |
-0.023 |
-0.4% |
5.500 |
Low |
5.300 |
5.271 |
-0.029 |
-0.5% |
5.271 |
Close |
5.402 |
5.287 |
-0.115 |
-2.1% |
5.287 |
Range |
0.123 |
0.129 |
0.006 |
4.9% |
0.229 |
ATR |
0.131 |
0.131 |
0.000 |
0.0% |
0.000 |
Volume |
2,527 |
2,580 |
53 |
2.1% |
13,982 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.706 |
5.626 |
5.358 |
|
R3 |
5.577 |
5.497 |
5.322 |
|
R2 |
5.448 |
5.448 |
5.311 |
|
R1 |
5.368 |
5.368 |
5.299 |
5.344 |
PP |
5.319 |
5.319 |
5.319 |
5.307 |
S1 |
5.239 |
5.239 |
5.275 |
5.215 |
S2 |
5.190 |
5.190 |
5.263 |
|
S3 |
5.061 |
5.110 |
5.252 |
|
S4 |
4.932 |
4.981 |
5.216 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.040 |
5.892 |
5.413 |
|
R3 |
5.811 |
5.663 |
5.350 |
|
R2 |
5.582 |
5.582 |
5.329 |
|
R1 |
5.434 |
5.434 |
5.308 |
5.394 |
PP |
5.353 |
5.353 |
5.353 |
5.332 |
S1 |
5.205 |
5.205 |
5.266 |
5.165 |
S2 |
5.124 |
5.124 |
5.245 |
|
S3 |
4.895 |
4.976 |
5.224 |
|
S4 |
4.666 |
4.747 |
5.161 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.500 |
5.271 |
0.229 |
4.3% |
0.117 |
2.2% |
7% |
False |
True |
2,796 |
10 |
5.571 |
5.271 |
0.300 |
5.7% |
0.101 |
1.9% |
5% |
False |
True |
2,104 |
20 |
6.124 |
5.271 |
0.853 |
16.1% |
0.124 |
2.3% |
2% |
False |
True |
1,913 |
40 |
6.124 |
5.271 |
0.853 |
16.1% |
0.130 |
2.5% |
2% |
False |
True |
1,511 |
60 |
6.487 |
5.271 |
1.216 |
23.0% |
0.132 |
2.5% |
1% |
False |
True |
1,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.948 |
2.618 |
5.738 |
1.618 |
5.609 |
1.000 |
5.529 |
0.618 |
5.480 |
HIGH |
5.400 |
0.618 |
5.351 |
0.500 |
5.336 |
0.382 |
5.320 |
LOW |
5.271 |
0.618 |
5.191 |
1.000 |
5.142 |
1.618 |
5.062 |
2.618 |
4.933 |
4.250 |
4.723 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.336 |
5.359 |
PP |
5.319 |
5.335 |
S1 |
5.303 |
5.311 |
|