NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 01-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.250 |
5.184 |
-0.066 |
-1.3% |
5.310 |
High |
5.259 |
5.208 |
-0.051 |
-1.0% |
5.471 |
Low |
5.180 |
5.062 |
-0.118 |
-2.3% |
5.260 |
Close |
5.198 |
5.070 |
-0.128 |
-2.5% |
5.285 |
Range |
0.079 |
0.146 |
0.067 |
84.8% |
0.211 |
ATR |
0.117 |
0.119 |
0.002 |
1.8% |
0.000 |
Volume |
2,763 |
4,252 |
1,489 |
53.9% |
11,031 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.551 |
5.457 |
5.150 |
|
R3 |
5.405 |
5.311 |
5.110 |
|
R2 |
5.259 |
5.259 |
5.097 |
|
R1 |
5.165 |
5.165 |
5.083 |
5.139 |
PP |
5.113 |
5.113 |
5.113 |
5.101 |
S1 |
5.019 |
5.019 |
5.057 |
4.993 |
S2 |
4.967 |
4.967 |
5.043 |
|
S3 |
4.821 |
4.873 |
5.030 |
|
S4 |
4.675 |
4.727 |
4.990 |
|
|
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 |
5.426 |
5.062 |
0.364 |
7.2% |
0.109 |
2.2% |
2% |
False |
True |
2,596 |
10 |
5.471 |
5.062 |
0.409 |
8.1% |
0.101 |
2.0% |
2% |
False |
True |
2,421 |
20 |
5.886 |
5.062 |
0.824 |
16.3% |
0.106 |
2.1% |
1% |
False |
True |
2,239 |
40 |
5.886 |
5.062 |
0.824 |
16.3% |
0.119 |
2.3% |
1% |
False |
True |
2,409 |
60 |
6.255 |
5.062 |
1.193 |
23.5% |
0.124 |
2.4% |
1% |
False |
True |
2,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.829 |
2.618 |
5.590 |
1.618 |
5.444 |
1.000 |
5.354 |
0.618 |
5.298 |
HIGH |
5.208 |
0.618 |
5.152 |
0.500 |
5.135 |
0.382 |
5.118 |
LOW |
5.062 |
0.618 |
4.972 |
1.000 |
4.916 |
1.618 |
4.826 |
2.618 |
4.680 |
4.250 |
4.442 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.135 |
5.231 |
PP |
5.113 |
5.177 |
S1 |
5.092 |
5.124 |
|