NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.791 |
5.888 |
0.097 |
1.7% |
5.567 |
| High |
5.920 |
5.979 |
0.059 |
1.0% |
5.662 |
| Low |
5.788 |
5.882 |
0.094 |
1.6% |
5.372 |
| Close |
5.905 |
5.955 |
0.050 |
0.8% |
5.631 |
| Range |
0.132 |
0.097 |
-0.035 |
-26.5% |
0.290 |
| ATR |
0.176 |
0.170 |
-0.006 |
-3.2% |
0.000 |
| Volume |
4,730 |
4,235 |
-495 |
-10.5% |
10,741 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.230 |
6.189 |
6.008 |
|
| R3 |
6.133 |
6.092 |
5.982 |
|
| R2 |
6.036 |
6.036 |
5.973 |
|
| R1 |
5.995 |
5.995 |
5.964 |
6.016 |
| PP |
5.939 |
5.939 |
5.939 |
5.949 |
| S1 |
5.898 |
5.898 |
5.946 |
5.919 |
| S2 |
5.842 |
5.842 |
5.937 |
|
| S3 |
5.745 |
5.801 |
5.928 |
|
| S4 |
5.648 |
5.704 |
5.902 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.425 |
6.318 |
5.791 |
|
| R3 |
6.135 |
6.028 |
5.711 |
|
| R2 |
5.845 |
5.845 |
5.684 |
|
| R1 |
5.738 |
5.738 |
5.658 |
5.792 |
| PP |
5.555 |
5.555 |
5.555 |
5.582 |
| S1 |
5.448 |
5.448 |
5.604 |
5.502 |
| S2 |
5.265 |
5.265 |
5.578 |
|
| S3 |
4.975 |
5.158 |
5.551 |
|
| S4 |
4.685 |
4.868 |
5.472 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.391 |
|
2.618 |
6.233 |
|
1.618 |
6.136 |
|
1.000 |
6.076 |
|
0.618 |
6.039 |
|
HIGH |
5.979 |
|
0.618 |
5.942 |
|
0.500 |
5.931 |
|
0.382 |
5.919 |
|
LOW |
5.882 |
|
0.618 |
5.822 |
|
1.000 |
5.785 |
|
1.618 |
5.725 |
|
2.618 |
5.628 |
|
4.250 |
5.470 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.947 |
5.951 |
| PP |
5.939 |
5.946 |
| S1 |
5.931 |
5.942 |
|