NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.703 |
3.660 |
-0.043 |
-1.2% |
3.632 |
| High |
3.768 |
3.739 |
-0.029 |
-0.8% |
4.162 |
| Low |
3.613 |
3.533 |
-0.080 |
-2.2% |
3.596 |
| Close |
3.641 |
3.541 |
-0.100 |
-2.7% |
3.674 |
| Range |
0.155 |
0.206 |
0.051 |
32.9% |
0.566 |
| ATR |
0.234 |
0.232 |
-0.002 |
-0.9% |
0.000 |
| Volume |
84,207 |
85,391 |
1,184 |
1.4% |
539,703 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.222 |
4.088 |
3.654 |
|
| R3 |
4.016 |
3.882 |
3.598 |
|
| R2 |
3.810 |
3.810 |
3.579 |
|
| R1 |
3.676 |
3.676 |
3.560 |
3.640 |
| PP |
3.604 |
3.604 |
3.604 |
3.587 |
| S1 |
3.470 |
3.470 |
3.522 |
3.434 |
| S2 |
3.398 |
3.398 |
3.503 |
|
| S3 |
3.192 |
3.264 |
3.484 |
|
| S4 |
2.986 |
3.058 |
3.428 |
|
|
| 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 |
3.533 |
0.557 |
15.7% |
0.217 |
6.1% |
1% |
False |
True |
96,241 |
| 10 |
4.162 |
3.459 |
0.703 |
19.9% |
0.256 |
7.2% |
12% |
False |
False |
96,387 |
| 20 |
4.162 |
3.400 |
0.762 |
21.5% |
0.252 |
7.1% |
19% |
False |
False |
79,119 |
| 40 |
4.624 |
3.366 |
1.258 |
35.5% |
0.210 |
5.9% |
14% |
False |
False |
50,484 |
| 60 |
4.716 |
3.366 |
1.350 |
38.1% |
0.231 |
6.5% |
13% |
False |
False |
38,574 |
| 80 |
4.830 |
3.366 |
1.464 |
41.3% |
0.216 |
6.1% |
12% |
False |
False |
30,327 |
| 100 |
4.858 |
3.366 |
1.492 |
42.1% |
0.203 |
5.7% |
12% |
False |
False |
24,686 |
| 120 |
4.860 |
3.366 |
1.494 |
42.2% |
0.201 |
5.7% |
12% |
False |
False |
20,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.615 |
|
2.618 |
4.278 |
|
1.618 |
4.072 |
|
1.000 |
3.945 |
|
0.618 |
3.866 |
|
HIGH |
3.739 |
|
0.618 |
3.660 |
|
0.500 |
3.636 |
|
0.382 |
3.612 |
|
LOW |
3.533 |
|
0.618 |
3.406 |
|
1.000 |
3.327 |
|
1.618 |
3.200 |
|
2.618 |
2.994 |
|
4.250 |
2.658 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.636 |
3.692 |
| PP |
3.604 |
3.642 |
| S1 |
3.573 |
3.591 |
|