NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.752 |
3.703 |
-0.049 |
-1.3% |
3.632 |
| High |
3.851 |
3.768 |
-0.083 |
-2.2% |
4.162 |
| Low |
3.662 |
3.613 |
-0.049 |
-1.3% |
3.596 |
| Close |
3.674 |
3.641 |
-0.033 |
-0.9% |
3.674 |
| Range |
0.189 |
0.155 |
-0.034 |
-18.0% |
0.566 |
| ATR |
0.240 |
0.234 |
-0.006 |
-2.5% |
0.000 |
| Volume |
121,564 |
84,207 |
-37,357 |
-30.7% |
539,703 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.139 |
4.045 |
3.726 |
|
| R3 |
3.984 |
3.890 |
3.684 |
|
| R2 |
3.829 |
3.829 |
3.669 |
|
| R1 |
3.735 |
3.735 |
3.655 |
3.705 |
| PP |
3.674 |
3.674 |
3.674 |
3.659 |
| S1 |
3.580 |
3.580 |
3.627 |
3.550 |
| S2 |
3.519 |
3.519 |
3.613 |
|
| S3 |
3.364 |
3.425 |
3.598 |
|
| S4 |
3.209 |
3.270 |
3.556 |
|
|
| 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 |
4.090 |
3.613 |
0.477 |
13.1% |
0.214 |
5.9% |
6% |
False |
True |
108,726 |
| 10 |
4.162 |
3.459 |
0.703 |
19.3% |
0.258 |
7.1% |
26% |
False |
False |
92,825 |
| 20 |
4.162 |
3.400 |
0.762 |
20.9% |
0.250 |
6.9% |
32% |
False |
False |
77,005 |
| 40 |
4.716 |
3.366 |
1.350 |
37.1% |
0.213 |
5.8% |
20% |
False |
False |
48,799 |
| 60 |
4.716 |
3.366 |
1.350 |
37.1% |
0.230 |
6.3% |
20% |
False |
False |
37,243 |
| 80 |
4.830 |
3.366 |
1.464 |
40.2% |
0.215 |
5.9% |
19% |
False |
False |
29,288 |
| 100 |
4.858 |
3.366 |
1.492 |
41.0% |
0.203 |
5.6% |
18% |
False |
False |
23,859 |
| 120 |
4.860 |
3.366 |
1.494 |
41.0% |
0.200 |
5.5% |
18% |
False |
False |
20,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.427 |
|
2.618 |
4.174 |
|
1.618 |
4.019 |
|
1.000 |
3.923 |
|
0.618 |
3.864 |
|
HIGH |
3.768 |
|
0.618 |
3.709 |
|
0.500 |
3.691 |
|
0.382 |
3.672 |
|
LOW |
3.613 |
|
0.618 |
3.517 |
|
1.000 |
3.458 |
|
1.618 |
3.362 |
|
2.618 |
3.207 |
|
4.250 |
2.954 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.691 |
3.844 |
| PP |
3.674 |
3.776 |
| S1 |
3.658 |
3.709 |
|