NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2.790 |
2.948 |
0.158 |
5.7% |
3.184 |
| High |
2.974 |
2.954 |
-0.020 |
-0.7% |
3.281 |
| Low |
2.726 |
2.819 |
0.093 |
3.4% |
2.776 |
| Close |
2.923 |
2.882 |
-0.041 |
-1.4% |
2.804 |
| Range |
0.248 |
0.135 |
-0.113 |
-45.6% |
0.505 |
| ATR |
0.215 |
0.209 |
-0.006 |
-2.7% |
0.000 |
| Volume |
90,119 |
106,080 |
15,961 |
17.7% |
570,031 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.290 |
3.221 |
2.956 |
|
| R3 |
3.155 |
3.086 |
2.919 |
|
| R2 |
3.020 |
3.020 |
2.907 |
|
| R1 |
2.951 |
2.951 |
2.894 |
2.918 |
| PP |
2.885 |
2.885 |
2.885 |
2.869 |
| S1 |
2.816 |
2.816 |
2.870 |
2.783 |
| S2 |
2.750 |
2.750 |
2.857 |
|
| S3 |
2.615 |
2.681 |
2.845 |
|
| S4 |
2.480 |
2.546 |
2.808 |
|
|
| 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 |
3.186 |
2.726 |
0.460 |
16.0% |
0.196 |
6.8% |
34% |
False |
False |
100,168 |
| 10 |
3.610 |
2.726 |
0.884 |
30.7% |
0.187 |
6.5% |
18% |
False |
False |
117,976 |
| 20 |
4.162 |
2.726 |
1.436 |
49.8% |
0.222 |
7.7% |
11% |
False |
False |
107,181 |
| 40 |
4.162 |
2.726 |
1.436 |
49.8% |
0.208 |
7.2% |
11% |
False |
False |
75,813 |
| 60 |
4.716 |
2.726 |
1.990 |
69.0% |
0.217 |
7.5% |
8% |
False |
False |
57,026 |
| 80 |
4.830 |
2.726 |
2.104 |
73.0% |
0.223 |
7.7% |
7% |
False |
False |
44,697 |
| 100 |
4.830 |
2.726 |
2.104 |
73.0% |
0.205 |
7.1% |
7% |
False |
False |
36,319 |
| 120 |
4.860 |
2.726 |
2.134 |
74.0% |
0.201 |
7.0% |
7% |
False |
False |
30,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.528 |
|
2.618 |
3.307 |
|
1.618 |
3.172 |
|
1.000 |
3.089 |
|
0.618 |
3.037 |
|
HIGH |
2.954 |
|
0.618 |
2.902 |
|
0.500 |
2.887 |
|
0.382 |
2.871 |
|
LOW |
2.819 |
|
0.618 |
2.736 |
|
1.000 |
2.684 |
|
1.618 |
2.601 |
|
2.618 |
2.466 |
|
4.250 |
2.245 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.887 |
2.875 |
| PP |
2.885 |
2.867 |
| S1 |
2.884 |
2.860 |
|