NYMEX Natural Gas Future May 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 |
5.550 |
5.476 |
-0.074 |
-1.3% |
5.670 |
| High |
5.554 |
5.476 |
-0.078 |
-1.4% |
5.720 |
| Low |
5.495 |
5.430 |
-0.065 |
-1.2% |
5.572 |
| Close |
5.510 |
5.433 |
-0.077 |
-1.4% |
5.591 |
| Range |
0.059 |
0.046 |
-0.013 |
-22.0% |
0.148 |
| ATR |
0.119 |
0.116 |
-0.003 |
-2.3% |
0.000 |
| Volume |
573 |
386 |
-187 |
-32.6% |
2,559 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.584 |
5.555 |
5.458 |
|
| R3 |
5.538 |
5.509 |
5.446 |
|
| R2 |
5.492 |
5.492 |
5.441 |
|
| R1 |
5.463 |
5.463 |
5.437 |
5.455 |
| PP |
5.446 |
5.446 |
5.446 |
5.442 |
| S1 |
5.417 |
5.417 |
5.429 |
5.409 |
| S2 |
5.400 |
5.400 |
5.425 |
|
| S3 |
5.354 |
5.371 |
5.420 |
|
| S4 |
5.308 |
5.325 |
5.408 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.072 |
5.979 |
5.672 |
|
| R3 |
5.924 |
5.831 |
5.632 |
|
| R2 |
5.776 |
5.776 |
5.618 |
|
| R1 |
5.683 |
5.683 |
5.605 |
5.656 |
| PP |
5.628 |
5.628 |
5.628 |
5.614 |
| S1 |
5.535 |
5.535 |
5.577 |
5.508 |
| S2 |
5.480 |
5.480 |
5.564 |
|
| S3 |
5.332 |
5.387 |
5.550 |
|
| S4 |
5.184 |
5.239 |
5.510 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.672 |
|
2.618 |
5.596 |
|
1.618 |
5.550 |
|
1.000 |
5.522 |
|
0.618 |
5.504 |
|
HIGH |
5.476 |
|
0.618 |
5.458 |
|
0.500 |
5.453 |
|
0.382 |
5.448 |
|
LOW |
5.430 |
|
0.618 |
5.402 |
|
1.000 |
5.384 |
|
1.618 |
5.356 |
|
2.618 |
5.310 |
|
4.250 |
5.235 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.453 |
5.533 |
| PP |
5.446 |
5.500 |
| S1 |
5.440 |
5.466 |
|