NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 03-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.083 |
5.000 |
-0.083 |
-1.6% |
5.359 |
High |
5.118 |
5.075 |
-0.043 |
-0.8% |
5.499 |
Low |
5.025 |
4.873 |
-0.152 |
-3.0% |
5.266 |
Close |
5.027 |
4.879 |
-0.148 |
-2.9% |
5.288 |
Range |
0.093 |
0.202 |
0.109 |
117.2% |
0.233 |
ATR |
0.127 |
0.133 |
0.005 |
4.2% |
0.000 |
Volume |
3,644 |
6,489 |
2,845 |
78.1% |
20,565 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.548 |
5.416 |
4.990 |
|
R3 |
5.346 |
5.214 |
4.935 |
|
R2 |
5.144 |
5.144 |
4.916 |
|
R1 |
5.012 |
5.012 |
4.898 |
4.977 |
PP |
4.942 |
4.942 |
4.942 |
4.925 |
S1 |
4.810 |
4.810 |
4.860 |
4.775 |
S2 |
4.740 |
4.740 |
4.842 |
|
S3 |
4.538 |
4.608 |
4.823 |
|
S4 |
4.336 |
4.406 |
4.768 |
|
|
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 |
5.405 |
4.873 |
0.532 |
10.9% |
0.133 |
2.7% |
1% |
False |
True |
4,249 |
10 |
5.499 |
4.873 |
0.626 |
12.8% |
0.120 |
2.5% |
1% |
False |
True |
4,230 |
20 |
5.800 |
4.873 |
0.927 |
19.0% |
0.110 |
2.3% |
1% |
False |
True |
3,353 |
40 |
6.106 |
4.873 |
1.233 |
25.3% |
0.135 |
2.8% |
0% |
False |
True |
3,158 |
60 |
6.410 |
4.873 |
1.537 |
31.5% |
0.135 |
2.8% |
0% |
False |
True |
2,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.934 |
2.618 |
5.604 |
1.618 |
5.402 |
1.000 |
5.277 |
0.618 |
5.200 |
HIGH |
5.075 |
0.618 |
4.998 |
0.500 |
4.974 |
0.382 |
4.950 |
LOW |
4.873 |
0.618 |
4.748 |
1.000 |
4.671 |
1.618 |
4.546 |
2.618 |
4.344 |
4.250 |
4.015 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4.974 |
5.043 |
PP |
4.942 |
4.988 |
S1 |
4.911 |
4.934 |
|