NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.346 |
3.184 |
-0.162 |
-4.8% |
3.703 |
| High |
3.408 |
3.281 |
-0.127 |
-3.7% |
3.768 |
| Low |
3.224 |
3.117 |
-0.107 |
-3.3% |
3.224 |
| Close |
3.238 |
3.163 |
-0.075 |
-2.3% |
3.238 |
| Range |
0.184 |
0.164 |
-0.020 |
-10.9% |
0.544 |
| ATR |
0.224 |
0.220 |
-0.004 |
-1.9% |
0.000 |
| Volume |
186,301 |
146,296 |
-40,005 |
-21.5% |
583,133 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.679 |
3.585 |
3.253 |
|
| R3 |
3.515 |
3.421 |
3.208 |
|
| R2 |
3.351 |
3.351 |
3.193 |
|
| R1 |
3.257 |
3.257 |
3.178 |
3.222 |
| PP |
3.187 |
3.187 |
3.187 |
3.170 |
| S1 |
3.093 |
3.093 |
3.148 |
3.058 |
| S2 |
3.023 |
3.023 |
3.133 |
|
| S3 |
2.859 |
2.929 |
3.118 |
|
| S4 |
2.695 |
2.765 |
3.073 |
|
|
| 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 |
3.739 |
3.117 |
0.622 |
19.7% |
0.189 |
6.0% |
7% |
False |
True |
129,044 |
| 10 |
4.090 |
3.117 |
0.973 |
30.8% |
0.202 |
6.4% |
5% |
False |
True |
118,885 |
| 20 |
4.162 |
3.117 |
1.045 |
33.0% |
0.230 |
7.3% |
4% |
False |
True |
94,049 |
| 40 |
4.261 |
3.117 |
1.144 |
36.2% |
0.207 |
6.5% |
4% |
False |
True |
62,710 |
| 60 |
4.716 |
3.117 |
1.599 |
50.6% |
0.225 |
7.1% |
3% |
False |
True |
47,528 |
| 80 |
4.830 |
3.117 |
1.713 |
54.2% |
0.221 |
7.0% |
3% |
False |
True |
37,171 |
| 100 |
4.830 |
3.117 |
1.713 |
54.2% |
0.203 |
6.4% |
3% |
False |
True |
30,223 |
| 120 |
4.860 |
3.117 |
1.743 |
55.1% |
0.203 |
6.4% |
3% |
False |
True |
25,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.978 |
|
2.618 |
3.710 |
|
1.618 |
3.546 |
|
1.000 |
3.445 |
|
0.618 |
3.382 |
|
HIGH |
3.281 |
|
0.618 |
3.218 |
|
0.500 |
3.199 |
|
0.382 |
3.180 |
|
LOW |
3.117 |
|
0.618 |
3.016 |
|
1.000 |
2.953 |
|
1.618 |
2.852 |
|
2.618 |
2.688 |
|
4.250 |
2.420 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.199 |
3.337 |
| PP |
3.187 |
3.279 |
| S1 |
3.175 |
3.221 |
|