NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 28-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.395 |
5.400 |
0.005 |
0.1% |
5.310 |
High |
5.409 |
5.400 |
-0.009 |
-0.2% |
5.471 |
Low |
5.285 |
5.260 |
-0.025 |
-0.5% |
5.260 |
Close |
5.394 |
5.285 |
-0.109 |
-2.0% |
5.285 |
Range |
0.124 |
0.140 |
0.016 |
12.9% |
0.211 |
ATR |
0.116 |
0.118 |
0.002 |
1.5% |
0.000 |
Volume |
1,681 |
2,989 |
1,308 |
77.8% |
11,031 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.735 |
5.650 |
5.362 |
|
R3 |
5.595 |
5.510 |
5.324 |
|
R2 |
5.455 |
5.455 |
5.311 |
|
R1 |
5.370 |
5.370 |
5.298 |
5.343 |
PP |
5.315 |
5.315 |
5.315 |
5.301 |
S1 |
5.230 |
5.230 |
5.272 |
5.203 |
S2 |
5.175 |
5.175 |
5.259 |
|
S3 |
5.035 |
5.090 |
5.247 |
|
S4 |
4.895 |
4.950 |
5.208 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.972 |
5.839 |
5.401 |
|
R3 |
5.761 |
5.628 |
5.343 |
|
R2 |
5.550 |
5.550 |
5.324 |
|
R1 |
5.417 |
5.417 |
5.304 |
5.378 |
PP |
5.339 |
5.339 |
5.339 |
5.319 |
S1 |
5.206 |
5.206 |
5.266 |
5.167 |
S2 |
5.128 |
5.128 |
5.246 |
|
S3 |
4.917 |
4.995 |
5.227 |
|
S4 |
4.706 |
4.784 |
5.169 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.471 |
5.260 |
0.211 |
4.0% |
0.110 |
2.1% |
12% |
False |
True |
2,206 |
10 |
5.486 |
5.260 |
0.226 |
4.3% |
0.094 |
1.8% |
11% |
False |
True |
2,175 |
20 |
5.886 |
5.260 |
0.626 |
11.8% |
0.110 |
2.1% |
4% |
False |
True |
2,149 |
40 |
5.886 |
5.170 |
0.716 |
13.5% |
0.119 |
2.3% |
16% |
False |
False |
2,361 |
60 |
6.255 |
5.170 |
1.085 |
20.5% |
0.124 |
2.3% |
11% |
False |
False |
2,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.995 |
2.618 |
5.767 |
1.618 |
5.627 |
1.000 |
5.540 |
0.618 |
5.487 |
HIGH |
5.400 |
0.618 |
5.347 |
0.500 |
5.330 |
0.382 |
5.313 |
LOW |
5.260 |
0.618 |
5.173 |
1.000 |
5.120 |
1.618 |
5.033 |
2.618 |
4.893 |
4.250 |
4.665 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.330 |
5.343 |
PP |
5.315 |
5.324 |
S1 |
5.300 |
5.304 |
|