NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.190 |
5.083 |
-0.107 |
-2.1% |
5.359 |
High |
5.212 |
5.118 |
-0.094 |
-1.8% |
5.499 |
Low |
5.061 |
5.025 |
-0.036 |
-0.7% |
5.266 |
Close |
5.065 |
5.027 |
-0.038 |
-0.8% |
5.288 |
Range |
0.151 |
0.093 |
-0.058 |
-38.4% |
0.233 |
ATR |
0.130 |
0.127 |
-0.003 |
-2.0% |
0.000 |
Volume |
4,032 |
3,644 |
-388 |
-9.6% |
20,565 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.336 |
5.274 |
5.078 |
|
R3 |
5.243 |
5.181 |
5.053 |
|
R2 |
5.150 |
5.150 |
5.044 |
|
R1 |
5.088 |
5.088 |
5.036 |
5.073 |
PP |
5.057 |
5.057 |
5.057 |
5.049 |
S1 |
4.995 |
4.995 |
5.018 |
4.980 |
S2 |
4.964 |
4.964 |
5.010 |
|
S3 |
4.871 |
4.902 |
5.001 |
|
S4 |
4.778 |
4.809 |
4.976 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.050 |
5.902 |
5.416 |
|
R3 |
5.817 |
5.669 |
5.352 |
|
R2 |
5.584 |
5.584 |
5.331 |
|
R1 |
5.436 |
5.436 |
5.309 |
5.394 |
PP |
5.351 |
5.351 |
5.351 |
5.330 |
S1 |
5.203 |
5.203 |
5.267 |
5.161 |
S2 |
5.118 |
5.118 |
5.245 |
|
S3 |
4.885 |
4.970 |
5.224 |
|
S4 |
4.652 |
4.737 |
5.160 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.446 |
5.025 |
0.421 |
8.4% |
0.122 |
2.4% |
0% |
False |
True |
3,741 |
10 |
5.499 |
5.025 |
0.474 |
9.4% |
0.111 |
2.2% |
0% |
False |
True |
3,746 |
20 |
5.948 |
5.025 |
0.923 |
18.4% |
0.112 |
2.2% |
0% |
False |
True |
3,208 |
40 |
6.106 |
5.025 |
1.081 |
21.5% |
0.133 |
2.6% |
0% |
False |
True |
3,044 |
60 |
6.410 |
5.025 |
1.385 |
27.6% |
0.135 |
2.7% |
0% |
False |
True |
2,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.513 |
2.618 |
5.361 |
1.618 |
5.268 |
1.000 |
5.211 |
0.618 |
5.175 |
HIGH |
5.118 |
0.618 |
5.082 |
0.500 |
5.072 |
0.382 |
5.061 |
LOW |
5.025 |
0.618 |
4.968 |
1.000 |
4.932 |
1.618 |
4.875 |
2.618 |
4.782 |
4.250 |
4.630 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.072 |
5.138 |
PP |
5.057 |
5.101 |
S1 |
5.042 |
5.064 |
|