NYMEX Natural Gas Future January 2010
| 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 |
5.320 |
5.275 |
-0.045 |
-0.8% |
5.550 |
| High |
5.386 |
5.449 |
0.063 |
1.2% |
5.561 |
| Low |
5.291 |
5.266 |
-0.025 |
-0.5% |
5.291 |
| Close |
5.315 |
5.422 |
0.107 |
2.0% |
5.315 |
| Range |
0.095 |
0.183 |
0.088 |
92.6% |
0.270 |
| ATR |
0.151 |
0.154 |
0.002 |
1.5% |
0.000 |
| Volume |
9,503 |
10,152 |
649 |
6.8% |
43,631 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.928 |
5.858 |
5.523 |
|
| R3 |
5.745 |
5.675 |
5.472 |
|
| R2 |
5.562 |
5.562 |
5.456 |
|
| R1 |
5.492 |
5.492 |
5.439 |
5.527 |
| PP |
5.379 |
5.379 |
5.379 |
5.397 |
| S1 |
5.309 |
5.309 |
5.405 |
5.344 |
| S2 |
5.196 |
5.196 |
5.388 |
|
| S3 |
5.013 |
5.126 |
5.372 |
|
| S4 |
4.830 |
4.943 |
5.321 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.199 |
6.027 |
5.464 |
|
| R3 |
5.929 |
5.757 |
5.389 |
|
| R2 |
5.659 |
5.659 |
5.365 |
|
| R1 |
5.487 |
5.487 |
5.340 |
5.438 |
| PP |
5.389 |
5.389 |
5.389 |
5.365 |
| S1 |
5.217 |
5.217 |
5.290 |
5.168 |
| S2 |
5.119 |
5.119 |
5.266 |
|
| S3 |
4.849 |
4.947 |
5.241 |
|
| S4 |
4.579 |
4.677 |
5.167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.516 |
5.266 |
0.250 |
4.6% |
0.122 |
2.3% |
62% |
False |
True |
8,592 |
| 10 |
5.785 |
5.266 |
0.519 |
9.6% |
0.122 |
2.3% |
30% |
False |
True |
8,932 |
| 20 |
6.127 |
5.266 |
0.861 |
15.9% |
0.164 |
3.0% |
18% |
False |
True |
8,329 |
| 40 |
6.127 |
5.240 |
0.887 |
16.4% |
0.153 |
2.8% |
21% |
False |
False |
7,432 |
| 60 |
6.462 |
5.240 |
1.222 |
22.5% |
0.162 |
3.0% |
15% |
False |
False |
6,796 |
| 80 |
6.462 |
5.240 |
1.222 |
22.5% |
0.169 |
3.1% |
15% |
False |
False |
6,352 |
| 100 |
6.462 |
5.240 |
1.222 |
22.5% |
0.157 |
2.9% |
15% |
False |
False |
5,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.227 |
|
2.618 |
5.928 |
|
1.618 |
5.745 |
|
1.000 |
5.632 |
|
0.618 |
5.562 |
|
HIGH |
5.449 |
|
0.618 |
5.379 |
|
0.500 |
5.358 |
|
0.382 |
5.336 |
|
LOW |
5.266 |
|
0.618 |
5.153 |
|
1.000 |
5.083 |
|
1.618 |
4.970 |
|
2.618 |
4.787 |
|
4.250 |
4.488 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.401 |
5.401 |
| PP |
5.379 |
5.380 |
| S1 |
5.358 |
5.359 |
|