NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.400 |
5.250 |
-0.150 |
-2.8% |
5.310 |
| High |
5.400 |
5.259 |
-0.141 |
-2.6% |
5.471 |
| Low |
5.260 |
5.180 |
-0.080 |
-1.5% |
5.260 |
| Close |
5.285 |
5.198 |
-0.087 |
-1.6% |
5.285 |
| Range |
0.140 |
0.079 |
-0.061 |
-43.6% |
0.211 |
| ATR |
0.118 |
0.117 |
-0.001 |
-0.8% |
0.000 |
| Volume |
2,989 |
2,763 |
-226 |
-7.6% |
11,031 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.449 |
5.403 |
5.241 |
|
| R3 |
5.370 |
5.324 |
5.220 |
|
| R2 |
5.291 |
5.291 |
5.212 |
|
| R1 |
5.245 |
5.245 |
5.205 |
5.229 |
| PP |
5.212 |
5.212 |
5.212 |
5.204 |
| S1 |
5.166 |
5.166 |
5.191 |
5.150 |
| S2 |
5.133 |
5.133 |
5.184 |
|
| S3 |
5.054 |
5.087 |
5.176 |
|
| S4 |
4.975 |
5.008 |
5.155 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.972 |
5.839 |
5.401 |
|
| R3 |
5.761 |
5.628 |
5.343 |
|
| R2 |
5.550 |
5.550 |
5.324 |
|
| R1 |
5.417 |
5.417 |
5.304 |
5.378 |
| PP |
5.339 |
5.339 |
5.339 |
5.319 |
| S1 |
5.206 |
5.206 |
5.266 |
5.167 |
| S2 |
5.128 |
5.128 |
5.246 |
|
| S3 |
4.917 |
4.995 |
5.227 |
|
| S4 |
4.706 |
4.784 |
5.169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.446 |
5.180 |
0.266 |
5.1% |
0.094 |
1.8% |
7% |
False |
True |
2,278 |
| 10 |
5.471 |
5.180 |
0.291 |
5.6% |
0.096 |
1.9% |
6% |
False |
True |
2,184 |
| 20 |
5.886 |
5.180 |
0.706 |
13.6% |
0.105 |
2.0% |
3% |
False |
True |
2,216 |
| 40 |
5.886 |
5.170 |
0.716 |
13.8% |
0.118 |
2.3% |
4% |
False |
False |
2,391 |
| 60 |
6.255 |
5.170 |
1.085 |
20.9% |
0.123 |
2.4% |
3% |
False |
False |
2,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.595 |
|
2.618 |
5.466 |
|
1.618 |
5.387 |
|
1.000 |
5.338 |
|
0.618 |
5.308 |
|
HIGH |
5.259 |
|
0.618 |
5.229 |
|
0.500 |
5.220 |
|
0.382 |
5.210 |
|
LOW |
5.180 |
|
0.618 |
5.131 |
|
1.000 |
5.101 |
|
1.618 |
5.052 |
|
2.618 |
4.973 |
|
4.250 |
4.844 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.220 |
5.295 |
| PP |
5.212 |
5.262 |
| S1 |
5.205 |
5.230 |
|