NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 31-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.400 |
5.250 |
-0.150 |
-2.8% |
5.336 |
High |
5.400 |
5.250 |
-0.150 |
-2.8% |
5.500 |
Low |
5.271 |
5.170 |
-0.101 |
-1.9% |
5.271 |
Close |
5.287 |
5.191 |
-0.096 |
-1.8% |
5.287 |
Range |
0.129 |
0.080 |
-0.049 |
-38.0% |
0.229 |
ATR |
0.131 |
0.130 |
-0.001 |
-0.8% |
0.000 |
Volume |
2,580 |
2,138 |
-442 |
-17.1% |
13,982 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.444 |
5.397 |
5.235 |
|
R3 |
5.364 |
5.317 |
5.213 |
|
R2 |
5.284 |
5.284 |
5.206 |
|
R1 |
5.237 |
5.237 |
5.198 |
5.221 |
PP |
5.204 |
5.204 |
5.204 |
5.195 |
S1 |
5.157 |
5.157 |
5.184 |
5.141 |
S2 |
5.124 |
5.124 |
5.176 |
|
S3 |
5.044 |
5.077 |
5.169 |
|
S4 |
4.964 |
4.997 |
5.147 |
|
|
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 |
5.496 |
5.170 |
0.326 |
6.3% |
0.100 |
1.9% |
6% |
False |
True |
2,377 |
10 |
5.507 |
5.170 |
0.337 |
6.5% |
0.102 |
2.0% |
6% |
False |
True |
2,165 |
20 |
6.041 |
5.170 |
0.871 |
16.8% |
0.113 |
2.2% |
2% |
False |
True |
1,921 |
40 |
6.124 |
5.170 |
0.954 |
18.4% |
0.128 |
2.5% |
2% |
False |
True |
1,548 |
60 |
6.487 |
5.170 |
1.317 |
25.4% |
0.132 |
2.5% |
2% |
False |
True |
1,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.590 |
2.618 |
5.459 |
1.618 |
5.379 |
1.000 |
5.330 |
0.618 |
5.299 |
HIGH |
5.250 |
0.618 |
5.219 |
0.500 |
5.210 |
0.382 |
5.201 |
LOW |
5.170 |
0.618 |
5.121 |
1.000 |
5.090 |
1.618 |
5.041 |
2.618 |
4.961 |
4.250 |
4.830 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.210 |
5.297 |
PP |
5.204 |
5.261 |
S1 |
5.197 |
5.226 |
|