NYMEX Natural Gas Future April 2010
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5.050 |
5.000 |
-0.050 |
-1.0% |
5.310 |
| High |
5.114 |
5.097 |
-0.017 |
-0.3% |
5.471 |
| Low |
5.028 |
4.880 |
-0.148 |
-2.9% |
5.260 |
| Close |
5.028 |
4.894 |
-0.134 |
-2.7% |
5.285 |
| Range |
0.086 |
0.217 |
0.131 |
152.3% |
0.211 |
| ATR |
0.117 |
0.124 |
0.007 |
6.1% |
0.000 |
| Volume |
2,516 |
5,479 |
2,963 |
117.8% |
11,031 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.608 |
5.468 |
5.013 |
|
| R3 |
5.391 |
5.251 |
4.954 |
|
| R2 |
5.174 |
5.174 |
4.934 |
|
| R1 |
5.034 |
5.034 |
4.914 |
4.996 |
| PP |
4.957 |
4.957 |
4.957 |
4.938 |
| S1 |
4.817 |
4.817 |
4.874 |
4.779 |
| S2 |
4.740 |
4.740 |
4.854 |
|
| S3 |
4.523 |
4.600 |
4.834 |
|
| S4 |
4.306 |
4.383 |
4.775 |
|
|
| 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 |
5.400 |
4.880 |
0.520 |
10.6% |
0.134 |
2.7% |
3% |
False |
True |
3,599 |
| 10 |
5.471 |
4.880 |
0.591 |
12.1% |
0.115 |
2.4% |
2% |
False |
True |
2,815 |
| 20 |
5.742 |
4.880 |
0.862 |
17.6% |
0.104 |
2.1% |
2% |
False |
True |
2,391 |
| 40 |
5.886 |
4.880 |
1.006 |
20.6% |
0.123 |
2.5% |
1% |
False |
True |
2,407 |
| 60 |
6.255 |
4.880 |
1.375 |
28.1% |
0.124 |
2.5% |
1% |
False |
True |
2,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.019 |
|
2.618 |
5.665 |
|
1.618 |
5.448 |
|
1.000 |
5.314 |
|
0.618 |
5.231 |
|
HIGH |
5.097 |
|
0.618 |
5.014 |
|
0.500 |
4.989 |
|
0.382 |
4.963 |
|
LOW |
4.880 |
|
0.618 |
4.746 |
|
1.000 |
4.663 |
|
1.618 |
4.529 |
|
2.618 |
4.312 |
|
4.250 |
3.958 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.989 |
5.044 |
| PP |
4.957 |
4.994 |
| S1 |
4.926 |
4.944 |
|