NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 03-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5.025 |
4.980 |
-0.045 |
-0.9% |
5.275 |
High |
5.066 |
5.034 |
-0.032 |
-0.6% |
5.449 |
Low |
4.972 |
4.806 |
-0.166 |
-3.3% |
5.195 |
Close |
4.975 |
4.819 |
-0.156 |
-3.1% |
5.211 |
Range |
0.094 |
0.228 |
0.134 |
142.6% |
0.254 |
ATR |
0.144 |
0.150 |
0.006 |
4.2% |
0.000 |
Volume |
10,998 |
17,071 |
6,073 |
55.2% |
43,434 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.570 |
5.423 |
4.944 |
|
R3 |
5.342 |
5.195 |
4.882 |
|
R2 |
5.114 |
5.114 |
4.861 |
|
R1 |
4.967 |
4.967 |
4.840 |
4.927 |
PP |
4.886 |
4.886 |
4.886 |
4.866 |
S1 |
4.739 |
4.739 |
4.798 |
4.699 |
S2 |
4.658 |
4.658 |
4.777 |
|
S3 |
4.430 |
4.511 |
4.756 |
|
S4 |
4.202 |
4.283 |
4.694 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.047 |
5.883 |
5.351 |
|
R3 |
5.793 |
5.629 |
5.281 |
|
R2 |
5.539 |
5.539 |
5.258 |
|
R1 |
5.375 |
5.375 |
5.234 |
5.330 |
PP |
5.285 |
5.285 |
5.285 |
5.263 |
S1 |
5.121 |
5.121 |
5.188 |
5.076 |
S2 |
5.031 |
5.031 |
5.164 |
|
S3 |
4.777 |
4.867 |
5.141 |
|
S4 |
4.523 |
4.613 |
5.071 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.351 |
4.806 |
0.545 |
11.3% |
0.158 |
3.3% |
2% |
False |
True |
12,044 |
10 |
5.449 |
4.806 |
0.643 |
13.3% |
0.140 |
2.9% |
2% |
False |
True |
10,236 |
20 |
5.842 |
4.806 |
1.036 |
21.5% |
0.130 |
2.7% |
1% |
False |
True |
9,325 |
40 |
6.127 |
4.806 |
1.321 |
27.4% |
0.157 |
3.3% |
1% |
False |
True |
8,392 |
60 |
6.462 |
4.806 |
1.656 |
34.4% |
0.154 |
3.2% |
1% |
False |
True |
7,394 |
80 |
6.462 |
4.806 |
1.656 |
34.4% |
0.163 |
3.4% |
1% |
False |
True |
6,850 |
100 |
6.462 |
4.806 |
1.656 |
34.4% |
0.159 |
3.3% |
1% |
False |
True |
6,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.003 |
2.618 |
5.631 |
1.618 |
5.403 |
1.000 |
5.262 |
0.618 |
5.175 |
HIGH |
5.034 |
0.618 |
4.947 |
0.500 |
4.920 |
0.382 |
4.893 |
LOW |
4.806 |
0.618 |
4.665 |
1.000 |
4.578 |
1.618 |
4.437 |
2.618 |
4.209 |
4.250 |
3.837 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4.920 |
4.978 |
PP |
4.886 |
4.925 |
S1 |
4.853 |
4.872 |
|