NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5.446 |
5.460 |
0.014 |
0.3% |
5.420 |
| High |
5.462 |
5.460 |
-0.002 |
0.0% |
5.525 |
| Low |
5.352 |
5.344 |
-0.008 |
-0.1% |
5.344 |
| Close |
5.459 |
5.352 |
-0.107 |
-2.0% |
5.352 |
| Range |
0.110 |
0.116 |
0.006 |
5.5% |
0.181 |
| ATR |
0.102 |
0.103 |
0.001 |
1.0% |
0.000 |
| Volume |
396 |
2,922 |
2,526 |
637.9% |
4,759 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.733 |
5.659 |
5.416 |
|
| R3 |
5.617 |
5.543 |
5.384 |
|
| R2 |
5.501 |
5.501 |
5.373 |
|
| R1 |
5.427 |
5.427 |
5.363 |
5.406 |
| PP |
5.385 |
5.385 |
5.385 |
5.375 |
| S1 |
5.311 |
5.311 |
5.341 |
5.290 |
| S2 |
5.269 |
5.269 |
5.331 |
|
| S3 |
5.153 |
5.195 |
5.320 |
|
| S4 |
5.037 |
5.079 |
5.288 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.950 |
5.832 |
5.452 |
|
| R3 |
5.769 |
5.651 |
5.402 |
|
| R2 |
5.588 |
5.588 |
5.385 |
|
| R1 |
5.470 |
5.470 |
5.369 |
5.439 |
| PP |
5.407 |
5.407 |
5.407 |
5.391 |
| S1 |
5.289 |
5.289 |
5.335 |
5.258 |
| S2 |
5.226 |
5.226 |
5.319 |
|
| S3 |
5.045 |
5.108 |
5.302 |
|
| S4 |
4.864 |
4.927 |
5.252 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.953 |
|
2.618 |
5.764 |
|
1.618 |
5.648 |
|
1.000 |
5.576 |
|
0.618 |
5.532 |
|
HIGH |
5.460 |
|
0.618 |
5.416 |
|
0.500 |
5.402 |
|
0.382 |
5.388 |
|
LOW |
5.344 |
|
0.618 |
5.272 |
|
1.000 |
5.228 |
|
1.618 |
5.156 |
|
2.618 |
5.040 |
|
4.250 |
4.851 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.402 |
5.414 |
| PP |
5.385 |
5.393 |
| S1 |
5.369 |
5.373 |
|