NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.480 |
3.346 |
-0.134 |
-3.9% |
3.703 |
| High |
3.557 |
3.408 |
-0.149 |
-4.2% |
3.768 |
| Low |
3.313 |
3.224 |
-0.089 |
-2.7% |
3.224 |
| Close |
3.336 |
3.238 |
-0.098 |
-2.9% |
3.238 |
| Range |
0.244 |
0.184 |
-0.060 |
-24.6% |
0.544 |
| ATR |
0.227 |
0.224 |
-0.003 |
-1.4% |
0.000 |
| Volume |
125,043 |
186,301 |
61,258 |
49.0% |
583,133 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.842 |
3.724 |
3.339 |
|
| R3 |
3.658 |
3.540 |
3.289 |
|
| R2 |
3.474 |
3.474 |
3.272 |
|
| R1 |
3.356 |
3.356 |
3.255 |
3.323 |
| PP |
3.290 |
3.290 |
3.290 |
3.274 |
| S1 |
3.172 |
3.172 |
3.221 |
3.139 |
| S2 |
3.106 |
3.106 |
3.204 |
|
| S3 |
2.922 |
2.988 |
3.187 |
|
| S4 |
2.738 |
2.804 |
3.137 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.042 |
4.684 |
3.537 |
|
| R3 |
4.498 |
4.140 |
3.388 |
|
| R2 |
3.954 |
3.954 |
3.338 |
|
| R1 |
3.596 |
3.596 |
3.288 |
3.503 |
| PP |
3.410 |
3.410 |
3.410 |
3.364 |
| S1 |
3.052 |
3.052 |
3.188 |
2.959 |
| S2 |
2.866 |
2.866 |
3.138 |
|
| S3 |
2.322 |
2.508 |
3.088 |
|
| S4 |
1.778 |
1.964 |
2.939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.768 |
3.224 |
0.544 |
16.8% |
0.188 |
5.8% |
3% |
False |
True |
116,626 |
| 10 |
4.162 |
3.224 |
0.938 |
29.0% |
0.242 |
7.5% |
1% |
False |
True |
112,283 |
| 20 |
4.162 |
3.224 |
0.938 |
29.0% |
0.235 |
7.2% |
1% |
False |
True |
89,453 |
| 40 |
4.355 |
3.224 |
1.131 |
34.9% |
0.208 |
6.4% |
1% |
False |
True |
59,321 |
| 60 |
4.716 |
3.224 |
1.492 |
46.1% |
0.224 |
6.9% |
1% |
False |
True |
45,198 |
| 80 |
4.830 |
3.224 |
1.606 |
49.6% |
0.221 |
6.8% |
1% |
False |
True |
35,384 |
| 100 |
4.830 |
3.224 |
1.606 |
49.6% |
0.205 |
6.3% |
1% |
False |
True |
28,778 |
| 120 |
4.860 |
3.224 |
1.636 |
50.5% |
0.202 |
6.2% |
1% |
False |
True |
24,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.190 |
|
2.618 |
3.890 |
|
1.618 |
3.706 |
|
1.000 |
3.592 |
|
0.618 |
3.522 |
|
HIGH |
3.408 |
|
0.618 |
3.338 |
|
0.500 |
3.316 |
|
0.382 |
3.294 |
|
LOW |
3.224 |
|
0.618 |
3.110 |
|
1.000 |
3.040 |
|
1.618 |
2.926 |
|
2.618 |
2.742 |
|
4.250 |
2.442 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.316 |
3.417 |
| PP |
3.290 |
3.357 |
| S1 |
3.264 |
3.298 |
|