NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.516 |
5.380 |
-0.136 |
-2.5% |
5.735 |
| High |
5.516 |
5.437 |
-0.079 |
-1.4% |
5.790 |
| Low |
5.385 |
5.356 |
-0.029 |
-0.5% |
5.571 |
| Close |
5.395 |
5.398 |
0.003 |
0.1% |
5.584 |
| Range |
0.131 |
0.081 |
-0.050 |
-38.2% |
0.219 |
| ATR |
0.164 |
0.158 |
-0.006 |
-3.6% |
0.000 |
| Volume |
9,082 |
9,466 |
384 |
4.2% |
40,995 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.640 |
5.600 |
5.443 |
|
| R3 |
5.559 |
5.519 |
5.420 |
|
| R2 |
5.478 |
5.478 |
5.413 |
|
| R1 |
5.438 |
5.438 |
5.405 |
5.458 |
| PP |
5.397 |
5.397 |
5.397 |
5.407 |
| S1 |
5.357 |
5.357 |
5.391 |
5.377 |
| S2 |
5.316 |
5.316 |
5.383 |
|
| S3 |
5.235 |
5.276 |
5.376 |
|
| S4 |
5.154 |
5.195 |
5.353 |
|
|
| 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 |
5.733 |
5.356 |
0.377 |
7.0% |
0.111 |
2.1% |
11% |
False |
True |
10,148 |
| 10 |
6.034 |
5.356 |
0.678 |
12.6% |
0.138 |
2.6% |
6% |
False |
True |
8,631 |
| 20 |
6.127 |
5.356 |
0.771 |
14.3% |
0.167 |
3.1% |
5% |
False |
True |
8,196 |
| 40 |
6.127 |
5.240 |
0.887 |
16.4% |
0.153 |
2.8% |
18% |
False |
False |
7,123 |
| 60 |
6.462 |
5.240 |
1.222 |
22.6% |
0.169 |
3.1% |
13% |
False |
False |
6,621 |
| 80 |
6.462 |
5.240 |
1.222 |
22.6% |
0.168 |
3.1% |
13% |
False |
False |
6,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.781 |
|
2.618 |
5.649 |
|
1.618 |
5.568 |
|
1.000 |
5.518 |
|
0.618 |
5.487 |
|
HIGH |
5.437 |
|
0.618 |
5.406 |
|
0.500 |
5.397 |
|
0.382 |
5.387 |
|
LOW |
5.356 |
|
0.618 |
5.306 |
|
1.000 |
5.275 |
|
1.618 |
5.225 |
|
2.618 |
5.144 |
|
4.250 |
5.012 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.398 |
5.459 |
| PP |
5.397 |
5.438 |
| S1 |
5.397 |
5.418 |
|