NYMEX Natural Gas Future April 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 |
5.368 |
5.395 |
0.027 |
0.5% |
5.486 |
High |
5.426 |
5.409 |
-0.017 |
-0.3% |
5.486 |
Low |
5.368 |
5.285 |
-0.083 |
-1.5% |
5.311 |
Close |
5.423 |
5.394 |
-0.029 |
-0.5% |
5.340 |
Range |
0.058 |
0.124 |
0.066 |
113.8% |
0.175 |
ATR |
0.115 |
0.116 |
0.002 |
1.5% |
0.000 |
Volume |
1,298 |
1,681 |
383 |
29.5% |
10,725 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.735 |
5.688 |
5.462 |
|
R3 |
5.611 |
5.564 |
5.428 |
|
R2 |
5.487 |
5.487 |
5.417 |
|
R1 |
5.440 |
5.440 |
5.405 |
5.402 |
PP |
5.363 |
5.363 |
5.363 |
5.343 |
S1 |
5.316 |
5.316 |
5.383 |
5.278 |
S2 |
5.239 |
5.239 |
5.371 |
|
S3 |
5.115 |
5.192 |
5.360 |
|
S4 |
4.991 |
5.068 |
5.326 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.904 |
5.797 |
5.436 |
|
R3 |
5.729 |
5.622 |
5.388 |
|
R2 |
5.554 |
5.554 |
5.372 |
|
R1 |
5.447 |
5.447 |
5.356 |
5.413 |
PP |
5.379 |
5.379 |
5.379 |
5.362 |
S1 |
5.272 |
5.272 |
5.324 |
5.238 |
S2 |
5.204 |
5.204 |
5.308 |
|
S3 |
5.029 |
5.097 |
5.292 |
|
S4 |
4.854 |
4.922 |
5.244 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.471 |
5.285 |
0.186 |
3.4% |
0.097 |
1.8% |
59% |
False |
True |
2,030 |
10 |
5.574 |
5.285 |
0.289 |
5.4% |
0.086 |
1.6% |
38% |
False |
True |
2,157 |
20 |
5.886 |
5.285 |
0.601 |
11.1% |
0.106 |
2.0% |
18% |
False |
True |
2,101 |
40 |
5.886 |
5.170 |
0.716 |
13.3% |
0.119 |
2.2% |
31% |
False |
False |
2,333 |
60 |
6.255 |
5.170 |
1.085 |
20.1% |
0.124 |
2.3% |
21% |
False |
False |
2,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.936 |
2.618 |
5.734 |
1.618 |
5.610 |
1.000 |
5.533 |
0.618 |
5.486 |
HIGH |
5.409 |
0.618 |
5.362 |
0.500 |
5.347 |
0.382 |
5.332 |
LOW |
5.285 |
0.618 |
5.208 |
1.000 |
5.161 |
1.618 |
5.084 |
2.618 |
4.960 |
4.250 |
4.758 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.378 |
5.385 |
PP |
5.363 |
5.375 |
S1 |
5.347 |
5.366 |
|