NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
4.023 |
3.752 |
-0.271 |
-6.7% |
3.632 |
| High |
4.075 |
3.851 |
-0.224 |
-5.5% |
4.162 |
| Low |
3.735 |
3.662 |
-0.073 |
-2.0% |
3.596 |
| Close |
3.743 |
3.674 |
-0.069 |
-1.8% |
3.674 |
| Range |
0.340 |
0.189 |
-0.151 |
-44.4% |
0.566 |
| ATR |
0.244 |
0.240 |
-0.004 |
-1.6% |
0.000 |
| Volume |
82,340 |
121,564 |
39,224 |
47.6% |
539,703 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.296 |
4.174 |
3.778 |
|
| R3 |
4.107 |
3.985 |
3.726 |
|
| R2 |
3.918 |
3.918 |
3.709 |
|
| R1 |
3.796 |
3.796 |
3.691 |
3.763 |
| PP |
3.729 |
3.729 |
3.729 |
3.712 |
| S1 |
3.607 |
3.607 |
3.657 |
3.574 |
| S2 |
3.540 |
3.540 |
3.639 |
|
| S3 |
3.351 |
3.418 |
3.622 |
|
| S4 |
3.162 |
3.229 |
3.570 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.509 |
5.157 |
3.985 |
|
| R3 |
4.943 |
4.591 |
3.830 |
|
| R2 |
4.377 |
4.377 |
3.778 |
|
| R1 |
4.025 |
4.025 |
3.726 |
4.201 |
| PP |
3.811 |
3.811 |
3.811 |
3.899 |
| S1 |
3.459 |
3.459 |
3.622 |
3.635 |
| S2 |
3.245 |
3.245 |
3.570 |
|
| S3 |
2.679 |
2.893 |
3.518 |
|
| S4 |
2.113 |
2.327 |
3.363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.162 |
3.596 |
0.566 |
15.4% |
0.297 |
8.1% |
14% |
False |
False |
107,940 |
| 10 |
4.162 |
3.459 |
0.703 |
19.1% |
0.255 |
6.9% |
31% |
False |
False |
90,198 |
| 20 |
4.162 |
3.366 |
0.796 |
21.7% |
0.249 |
6.8% |
39% |
False |
False |
73,834 |
| 40 |
4.716 |
3.366 |
1.350 |
36.7% |
0.218 |
5.9% |
23% |
False |
False |
47,206 |
| 60 |
4.716 |
3.366 |
1.350 |
36.7% |
0.230 |
6.3% |
23% |
False |
False |
35,979 |
| 80 |
4.830 |
3.366 |
1.464 |
39.8% |
0.216 |
5.9% |
21% |
False |
False |
28,272 |
| 100 |
4.860 |
3.366 |
1.494 |
40.7% |
0.208 |
5.7% |
21% |
False |
False |
23,032 |
| 120 |
4.860 |
3.366 |
1.494 |
40.7% |
0.200 |
5.4% |
21% |
False |
False |
19,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.654 |
|
2.618 |
4.346 |
|
1.618 |
4.157 |
|
1.000 |
4.040 |
|
0.618 |
3.968 |
|
HIGH |
3.851 |
|
0.618 |
3.779 |
|
0.500 |
3.757 |
|
0.382 |
3.734 |
|
LOW |
3.662 |
|
0.618 |
3.545 |
|
1.000 |
3.473 |
|
1.618 |
3.356 |
|
2.618 |
3.167 |
|
4.250 |
2.859 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.757 |
3.876 |
| PP |
3.729 |
3.809 |
| S1 |
3.702 |
3.741 |
|