NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.095 |
3.140 |
0.045 |
1.5% |
3.703 |
| High |
3.186 |
3.169 |
-0.017 |
-0.5% |
3.768 |
| Low |
3.049 |
2.928 |
-0.121 |
-4.0% |
3.224 |
| Close |
3.119 |
2.945 |
-0.174 |
-5.6% |
3.238 |
| Range |
0.137 |
0.241 |
0.104 |
75.9% |
0.544 |
| ATR |
0.210 |
0.212 |
0.002 |
1.1% |
0.000 |
| Volume |
105,306 |
83,508 |
-21,798 |
-20.7% |
583,133 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.737 |
3.582 |
3.078 |
|
| R3 |
3.496 |
3.341 |
3.011 |
|
| R2 |
3.255 |
3.255 |
2.989 |
|
| R1 |
3.100 |
3.100 |
2.967 |
3.057 |
| PP |
3.014 |
3.014 |
3.014 |
2.993 |
| S1 |
2.859 |
2.859 |
2.923 |
2.816 |
| S2 |
2.773 |
2.773 |
2.901 |
|
| S3 |
2.532 |
2.618 |
2.879 |
|
| S4 |
2.291 |
2.377 |
2.812 |
|
|
| 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 |
3.408 |
2.928 |
0.480 |
16.3% |
0.175 |
6.0% |
4% |
False |
True |
128,100 |
| 10 |
3.851 |
2.928 |
0.923 |
31.3% |
0.182 |
6.2% |
2% |
False |
True |
115,890 |
| 20 |
4.162 |
2.928 |
1.234 |
41.9% |
0.218 |
7.4% |
1% |
False |
True |
100,884 |
| 40 |
4.261 |
2.928 |
1.333 |
45.3% |
0.207 |
7.0% |
1% |
False |
True |
69,170 |
| 60 |
4.716 |
2.928 |
1.788 |
60.7% |
0.222 |
7.5% |
1% |
False |
True |
52,360 |
| 80 |
4.830 |
2.928 |
1.902 |
64.6% |
0.223 |
7.6% |
1% |
False |
True |
40,958 |
| 100 |
4.830 |
2.928 |
1.902 |
64.6% |
0.203 |
6.9% |
1% |
False |
True |
33,255 |
| 120 |
4.860 |
2.928 |
1.932 |
65.6% |
0.201 |
6.8% |
1% |
False |
True |
28,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.193 |
|
2.618 |
3.800 |
|
1.618 |
3.559 |
|
1.000 |
3.410 |
|
0.618 |
3.318 |
|
HIGH |
3.169 |
|
0.618 |
3.077 |
|
0.500 |
3.049 |
|
0.382 |
3.020 |
|
LOW |
2.928 |
|
0.618 |
2.779 |
|
1.000 |
2.687 |
|
1.618 |
2.538 |
|
2.618 |
2.297 |
|
4.250 |
1.904 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.049 |
3.084 |
| PP |
3.014 |
3.037 |
| S1 |
2.980 |
2.991 |
|