NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
4.015 |
4.000 |
-0.015 |
-0.4% |
3.886 |
| High |
4.107 |
4.035 |
-0.072 |
-1.8% |
4.421 |
| Low |
3.931 |
3.892 |
-0.039 |
-1.0% |
3.853 |
| Close |
3.939 |
3.919 |
-0.020 |
-0.5% |
3.939 |
| Range |
0.176 |
0.143 |
-0.033 |
-18.8% |
0.568 |
| ATR |
0.232 |
0.226 |
-0.006 |
-2.7% |
0.000 |
| Volume |
42,917 |
43,006 |
89 |
0.2% |
169,527 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.378 |
4.291 |
3.998 |
|
| R3 |
4.235 |
4.148 |
3.958 |
|
| R2 |
4.092 |
4.092 |
3.945 |
|
| R1 |
4.005 |
4.005 |
3.932 |
3.977 |
| PP |
3.949 |
3.949 |
3.949 |
3.935 |
| S1 |
3.862 |
3.862 |
3.906 |
3.834 |
| S2 |
3.806 |
3.806 |
3.893 |
|
| S3 |
3.663 |
3.719 |
3.880 |
|
| S4 |
3.520 |
3.576 |
3.840 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.775 |
5.425 |
4.251 |
|
| R3 |
5.207 |
4.857 |
4.095 |
|
| R2 |
4.639 |
4.639 |
4.043 |
|
| R1 |
4.289 |
4.289 |
3.991 |
4.464 |
| PP |
4.071 |
4.071 |
4.071 |
4.159 |
| S1 |
3.721 |
3.721 |
3.887 |
3.896 |
| S2 |
3.503 |
3.503 |
3.835 |
|
| S3 |
2.935 |
3.153 |
3.783 |
|
| S4 |
2.367 |
2.585 |
3.627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.368 |
3.892 |
0.476 |
12.1% |
0.213 |
5.4% |
6% |
False |
True |
37,858 |
| 10 |
4.421 |
3.699 |
0.722 |
18.4% |
0.250 |
6.4% |
30% |
False |
False |
28,182 |
| 20 |
4.421 |
3.635 |
0.786 |
20.1% |
0.238 |
6.1% |
36% |
False |
False |
23,507 |
| 40 |
4.933 |
3.584 |
1.349 |
34.4% |
0.204 |
5.2% |
25% |
False |
False |
18,539 |
| 60 |
4.933 |
3.584 |
1.349 |
34.4% |
0.220 |
5.6% |
25% |
False |
False |
16,628 |
| 80 |
4.955 |
3.584 |
1.371 |
35.0% |
0.210 |
5.4% |
24% |
False |
False |
14,701 |
| 100 |
4.978 |
3.584 |
1.394 |
35.6% |
0.202 |
5.1% |
24% |
False |
False |
13,078 |
| 120 |
4.978 |
3.584 |
1.394 |
35.6% |
0.199 |
5.1% |
24% |
False |
False |
11,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.643 |
|
2.618 |
4.409 |
|
1.618 |
4.266 |
|
1.000 |
4.178 |
|
0.618 |
4.123 |
|
HIGH |
4.035 |
|
0.618 |
3.980 |
|
0.500 |
3.964 |
|
0.382 |
3.947 |
|
LOW |
3.892 |
|
0.618 |
3.804 |
|
1.000 |
3.749 |
|
1.618 |
3.661 |
|
2.618 |
3.518 |
|
4.250 |
3.284 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.964 |
4.123 |
| PP |
3.949 |
4.055 |
| S1 |
3.934 |
3.987 |
|