NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 08-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4.770 |
4.834 |
0.064 |
1.3% |
5.250 |
High |
4.903 |
5.012 |
0.109 |
2.2% |
5.250 |
Low |
4.730 |
4.834 |
0.104 |
2.2% |
4.730 |
Close |
4.865 |
4.962 |
0.097 |
2.0% |
4.865 |
Range |
0.173 |
0.178 |
0.005 |
2.9% |
0.520 |
ATR |
0.138 |
0.141 |
0.003 |
2.1% |
0.000 |
Volume |
2,662 |
3,082 |
420 |
15.8% |
11,187 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.470 |
5.394 |
5.060 |
|
R3 |
5.292 |
5.216 |
5.011 |
|
R2 |
5.114 |
5.114 |
4.995 |
|
R1 |
5.038 |
5.038 |
4.978 |
5.076 |
PP |
4.936 |
4.936 |
4.936 |
4.955 |
S1 |
4.860 |
4.860 |
4.946 |
4.898 |
S2 |
4.758 |
4.758 |
4.929 |
|
S3 |
4.580 |
4.682 |
4.913 |
|
S4 |
4.402 |
4.504 |
4.864 |
|
|
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 |
5.208 |
4.730 |
0.478 |
9.6% |
0.163 |
3.3% |
49% |
False |
False |
2,426 |
10 |
5.496 |
4.730 |
0.766 |
15.4% |
0.131 |
2.6% |
30% |
False |
False |
2,401 |
20 |
5.815 |
4.730 |
1.085 |
21.9% |
0.116 |
2.3% |
21% |
False |
False |
2,042 |
40 |
6.124 |
4.730 |
1.394 |
28.1% |
0.139 |
2.8% |
17% |
False |
False |
1,736 |
60 |
6.487 |
4.730 |
1.757 |
35.4% |
0.131 |
2.6% |
13% |
False |
False |
1,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.769 |
2.618 |
5.478 |
1.618 |
5.300 |
1.000 |
5.190 |
0.618 |
5.122 |
HIGH |
5.012 |
0.618 |
4.944 |
0.500 |
4.923 |
0.382 |
4.902 |
LOW |
4.834 |
0.618 |
4.724 |
1.000 |
4.656 |
1.618 |
4.546 |
2.618 |
4.368 |
4.250 |
4.078 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4.949 |
4.943 |
PP |
4.936 |
4.924 |
S1 |
4.923 |
4.905 |
|