NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.360 |
5.420 |
0.060 |
1.1% |
5.625 |
| High |
5.408 |
5.422 |
0.014 |
0.3% |
5.670 |
| Low |
5.340 |
5.333 |
-0.007 |
-0.1% |
5.515 |
| Close |
5.376 |
5.341 |
-0.035 |
-0.7% |
5.531 |
| Range |
0.068 |
0.089 |
0.021 |
30.9% |
0.155 |
| ATR |
0.126 |
0.124 |
-0.003 |
-2.1% |
0.000 |
| Volume |
2,222 |
1,840 |
-382 |
-17.2% |
8,701 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.632 |
5.576 |
5.390 |
|
| R3 |
5.543 |
5.487 |
5.365 |
|
| R2 |
5.454 |
5.454 |
5.357 |
|
| R1 |
5.398 |
5.398 |
5.349 |
5.382 |
| PP |
5.365 |
5.365 |
5.365 |
5.357 |
| S1 |
5.309 |
5.309 |
5.333 |
5.293 |
| S2 |
5.276 |
5.276 |
5.325 |
|
| S3 |
5.187 |
5.220 |
5.317 |
|
| S4 |
5.098 |
5.131 |
5.292 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.037 |
5.939 |
5.616 |
|
| R3 |
5.882 |
5.784 |
5.574 |
|
| R2 |
5.727 |
5.727 |
5.559 |
|
| R1 |
5.629 |
5.629 |
5.545 |
5.601 |
| PP |
5.572 |
5.572 |
5.572 |
5.558 |
| S1 |
5.474 |
5.474 |
5.517 |
5.446 |
| S2 |
5.417 |
5.417 |
5.503 |
|
| S3 |
5.262 |
5.319 |
5.488 |
|
| S4 |
5.107 |
5.164 |
5.446 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.800 |
|
2.618 |
5.655 |
|
1.618 |
5.566 |
|
1.000 |
5.511 |
|
0.618 |
5.477 |
|
HIGH |
5.422 |
|
0.618 |
5.388 |
|
0.500 |
5.378 |
|
0.382 |
5.367 |
|
LOW |
5.333 |
|
0.618 |
5.278 |
|
1.000 |
5.244 |
|
1.618 |
5.189 |
|
2.618 |
5.100 |
|
4.250 |
4.955 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.378 |
5.397 |
| PP |
5.365 |
5.378 |
| S1 |
5.353 |
5.360 |
|