NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 03-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.054 |
5.000 |
-0.054 |
-1.1% |
5.336 |
High |
5.120 |
5.080 |
-0.040 |
-0.8% |
5.500 |
Low |
5.028 |
4.865 |
-0.163 |
-3.2% |
5.271 |
Close |
5.030 |
4.879 |
-0.151 |
-3.0% |
5.287 |
Range |
0.092 |
0.215 |
0.123 |
133.7% |
0.229 |
ATR |
0.129 |
0.135 |
0.006 |
4.8% |
0.000 |
Volume |
2,018 |
2,459 |
441 |
21.9% |
13,982 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.586 |
5.448 |
4.997 |
|
R3 |
5.371 |
5.233 |
4.938 |
|
R2 |
5.156 |
5.156 |
4.918 |
|
R1 |
5.018 |
5.018 |
4.899 |
4.980 |
PP |
4.941 |
4.941 |
4.941 |
4.922 |
S1 |
4.803 |
4.803 |
4.859 |
4.765 |
S2 |
4.726 |
4.726 |
4.840 |
|
S3 |
4.511 |
4.588 |
4.820 |
|
S4 |
4.296 |
4.373 |
4.761 |
|
|
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 |
5.400 |
4.865 |
0.535 |
11.0% |
0.134 |
2.8% |
3% |
False |
True |
2,221 |
10 |
5.500 |
4.865 |
0.635 |
13.0% |
0.121 |
2.5% |
2% |
False |
True |
2,469 |
20 |
5.874 |
4.865 |
1.009 |
20.7% |
0.110 |
2.3% |
1% |
False |
True |
1,906 |
40 |
6.124 |
4.865 |
1.259 |
25.8% |
0.134 |
2.7% |
1% |
False |
True |
1,617 |
60 |
6.487 |
4.865 |
1.622 |
33.2% |
0.131 |
2.7% |
1% |
False |
True |
1,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.994 |
2.618 |
5.643 |
1.618 |
5.428 |
1.000 |
5.295 |
0.618 |
5.213 |
HIGH |
5.080 |
0.618 |
4.998 |
0.500 |
4.973 |
0.382 |
4.947 |
LOW |
4.865 |
0.618 |
4.732 |
1.000 |
4.650 |
1.618 |
4.517 |
2.618 |
4.302 |
4.250 |
3.951 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4.973 |
5.037 |
PP |
4.941 |
4.984 |
S1 |
4.910 |
4.932 |
|