NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4.230 |
4.170 |
-0.060 |
-1.4% |
4.451 |
High |
4.304 |
4.342 |
0.038 |
0.9% |
4.516 |
Low |
4.182 |
4.150 |
-0.032 |
-0.8% |
4.182 |
Close |
4.197 |
4.307 |
0.110 |
2.6% |
4.197 |
Range |
0.122 |
0.192 |
0.070 |
57.4% |
0.334 |
ATR |
0.172 |
0.173 |
0.001 |
0.8% |
0.000 |
Volume |
22,590 |
18,461 |
-4,129 |
-18.3% |
95,061 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.842 |
4.767 |
4.413 |
|
R3 |
4.650 |
4.575 |
4.360 |
|
R2 |
4.458 |
4.458 |
4.342 |
|
R1 |
4.383 |
4.383 |
4.325 |
4.421 |
PP |
4.266 |
4.266 |
4.266 |
4.285 |
S1 |
4.191 |
4.191 |
4.289 |
4.229 |
S2 |
4.074 |
4.074 |
4.272 |
|
S3 |
3.882 |
3.999 |
4.254 |
|
S4 |
3.690 |
3.807 |
4.201 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.300 |
5.083 |
4.381 |
|
R3 |
4.966 |
4.749 |
4.289 |
|
R2 |
4.632 |
4.632 |
4.258 |
|
R1 |
4.415 |
4.415 |
4.228 |
4.357 |
PP |
4.298 |
4.298 |
4.298 |
4.269 |
S1 |
4.081 |
4.081 |
4.166 |
4.023 |
S2 |
3.964 |
3.964 |
4.136 |
|
S3 |
3.630 |
3.747 |
4.105 |
|
S4 |
3.296 |
3.413 |
4.013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.461 |
4.150 |
0.311 |
7.2% |
0.145 |
3.4% |
50% |
False |
True |
18,140 |
10 |
4.815 |
4.150 |
0.665 |
15.4% |
0.146 |
3.4% |
24% |
False |
True |
24,072 |
20 |
5.133 |
4.150 |
0.983 |
22.8% |
0.184 |
4.3% |
16% |
False |
True |
17,208 |
40 |
5.133 |
4.150 |
0.983 |
22.8% |
0.171 |
4.0% |
16% |
False |
True |
11,141 |
60 |
5.515 |
4.150 |
1.365 |
31.7% |
0.178 |
4.1% |
12% |
False |
True |
8,754 |
80 |
5.523 |
4.150 |
1.373 |
31.9% |
0.185 |
4.3% |
11% |
False |
True |
7,433 |
100 |
5.523 |
4.150 |
1.373 |
31.9% |
0.170 |
3.9% |
11% |
False |
True |
6,193 |
120 |
5.523 |
4.150 |
1.373 |
31.9% |
0.166 |
3.9% |
11% |
False |
True |
5,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.158 |
2.618 |
4.845 |
1.618 |
4.653 |
1.000 |
4.534 |
0.618 |
4.461 |
HIGH |
4.342 |
0.618 |
4.269 |
0.500 |
4.246 |
0.382 |
4.223 |
LOW |
4.150 |
0.618 |
4.031 |
1.000 |
3.958 |
1.618 |
3.839 |
2.618 |
3.647 |
4.250 |
3.334 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4.287 |
4.297 |
PP |
4.266 |
4.286 |
S1 |
4.246 |
4.276 |
|