NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.477 |
5.391 |
-0.086 |
-1.6% |
5.500 |
High |
5.477 |
5.449 |
-0.028 |
-0.5% |
5.540 |
Low |
5.399 |
5.380 |
-0.019 |
-0.4% |
5.333 |
Close |
5.436 |
5.446 |
0.010 |
0.2% |
5.360 |
Range |
0.078 |
0.069 |
-0.009 |
-11.5% |
0.207 |
ATR |
0.131 |
0.127 |
-0.004 |
-3.4% |
0.000 |
Volume |
5,577 |
2,295 |
-3,282 |
-58.8% |
13,093 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.632 |
5.608 |
5.484 |
|
R3 |
5.563 |
5.539 |
5.465 |
|
R2 |
5.494 |
5.494 |
5.459 |
|
R1 |
5.470 |
5.470 |
5.452 |
5.482 |
PP |
5.425 |
5.425 |
5.425 |
5.431 |
S1 |
5.401 |
5.401 |
5.440 |
5.413 |
S2 |
5.356 |
5.356 |
5.433 |
|
S3 |
5.287 |
5.332 |
5.427 |
|
S4 |
5.218 |
5.263 |
5.408 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.032 |
5.903 |
5.474 |
|
R3 |
5.825 |
5.696 |
5.417 |
|
R2 |
5.618 |
5.618 |
5.398 |
|
R1 |
5.489 |
5.489 |
5.379 |
5.450 |
PP |
5.411 |
5.411 |
5.411 |
5.392 |
S1 |
5.282 |
5.282 |
5.341 |
5.243 |
S2 |
5.204 |
5.204 |
5.322 |
|
S3 |
4.997 |
5.075 |
5.303 |
|
S4 |
4.790 |
4.868 |
5.246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.499 |
5.333 |
0.166 |
3.0% |
0.099 |
1.8% |
68% |
False |
False |
3,751 |
10 |
5.706 |
5.333 |
0.373 |
6.8% |
0.094 |
1.7% |
30% |
False |
False |
3,239 |
20 |
6.106 |
5.333 |
0.773 |
14.2% |
0.126 |
2.3% |
15% |
False |
False |
3,119 |
40 |
6.106 |
5.230 |
0.876 |
16.1% |
0.133 |
2.5% |
25% |
False |
False |
2,912 |
60 |
6.410 |
5.230 |
1.180 |
21.7% |
0.140 |
2.6% |
18% |
False |
False |
2,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.742 |
2.618 |
5.630 |
1.618 |
5.561 |
1.000 |
5.518 |
0.618 |
5.492 |
HIGH |
5.449 |
0.618 |
5.423 |
0.500 |
5.415 |
0.382 |
5.406 |
LOW |
5.380 |
0.618 |
5.337 |
1.000 |
5.311 |
1.618 |
5.268 |
2.618 |
5.199 |
4.250 |
5.087 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.436 |
5.440 |
PP |
5.425 |
5.435 |
S1 |
5.415 |
5.429 |
|