NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 27-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.391 |
5.446 |
0.055 |
1.0% |
5.500 |
High |
5.449 |
5.446 |
-0.003 |
-0.1% |
5.540 |
Low |
5.380 |
5.297 |
-0.083 |
-1.5% |
5.333 |
Close |
5.446 |
5.407 |
-0.039 |
-0.7% |
5.360 |
Range |
0.069 |
0.149 |
0.080 |
115.9% |
0.207 |
ATR |
0.127 |
0.128 |
0.002 |
1.3% |
0.000 |
Volume |
2,295 |
3,951 |
1,656 |
72.2% |
13,093 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.830 |
5.768 |
5.489 |
|
R3 |
5.681 |
5.619 |
5.448 |
|
R2 |
5.532 |
5.532 |
5.434 |
|
R1 |
5.470 |
5.470 |
5.421 |
5.427 |
PP |
5.383 |
5.383 |
5.383 |
5.362 |
S1 |
5.321 |
5.321 |
5.393 |
5.278 |
S2 |
5.234 |
5.234 |
5.380 |
|
S3 |
5.085 |
5.172 |
5.366 |
|
S4 |
4.936 |
5.023 |
5.325 |
|
|
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 |
5.297 |
0.202 |
3.7% |
0.108 |
2.0% |
54% |
False |
True |
4,211 |
10 |
5.644 |
5.297 |
0.347 |
6.4% |
0.097 |
1.8% |
32% |
False |
True |
3,455 |
20 |
6.106 |
5.297 |
0.809 |
15.0% |
0.122 |
2.3% |
14% |
False |
True |
3,207 |
40 |
6.106 |
5.230 |
0.876 |
16.2% |
0.134 |
2.5% |
20% |
False |
False |
2,950 |
60 |
6.410 |
5.230 |
1.180 |
21.8% |
0.138 |
2.5% |
15% |
False |
False |
2,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.079 |
2.618 |
5.836 |
1.618 |
5.687 |
1.000 |
5.595 |
0.618 |
5.538 |
HIGH |
5.446 |
0.618 |
5.389 |
0.500 |
5.372 |
0.382 |
5.354 |
LOW |
5.297 |
0.618 |
5.205 |
1.000 |
5.148 |
1.618 |
5.056 |
2.618 |
4.907 |
4.250 |
4.664 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.395 |
5.400 |
PP |
5.383 |
5.394 |
S1 |
5.372 |
5.387 |
|