NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.196 |
3.095 |
-0.101 |
-3.2% |
3.703 |
| High |
3.239 |
3.186 |
-0.053 |
-1.6% |
3.768 |
| Low |
3.088 |
3.049 |
-0.039 |
-1.3% |
3.224 |
| Close |
3.096 |
3.119 |
0.023 |
0.7% |
3.238 |
| Range |
0.151 |
0.137 |
-0.014 |
-9.3% |
0.544 |
| ATR |
0.215 |
0.210 |
-0.006 |
-2.6% |
0.000 |
| Volume |
119,093 |
105,306 |
-13,787 |
-11.6% |
583,133 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.529 |
3.461 |
3.194 |
|
| R3 |
3.392 |
3.324 |
3.157 |
|
| R2 |
3.255 |
3.255 |
3.144 |
|
| R1 |
3.187 |
3.187 |
3.132 |
3.221 |
| PP |
3.118 |
3.118 |
3.118 |
3.135 |
| S1 |
3.050 |
3.050 |
3.106 |
3.084 |
| S2 |
2.981 |
2.981 |
3.094 |
|
| S3 |
2.844 |
2.913 |
3.081 |
|
| S4 |
2.707 |
2.776 |
3.044 |
|
|
| 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 |
3.557 |
3.049 |
0.508 |
16.3% |
0.176 |
5.6% |
14% |
False |
True |
136,407 |
| 10 |
4.075 |
3.049 |
1.026 |
32.9% |
0.192 |
6.2% |
7% |
False |
True |
115,773 |
| 20 |
4.162 |
3.049 |
1.113 |
35.7% |
0.224 |
7.2% |
6% |
False |
True |
99,290 |
| 40 |
4.261 |
3.049 |
1.212 |
38.9% |
0.206 |
6.6% |
6% |
False |
True |
67,580 |
| 60 |
4.716 |
3.049 |
1.667 |
53.4% |
0.225 |
7.2% |
4% |
False |
True |
51,066 |
| 80 |
4.830 |
3.049 |
1.781 |
57.1% |
0.222 |
7.1% |
4% |
False |
True |
39,936 |
| 100 |
4.830 |
3.049 |
1.781 |
57.1% |
0.202 |
6.5% |
4% |
False |
True |
32,428 |
| 120 |
4.860 |
3.049 |
1.811 |
58.1% |
0.200 |
6.4% |
4% |
False |
True |
27,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.768 |
|
2.618 |
3.545 |
|
1.618 |
3.408 |
|
1.000 |
3.323 |
|
0.618 |
3.271 |
|
HIGH |
3.186 |
|
0.618 |
3.134 |
|
0.500 |
3.118 |
|
0.382 |
3.101 |
|
LOW |
3.049 |
|
0.618 |
2.964 |
|
1.000 |
2.912 |
|
1.618 |
2.827 |
|
2.618 |
2.690 |
|
4.250 |
2.467 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.119 |
3.165 |
| PP |
3.118 |
3.150 |
| S1 |
3.118 |
3.134 |
|