NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.685 |
5.624 |
-0.061 |
-1.1% |
5.735 |
| High |
5.733 |
5.658 |
-0.075 |
-1.3% |
5.790 |
| Low |
5.598 |
5.571 |
-0.027 |
-0.5% |
5.571 |
| Close |
5.616 |
5.584 |
-0.032 |
-0.6% |
5.584 |
| Range |
0.135 |
0.087 |
-0.048 |
-35.6% |
0.219 |
| ATR |
0.175 |
0.168 |
-0.006 |
-3.6% |
0.000 |
| Volume |
10,445 |
10,929 |
484 |
4.6% |
40,995 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.865 |
5.812 |
5.632 |
|
| R3 |
5.778 |
5.725 |
5.608 |
|
| R2 |
5.691 |
5.691 |
5.600 |
|
| R1 |
5.638 |
5.638 |
5.592 |
5.621 |
| PP |
5.604 |
5.604 |
5.604 |
5.596 |
| S1 |
5.551 |
5.551 |
5.576 |
5.534 |
| S2 |
5.517 |
5.517 |
5.568 |
|
| S3 |
5.430 |
5.464 |
5.560 |
|
| S4 |
5.343 |
5.377 |
5.536 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.305 |
6.164 |
5.704 |
|
| R3 |
6.086 |
5.945 |
5.644 |
|
| R2 |
5.867 |
5.867 |
5.624 |
|
| R1 |
5.726 |
5.726 |
5.604 |
5.687 |
| PP |
5.648 |
5.648 |
5.648 |
5.629 |
| S1 |
5.507 |
5.507 |
5.564 |
5.468 |
| S2 |
5.429 |
5.429 |
5.544 |
|
| S3 |
5.210 |
5.288 |
5.524 |
|
| S4 |
4.991 |
5.069 |
5.464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.790 |
5.571 |
0.219 |
3.9% |
0.119 |
2.1% |
6% |
False |
True |
8,199 |
| 10 |
6.127 |
5.571 |
0.556 |
10.0% |
0.184 |
3.3% |
2% |
False |
True |
8,723 |
| 20 |
6.127 |
5.377 |
0.750 |
13.4% |
0.173 |
3.1% |
28% |
False |
False |
7,833 |
| 40 |
6.127 |
5.240 |
0.887 |
15.9% |
0.155 |
2.8% |
39% |
False |
False |
6,727 |
| 60 |
6.462 |
5.240 |
1.222 |
21.9% |
0.169 |
3.0% |
28% |
False |
False |
6,324 |
| 80 |
6.462 |
5.240 |
1.222 |
21.9% |
0.168 |
3.0% |
28% |
False |
False |
6,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.028 |
|
2.618 |
5.886 |
|
1.618 |
5.799 |
|
1.000 |
5.745 |
|
0.618 |
5.712 |
|
HIGH |
5.658 |
|
0.618 |
5.625 |
|
0.500 |
5.615 |
|
0.382 |
5.604 |
|
LOW |
5.571 |
|
0.618 |
5.517 |
|
1.000 |
5.484 |
|
1.618 |
5.430 |
|
2.618 |
5.343 |
|
4.250 |
5.201 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.615 |
5.652 |
| PP |
5.604 |
5.629 |
| S1 |
5.594 |
5.607 |
|