NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.982 |
4.023 |
0.041 |
1.0% |
3.844 |
| High |
4.090 |
4.075 |
-0.015 |
-0.4% |
3.844 |
| Low |
3.894 |
3.735 |
-0.159 |
-4.1% |
3.459 |
| Close |
4.042 |
3.743 |
-0.299 |
-7.4% |
3.653 |
| Range |
0.196 |
0.340 |
0.144 |
73.5% |
0.385 |
| ATR |
0.237 |
0.244 |
0.007 |
3.1% |
0.000 |
| Volume |
107,705 |
82,340 |
-25,365 |
-23.6% |
362,285 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.871 |
4.647 |
3.930 |
|
| R3 |
4.531 |
4.307 |
3.837 |
|
| R2 |
4.191 |
4.191 |
3.805 |
|
| R1 |
3.967 |
3.967 |
3.774 |
3.909 |
| PP |
3.851 |
3.851 |
3.851 |
3.822 |
| S1 |
3.627 |
3.627 |
3.712 |
3.569 |
| S2 |
3.511 |
3.511 |
3.681 |
|
| S3 |
3.171 |
3.287 |
3.650 |
|
| S4 |
2.831 |
2.947 |
3.556 |
|
|
| 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 |
3.550 |
0.612 |
16.4% |
0.301 |
8.0% |
32% |
False |
False |
102,646 |
| 10 |
4.162 |
3.459 |
0.703 |
18.8% |
0.254 |
6.8% |
40% |
False |
False |
85,879 |
| 20 |
4.162 |
3.366 |
0.796 |
21.3% |
0.244 |
6.5% |
47% |
False |
False |
69,199 |
| 40 |
4.716 |
3.366 |
1.350 |
36.1% |
0.218 |
5.8% |
28% |
False |
False |
45,084 |
| 60 |
4.716 |
3.366 |
1.350 |
36.1% |
0.231 |
6.2% |
28% |
False |
False |
34,198 |
| 80 |
4.830 |
3.366 |
1.464 |
39.1% |
0.215 |
5.7% |
26% |
False |
False |
26,776 |
| 100 |
4.860 |
3.366 |
1.494 |
39.9% |
0.208 |
5.6% |
25% |
False |
False |
21,827 |
| 120 |
4.860 |
3.366 |
1.494 |
39.9% |
0.199 |
5.3% |
25% |
False |
False |
18,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.520 |
|
2.618 |
4.965 |
|
1.618 |
4.625 |
|
1.000 |
4.415 |
|
0.618 |
4.285 |
|
HIGH |
4.075 |
|
0.618 |
3.945 |
|
0.500 |
3.905 |
|
0.382 |
3.865 |
|
LOW |
3.735 |
|
0.618 |
3.525 |
|
1.000 |
3.395 |
|
1.618 |
3.185 |
|
2.618 |
2.845 |
|
4.250 |
2.290 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.905 |
3.913 |
| PP |
3.851 |
3.856 |
| S1 |
3.797 |
3.800 |
|