NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.480 |
5.380 |
-0.100 |
-1.8% |
5.550 |
| High |
5.482 |
5.446 |
-0.036 |
-0.7% |
5.554 |
| Low |
5.400 |
5.380 |
-0.020 |
-0.4% |
5.380 |
| Close |
5.403 |
5.405 |
0.002 |
0.0% |
5.405 |
| Range |
0.082 |
0.066 |
-0.016 |
-19.5% |
0.174 |
| ATR |
0.109 |
0.106 |
-0.003 |
-2.8% |
0.000 |
| Volume |
230 |
386 |
156 |
67.8% |
2,170 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.608 |
5.573 |
5.441 |
|
| R3 |
5.542 |
5.507 |
5.423 |
|
| R2 |
5.476 |
5.476 |
5.417 |
|
| R1 |
5.441 |
5.441 |
5.411 |
5.459 |
| PP |
5.410 |
5.410 |
5.410 |
5.419 |
| S1 |
5.375 |
5.375 |
5.399 |
5.393 |
| S2 |
5.344 |
5.344 |
5.393 |
|
| S3 |
5.278 |
5.309 |
5.387 |
|
| S4 |
5.212 |
5.243 |
5.369 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.968 |
5.861 |
5.501 |
|
| R3 |
5.794 |
5.687 |
5.453 |
|
| R2 |
5.620 |
5.620 |
5.437 |
|
| R1 |
5.513 |
5.513 |
5.421 |
5.480 |
| PP |
5.446 |
5.446 |
5.446 |
5.430 |
| S1 |
5.339 |
5.339 |
5.389 |
5.306 |
| S2 |
5.272 |
5.272 |
5.373 |
|
| S3 |
5.098 |
5.165 |
5.357 |
|
| S4 |
4.924 |
4.991 |
5.309 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.727 |
|
2.618 |
5.619 |
|
1.618 |
5.553 |
|
1.000 |
5.512 |
|
0.618 |
5.487 |
|
HIGH |
5.446 |
|
0.618 |
5.421 |
|
0.500 |
5.413 |
|
0.382 |
5.405 |
|
LOW |
5.380 |
|
0.618 |
5.339 |
|
1.000 |
5.314 |
|
1.618 |
5.273 |
|
2.618 |
5.207 |
|
4.250 |
5.100 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.413 |
5.431 |
| PP |
5.410 |
5.422 |
| S1 |
5.408 |
5.414 |
|