NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.184 |
5.050 |
-0.134 |
-2.6% |
5.310 |
High |
5.208 |
5.114 |
-0.094 |
-1.8% |
5.471 |
Low |
5.062 |
5.028 |
-0.034 |
-0.7% |
5.260 |
Close |
5.070 |
5.028 |
-0.042 |
-0.8% |
5.285 |
Range |
0.146 |
0.086 |
-0.060 |
-41.1% |
0.211 |
ATR |
0.119 |
0.117 |
-0.002 |
-2.0% |
0.000 |
Volume |
4,252 |
2,516 |
-1,736 |
-40.8% |
11,031 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.315 |
5.257 |
5.075 |
|
R3 |
5.229 |
5.171 |
5.052 |
|
R2 |
5.143 |
5.143 |
5.044 |
|
R1 |
5.085 |
5.085 |
5.036 |
5.071 |
PP |
5.057 |
5.057 |
5.057 |
5.050 |
S1 |
4.999 |
4.999 |
5.020 |
4.985 |
S2 |
4.971 |
4.971 |
5.012 |
|
S3 |
4.885 |
4.913 |
5.004 |
|
S4 |
4.799 |
4.827 |
4.981 |
|
|
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 |
5.409 |
5.028 |
0.381 |
7.6% |
0.115 |
2.3% |
0% |
False |
True |
2,840 |
10 |
5.471 |
5.028 |
0.443 |
8.8% |
0.103 |
2.0% |
0% |
False |
True |
2,451 |
20 |
5.877 |
5.028 |
0.849 |
16.9% |
0.105 |
2.1% |
0% |
False |
True |
2,236 |
40 |
5.886 |
5.028 |
0.858 |
17.1% |
0.120 |
2.4% |
0% |
False |
True |
2,319 |
60 |
6.255 |
5.028 |
1.227 |
24.4% |
0.124 |
2.5% |
0% |
False |
True |
2,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.480 |
2.618 |
5.339 |
1.618 |
5.253 |
1.000 |
5.200 |
0.618 |
5.167 |
HIGH |
5.114 |
0.618 |
5.081 |
0.500 |
5.071 |
0.382 |
5.061 |
LOW |
5.028 |
0.618 |
4.975 |
1.000 |
4.942 |
1.618 |
4.889 |
2.618 |
4.803 |
4.250 |
4.663 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.071 |
5.144 |
PP |
5.057 |
5.105 |
S1 |
5.042 |
5.067 |
|