NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 01-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.250 |
5.190 |
-0.060 |
-1.1% |
5.336 |
High |
5.250 |
5.208 |
-0.042 |
-0.8% |
5.500 |
Low |
5.170 |
5.053 |
-0.117 |
-2.3% |
5.271 |
Close |
5.191 |
5.059 |
-0.132 |
-2.5% |
5.287 |
Range |
0.080 |
0.155 |
0.075 |
93.8% |
0.229 |
ATR |
0.130 |
0.132 |
0.002 |
1.4% |
0.000 |
Volume |
2,138 |
1,910 |
-228 |
-10.7% |
13,982 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.572 |
5.470 |
5.144 |
|
R3 |
5.417 |
5.315 |
5.102 |
|
R2 |
5.262 |
5.262 |
5.087 |
|
R1 |
5.160 |
5.160 |
5.073 |
5.134 |
PP |
5.107 |
5.107 |
5.107 |
5.093 |
S1 |
5.005 |
5.005 |
5.045 |
4.979 |
S2 |
4.952 |
4.952 |
5.031 |
|
S3 |
4.797 |
4.850 |
5.016 |
|
S4 |
4.642 |
4.695 |
4.974 |
|
|
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 |
5.447 |
5.053 |
0.394 |
7.8% |
0.111 |
2.2% |
2% |
False |
True |
2,230 |
10 |
5.500 |
5.053 |
0.447 |
8.8% |
0.110 |
2.2% |
1% |
False |
True |
2,210 |
20 |
6.041 |
5.053 |
0.988 |
19.5% |
0.114 |
2.2% |
1% |
False |
True |
1,879 |
40 |
6.124 |
5.053 |
1.071 |
21.2% |
0.129 |
2.6% |
1% |
False |
True |
1,554 |
60 |
6.487 |
5.053 |
1.434 |
28.3% |
0.132 |
2.6% |
0% |
False |
True |
1,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.867 |
2.618 |
5.614 |
1.618 |
5.459 |
1.000 |
5.363 |
0.618 |
5.304 |
HIGH |
5.208 |
0.618 |
5.149 |
0.500 |
5.131 |
0.382 |
5.112 |
LOW |
5.053 |
0.618 |
4.957 |
1.000 |
4.898 |
1.618 |
4.802 |
2.618 |
4.647 |
4.250 |
4.394 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.131 |
5.227 |
PP |
5.107 |
5.171 |
S1 |
5.083 |
5.115 |
|