NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5.241 |
5.135 |
-0.106 |
-2.0% |
5.420 |
| High |
5.266 |
5.180 |
-0.086 |
-1.6% |
5.525 |
| Low |
5.135 |
5.096 |
-0.039 |
-0.8% |
5.344 |
| Close |
5.143 |
5.096 |
-0.047 |
-0.9% |
5.352 |
| Range |
0.131 |
0.084 |
-0.047 |
-35.9% |
0.181 |
| ATR |
0.105 |
0.104 |
-0.002 |
-1.4% |
0.000 |
| Volume |
2,210 |
1,032 |
-1,178 |
-53.3% |
4,759 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.376 |
5.320 |
5.142 |
|
| R3 |
5.292 |
5.236 |
5.119 |
|
| R2 |
5.208 |
5.208 |
5.111 |
|
| R1 |
5.152 |
5.152 |
5.104 |
5.138 |
| PP |
5.124 |
5.124 |
5.124 |
5.117 |
| S1 |
5.068 |
5.068 |
5.088 |
5.054 |
| S2 |
5.040 |
5.040 |
5.081 |
|
| S3 |
4.956 |
4.984 |
5.073 |
|
| S4 |
4.872 |
4.900 |
5.050 |
|
|
| 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 |
5.537 |
|
2.618 |
5.400 |
|
1.618 |
5.316 |
|
1.000 |
5.264 |
|
0.618 |
5.232 |
|
HIGH |
5.180 |
|
0.618 |
5.148 |
|
0.500 |
5.138 |
|
0.382 |
5.128 |
|
LOW |
5.096 |
|
0.618 |
5.044 |
|
1.000 |
5.012 |
|
1.618 |
4.960 |
|
2.618 |
4.876 |
|
4.250 |
4.739 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.138 |
5.196 |
| PP |
5.124 |
5.162 |
| S1 |
5.110 |
5.129 |
|