NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2.930 |
2.790 |
-0.140 |
-4.8% |
3.184 |
| High |
2.993 |
2.974 |
-0.019 |
-0.6% |
3.281 |
| Low |
2.776 |
2.726 |
-0.050 |
-1.8% |
2.776 |
| Close |
2.804 |
2.923 |
0.119 |
4.2% |
2.804 |
| Range |
0.217 |
0.248 |
0.031 |
14.3% |
0.505 |
| ATR |
0.212 |
0.215 |
0.003 |
1.2% |
0.000 |
| Volume |
115,828 |
90,119 |
-25,709 |
-22.2% |
570,031 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.618 |
3.519 |
3.059 |
|
| R3 |
3.370 |
3.271 |
2.991 |
|
| R2 |
3.122 |
3.122 |
2.968 |
|
| R1 |
3.023 |
3.023 |
2.946 |
3.073 |
| PP |
2.874 |
2.874 |
2.874 |
2.899 |
| S1 |
2.775 |
2.775 |
2.900 |
2.825 |
| S2 |
2.626 |
2.626 |
2.878 |
|
| S3 |
2.378 |
2.527 |
2.855 |
|
| S4 |
2.130 |
2.279 |
2.787 |
|
|
| 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 |
3.239 |
2.726 |
0.513 |
17.6% |
0.199 |
6.8% |
38% |
False |
True |
102,770 |
| 10 |
3.739 |
2.726 |
1.013 |
34.7% |
0.194 |
6.6% |
19% |
False |
True |
115,907 |
| 20 |
4.162 |
2.726 |
1.436 |
49.1% |
0.226 |
7.7% |
14% |
False |
True |
104,366 |
| 40 |
4.162 |
2.726 |
1.436 |
49.1% |
0.210 |
7.2% |
14% |
False |
True |
73,599 |
| 60 |
4.716 |
2.726 |
1.990 |
68.1% |
0.218 |
7.5% |
10% |
False |
True |
55,444 |
| 80 |
4.830 |
2.726 |
2.104 |
72.0% |
0.224 |
7.7% |
9% |
False |
True |
43,421 |
| 100 |
4.830 |
2.726 |
2.104 |
72.0% |
0.205 |
7.0% |
9% |
False |
True |
35,276 |
| 120 |
4.860 |
2.726 |
2.134 |
73.0% |
0.201 |
6.9% |
9% |
False |
True |
29,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.028 |
|
2.618 |
3.623 |
|
1.618 |
3.375 |
|
1.000 |
3.222 |
|
0.618 |
3.127 |
|
HIGH |
2.974 |
|
0.618 |
2.879 |
|
0.500 |
2.850 |
|
0.382 |
2.821 |
|
LOW |
2.726 |
|
0.618 |
2.573 |
|
1.000 |
2.478 |
|
1.618 |
2.325 |
|
2.618 |
2.077 |
|
4.250 |
1.672 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.899 |
2.948 |
| PP |
2.874 |
2.939 |
| S1 |
2.850 |
2.931 |
|