NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.888 |
5.946 |
0.058 |
1.0% |
5.567 |
| High |
5.979 |
5.948 |
-0.031 |
-0.5% |
5.662 |
| Low |
5.882 |
5.710 |
-0.172 |
-2.9% |
5.372 |
| Close |
5.955 |
5.716 |
-0.239 |
-4.0% |
5.631 |
| Range |
0.097 |
0.238 |
0.141 |
145.4% |
0.290 |
| ATR |
0.170 |
0.175 |
0.005 |
3.1% |
0.000 |
| Volume |
4,235 |
3,599 |
-636 |
-15.0% |
10,741 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.505 |
6.349 |
5.847 |
|
| R3 |
6.267 |
6.111 |
5.781 |
|
| R2 |
6.029 |
6.029 |
5.760 |
|
| R1 |
5.873 |
5.873 |
5.738 |
5.832 |
| PP |
5.791 |
5.791 |
5.791 |
5.771 |
| S1 |
5.635 |
5.635 |
5.694 |
5.594 |
| S2 |
5.553 |
5.553 |
5.672 |
|
| S3 |
5.315 |
5.397 |
5.651 |
|
| S4 |
5.077 |
5.159 |
5.585 |
|
|
| 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 |
6.960 |
|
2.618 |
6.571 |
|
1.618 |
6.333 |
|
1.000 |
6.186 |
|
0.618 |
6.095 |
|
HIGH |
5.948 |
|
0.618 |
5.857 |
|
0.500 |
5.829 |
|
0.382 |
5.801 |
|
LOW |
5.710 |
|
0.618 |
5.563 |
|
1.000 |
5.472 |
|
1.618 |
5.325 |
|
2.618 |
5.087 |
|
4.250 |
4.699 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.829 |
5.845 |
| PP |
5.791 |
5.802 |
| S1 |
5.754 |
5.759 |
|