NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.443 |
5.446 |
0.003 |
0.1% |
5.550 |
| High |
5.484 |
5.462 |
-0.022 |
-0.4% |
5.554 |
| Low |
5.440 |
5.352 |
-0.088 |
-1.6% |
5.380 |
| Close |
5.487 |
5.459 |
-0.028 |
-0.5% |
5.405 |
| Range |
0.044 |
0.110 |
0.066 |
150.0% |
0.174 |
| ATR |
0.100 |
0.102 |
0.003 |
2.5% |
0.000 |
| Volume |
501 |
396 |
-105 |
-21.0% |
2,170 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.754 |
5.717 |
5.520 |
|
| R3 |
5.644 |
5.607 |
5.489 |
|
| R2 |
5.534 |
5.534 |
5.479 |
|
| R1 |
5.497 |
5.497 |
5.469 |
5.516 |
| PP |
5.424 |
5.424 |
5.424 |
5.434 |
| S1 |
5.387 |
5.387 |
5.449 |
5.406 |
| S2 |
5.314 |
5.314 |
5.439 |
|
| S3 |
5.204 |
5.277 |
5.429 |
|
| S4 |
5.094 |
5.167 |
5.399 |
|
|
| 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 |
5.930 |
|
2.618 |
5.750 |
|
1.618 |
5.640 |
|
1.000 |
5.572 |
|
0.618 |
5.530 |
|
HIGH |
5.462 |
|
0.618 |
5.420 |
|
0.500 |
5.407 |
|
0.382 |
5.394 |
|
LOW |
5.352 |
|
0.618 |
5.284 |
|
1.000 |
5.242 |
|
1.618 |
5.174 |
|
2.618 |
5.064 |
|
4.250 |
4.885 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.442 |
5.448 |
| PP |
5.424 |
5.437 |
| S1 |
5.407 |
5.426 |
|