NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.991 |
3.982 |
-0.009 |
-0.2% |
3.844 |
| High |
4.060 |
4.090 |
0.030 |
0.7% |
3.844 |
| Low |
3.868 |
3.894 |
0.026 |
0.7% |
3.459 |
| Close |
4.001 |
4.042 |
0.041 |
1.0% |
3.653 |
| Range |
0.192 |
0.196 |
0.004 |
2.1% |
0.385 |
| ATR |
0.240 |
0.237 |
-0.003 |
-1.3% |
0.000 |
| Volume |
147,816 |
107,705 |
-40,111 |
-27.1% |
362,285 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.597 |
4.515 |
4.150 |
|
| R3 |
4.401 |
4.319 |
4.096 |
|
| R2 |
4.205 |
4.205 |
4.078 |
|
| R1 |
4.123 |
4.123 |
4.060 |
4.164 |
| PP |
4.009 |
4.009 |
4.009 |
4.029 |
| S1 |
3.927 |
3.927 |
4.024 |
3.968 |
| S2 |
3.813 |
3.813 |
4.006 |
|
| S3 |
3.617 |
3.731 |
3.988 |
|
| S4 |
3.421 |
3.535 |
3.934 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.807 |
4.615 |
3.865 |
|
| R3 |
4.422 |
4.230 |
3.759 |
|
| R2 |
4.037 |
4.037 |
3.724 |
|
| R1 |
3.845 |
3.845 |
3.688 |
3.749 |
| PP |
3.652 |
3.652 |
3.652 |
3.604 |
| S1 |
3.460 |
3.460 |
3.618 |
3.364 |
| S2 |
3.267 |
3.267 |
3.582 |
|
| S3 |
2.882 |
3.075 |
3.547 |
|
| S4 |
2.497 |
2.690 |
3.441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.162 |
3.499 |
0.663 |
16.4% |
0.287 |
7.1% |
82% |
False |
False |
103,508 |
| 10 |
4.162 |
3.459 |
0.703 |
17.4% |
0.256 |
6.3% |
83% |
False |
False |
82,807 |
| 20 |
4.162 |
3.366 |
0.796 |
19.7% |
0.233 |
5.8% |
85% |
False |
False |
66,324 |
| 40 |
4.716 |
3.366 |
1.350 |
33.4% |
0.219 |
5.4% |
50% |
False |
False |
43,708 |
| 60 |
4.830 |
3.366 |
1.464 |
36.2% |
0.230 |
5.7% |
46% |
False |
False |
32,967 |
| 80 |
4.830 |
3.366 |
1.464 |
36.2% |
0.212 |
5.2% |
46% |
False |
False |
25,787 |
| 100 |
4.860 |
3.366 |
1.494 |
37.0% |
0.206 |
5.1% |
45% |
False |
False |
21,021 |
| 120 |
4.860 |
3.366 |
1.494 |
37.0% |
0.198 |
4.9% |
45% |
False |
False |
17,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.923 |
|
2.618 |
4.603 |
|
1.618 |
4.407 |
|
1.000 |
4.286 |
|
0.618 |
4.211 |
|
HIGH |
4.090 |
|
0.618 |
4.015 |
|
0.500 |
3.992 |
|
0.382 |
3.969 |
|
LOW |
3.894 |
|
0.618 |
3.773 |
|
1.000 |
3.698 |
|
1.618 |
3.577 |
|
2.618 |
3.381 |
|
4.250 |
3.061 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.025 |
3.988 |
| PP |
4.009 |
3.933 |
| S1 |
3.992 |
3.879 |
|