NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.000 |
4.770 |
-0.230 |
-4.6% |
5.250 |
High |
5.080 |
4.903 |
-0.177 |
-3.5% |
5.250 |
Low |
4.865 |
4.730 |
-0.135 |
-2.8% |
4.730 |
Close |
4.879 |
4.865 |
-0.014 |
-0.3% |
4.865 |
Range |
0.215 |
0.173 |
-0.042 |
-19.5% |
0.520 |
ATR |
0.135 |
0.138 |
0.003 |
2.0% |
0.000 |
Volume |
2,459 |
2,662 |
203 |
8.3% |
11,187 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.352 |
5.281 |
4.960 |
|
R3 |
5.179 |
5.108 |
4.913 |
|
R2 |
5.006 |
5.006 |
4.897 |
|
R1 |
4.935 |
4.935 |
4.881 |
4.971 |
PP |
4.833 |
4.833 |
4.833 |
4.850 |
S1 |
4.762 |
4.762 |
4.849 |
4.798 |
S2 |
4.660 |
4.660 |
4.833 |
|
S3 |
4.487 |
4.589 |
4.817 |
|
S4 |
4.314 |
4.416 |
4.770 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.508 |
6.207 |
5.151 |
|
R3 |
5.988 |
5.687 |
5.008 |
|
R2 |
5.468 |
5.468 |
4.960 |
|
R1 |
5.167 |
5.167 |
4.913 |
5.058 |
PP |
4.948 |
4.948 |
4.948 |
4.894 |
S1 |
4.647 |
4.647 |
4.817 |
4.538 |
S2 |
4.428 |
4.428 |
4.770 |
|
S3 |
3.908 |
4.127 |
4.722 |
|
S4 |
3.388 |
3.607 |
4.579 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.250 |
4.730 |
0.520 |
10.7% |
0.143 |
2.9% |
26% |
False |
True |
2,237 |
10 |
5.500 |
4.730 |
0.770 |
15.8% |
0.130 |
2.7% |
18% |
False |
True |
2,516 |
20 |
5.815 |
4.730 |
1.085 |
22.3% |
0.111 |
2.3% |
12% |
False |
True |
1,925 |
40 |
6.124 |
4.730 |
1.394 |
28.7% |
0.137 |
2.8% |
10% |
False |
True |
1,672 |
60 |
6.487 |
4.730 |
1.757 |
36.1% |
0.131 |
2.7% |
8% |
False |
True |
1,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.638 |
2.618 |
5.356 |
1.618 |
5.183 |
1.000 |
5.076 |
0.618 |
5.010 |
HIGH |
4.903 |
0.618 |
4.837 |
0.500 |
4.817 |
0.382 |
4.796 |
LOW |
4.730 |
0.618 |
4.623 |
1.000 |
4.557 |
1.618 |
4.450 |
2.618 |
4.277 |
4.250 |
3.995 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4.849 |
4.925 |
PP |
4.833 |
4.905 |
S1 |
4.817 |
4.885 |
|