NYMEX Natural Gas Future March 2010
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.000 |
4.860 |
-0.140 |
-2.8% |
5.250 |
High |
5.075 |
4.903 |
-0.172 |
-3.4% |
5.250 |
Low |
4.873 |
4.733 |
-0.140 |
-2.9% |
4.733 |
Close |
4.879 |
4.870 |
-0.009 |
-0.2% |
4.870 |
Range |
0.202 |
0.170 |
-0.032 |
-15.8% |
0.517 |
ATR |
0.133 |
0.135 |
0.003 |
2.0% |
0.000 |
Volume |
6,489 |
5,276 |
-1,213 |
-18.7% |
23,595 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.345 |
5.278 |
4.964 |
|
R3 |
5.175 |
5.108 |
4.917 |
|
R2 |
5.005 |
5.005 |
4.901 |
|
R1 |
4.938 |
4.938 |
4.886 |
4.972 |
PP |
4.835 |
4.835 |
4.835 |
4.852 |
S1 |
4.768 |
4.768 |
4.854 |
4.802 |
S2 |
4.665 |
4.665 |
4.839 |
|
S3 |
4.495 |
4.598 |
4.823 |
|
S4 |
4.325 |
4.428 |
4.777 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.502 |
6.203 |
5.154 |
|
R3 |
5.985 |
5.686 |
5.012 |
|
R2 |
5.468 |
5.468 |
4.965 |
|
R1 |
5.169 |
5.169 |
4.917 |
5.060 |
PP |
4.951 |
4.951 |
4.951 |
4.897 |
S1 |
4.652 |
4.652 |
4.823 |
4.543 |
S2 |
4.434 |
4.434 |
4.775 |
|
S3 |
3.917 |
4.135 |
4.728 |
|
S4 |
3.400 |
3.618 |
4.586 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.250 |
4.733 |
0.517 |
10.6% |
0.139 |
2.9% |
26% |
False |
True |
4,719 |
10 |
5.499 |
4.733 |
0.766 |
15.7% |
0.127 |
2.6% |
18% |
False |
True |
4,416 |
20 |
5.751 |
4.733 |
1.018 |
20.9% |
0.112 |
2.3% |
13% |
False |
True |
3,398 |
40 |
6.106 |
4.733 |
1.373 |
28.2% |
0.138 |
2.8% |
10% |
False |
True |
3,235 |
60 |
6.410 |
4.733 |
1.677 |
34.4% |
0.136 |
2.8% |
8% |
False |
True |
2,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.626 |
2.618 |
5.348 |
1.618 |
5.178 |
1.000 |
5.073 |
0.618 |
5.008 |
HIGH |
4.903 |
0.618 |
4.838 |
0.500 |
4.818 |
0.382 |
4.798 |
LOW |
4.733 |
0.618 |
4.628 |
1.000 |
4.563 |
1.618 |
4.458 |
2.618 |
4.288 |
4.250 |
4.011 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4.853 |
4.926 |
PP |
4.835 |
4.907 |
S1 |
4.818 |
4.889 |
|