NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.140 |
2.930 |
-0.210 |
-6.7% |
3.184 |
| High |
3.169 |
2.993 |
-0.176 |
-5.6% |
3.281 |
| Low |
2.928 |
2.776 |
-0.152 |
-5.2% |
2.776 |
| Close |
2.945 |
2.804 |
-0.141 |
-4.8% |
2.804 |
| Range |
0.241 |
0.217 |
-0.024 |
-10.0% |
0.505 |
| ATR |
0.212 |
0.212 |
0.000 |
0.2% |
0.000 |
| Volume |
83,508 |
115,828 |
32,320 |
38.7% |
570,031 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.509 |
3.373 |
2.923 |
|
| R3 |
3.292 |
3.156 |
2.864 |
|
| R2 |
3.075 |
3.075 |
2.844 |
|
| R1 |
2.939 |
2.939 |
2.824 |
2.899 |
| PP |
2.858 |
2.858 |
2.858 |
2.837 |
| S1 |
2.722 |
2.722 |
2.784 |
2.682 |
| S2 |
2.641 |
2.641 |
2.764 |
|
| S3 |
2.424 |
2.505 |
2.744 |
|
| S4 |
2.207 |
2.288 |
2.685 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.469 |
4.141 |
3.082 |
|
| R3 |
3.964 |
3.636 |
2.943 |
|
| R2 |
3.459 |
3.459 |
2.897 |
|
| R1 |
3.131 |
3.131 |
2.850 |
3.043 |
| PP |
2.954 |
2.954 |
2.954 |
2.909 |
| S1 |
2.626 |
2.626 |
2.758 |
2.538 |
| S2 |
2.449 |
2.449 |
2.711 |
|
| S3 |
1.944 |
2.121 |
2.665 |
|
| S4 |
1.439 |
1.616 |
2.526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.281 |
2.776 |
0.505 |
18.0% |
0.182 |
6.5% |
6% |
False |
True |
114,006 |
| 10 |
3.768 |
2.776 |
0.992 |
35.4% |
0.185 |
6.6% |
3% |
False |
True |
115,316 |
| 20 |
4.162 |
2.776 |
1.386 |
49.4% |
0.220 |
7.8% |
2% |
False |
True |
102,757 |
| 40 |
4.229 |
2.776 |
1.453 |
51.8% |
0.207 |
7.4% |
2% |
False |
True |
71,706 |
| 60 |
4.716 |
2.776 |
1.940 |
69.2% |
0.221 |
7.9% |
1% |
False |
True |
54,105 |
| 80 |
4.830 |
2.776 |
2.054 |
73.3% |
0.223 |
8.0% |
1% |
False |
True |
42,346 |
| 100 |
4.830 |
2.776 |
2.054 |
73.3% |
0.204 |
7.3% |
1% |
False |
True |
34,390 |
| 120 |
4.860 |
2.776 |
2.084 |
74.3% |
0.202 |
7.2% |
1% |
False |
True |
28,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.915 |
|
2.618 |
3.561 |
|
1.618 |
3.344 |
|
1.000 |
3.210 |
|
0.618 |
3.127 |
|
HIGH |
2.993 |
|
0.618 |
2.910 |
|
0.500 |
2.885 |
|
0.382 |
2.859 |
|
LOW |
2.776 |
|
0.618 |
2.642 |
|
1.000 |
2.559 |
|
1.618 |
2.425 |
|
2.618 |
2.208 |
|
4.250 |
1.854 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.885 |
2.981 |
| PP |
2.858 |
2.922 |
| S1 |
2.831 |
2.863 |
|