NYMEX Natural Gas Future March 2010
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.500 |
5.510 |
0.010 |
0.2% |
5.709 |
| High |
5.540 |
5.510 |
-0.030 |
-0.5% |
5.751 |
| Low |
5.457 |
5.406 |
-0.051 |
-0.9% |
5.567 |
| Close |
5.491 |
5.411 |
-0.080 |
-1.5% |
5.581 |
| Range |
0.083 |
0.104 |
0.021 |
25.3% |
0.184 |
| ATR |
0.149 |
0.146 |
-0.003 |
-2.2% |
0.000 |
| Volume |
2,315 |
3,055 |
740 |
32.0% |
10,716 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.754 |
5.687 |
5.468 |
|
| R3 |
5.650 |
5.583 |
5.440 |
|
| R2 |
5.546 |
5.546 |
5.430 |
|
| R1 |
5.479 |
5.479 |
5.421 |
5.461 |
| PP |
5.442 |
5.442 |
5.442 |
5.433 |
| S1 |
5.375 |
5.375 |
5.401 |
5.357 |
| S2 |
5.338 |
5.338 |
5.392 |
|
| S3 |
5.234 |
5.271 |
5.382 |
|
| S4 |
5.130 |
5.167 |
5.354 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.185 |
6.067 |
5.682 |
|
| R3 |
6.001 |
5.883 |
5.632 |
|
| R2 |
5.817 |
5.817 |
5.615 |
|
| R1 |
5.699 |
5.699 |
5.598 |
5.666 |
| PP |
5.633 |
5.633 |
5.633 |
5.617 |
| S1 |
5.515 |
5.515 |
5.564 |
5.482 |
| S2 |
5.449 |
5.449 |
5.547 |
|
| S3 |
5.265 |
5.331 |
5.530 |
|
| S4 |
5.081 |
5.147 |
5.480 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.952 |
|
2.618 |
5.782 |
|
1.618 |
5.678 |
|
1.000 |
5.614 |
|
0.618 |
5.574 |
|
HIGH |
5.510 |
|
0.618 |
5.470 |
|
0.500 |
5.458 |
|
0.382 |
5.446 |
|
LOW |
5.406 |
|
0.618 |
5.342 |
|
1.000 |
5.302 |
|
1.618 |
5.238 |
|
2.618 |
5.134 |
|
4.250 |
4.964 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.458 |
5.525 |
| PP |
5.442 |
5.487 |
| S1 |
5.427 |
5.449 |
|