NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.577 |
3.470 |
-0.107 |
-3.0% |
4.000 |
| High |
3.619 |
3.530 |
-0.089 |
-2.5% |
4.035 |
| Low |
3.455 |
3.418 |
-0.037 |
-1.1% |
3.624 |
| Close |
3.464 |
3.472 |
0.008 |
0.2% |
3.638 |
| Range |
0.164 |
0.112 |
-0.052 |
-31.7% |
0.411 |
| ATR |
0.204 |
0.197 |
-0.007 |
-3.2% |
0.000 |
| Volume |
84,752 |
66,104 |
-18,648 |
-22.0% |
310,032 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.809 |
3.753 |
3.534 |
|
| R3 |
3.697 |
3.641 |
3.503 |
|
| R2 |
3.585 |
3.585 |
3.493 |
|
| R1 |
3.529 |
3.529 |
3.482 |
3.557 |
| PP |
3.473 |
3.473 |
3.473 |
3.488 |
| S1 |
3.417 |
3.417 |
3.462 |
3.445 |
| S2 |
3.361 |
3.361 |
3.451 |
|
| S3 |
3.249 |
3.305 |
3.441 |
|
| S4 |
3.137 |
3.193 |
3.410 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.999 |
4.729 |
3.864 |
|
| R3 |
4.588 |
4.318 |
3.751 |
|
| R2 |
4.177 |
4.177 |
3.713 |
|
| R1 |
3.907 |
3.907 |
3.676 |
3.837 |
| PP |
3.766 |
3.766 |
3.766 |
3.730 |
| S1 |
3.496 |
3.496 |
3.600 |
3.426 |
| S2 |
3.355 |
3.355 |
3.563 |
|
| S3 |
2.944 |
3.085 |
3.525 |
|
| S4 |
2.533 |
2.674 |
3.412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.855 |
3.418 |
0.437 |
12.6% |
0.149 |
4.3% |
12% |
False |
True |
86,562 |
| 10 |
4.354 |
3.418 |
0.936 |
27.0% |
0.178 |
5.1% |
6% |
False |
True |
63,817 |
| 20 |
4.421 |
3.418 |
1.003 |
28.9% |
0.210 |
6.0% |
5% |
False |
True |
42,878 |
| 40 |
4.470 |
3.418 |
1.052 |
30.3% |
0.194 |
5.6% |
5% |
False |
True |
29,120 |
| 60 |
4.933 |
3.418 |
1.515 |
43.6% |
0.214 |
6.2% |
4% |
False |
True |
24,281 |
| 80 |
4.955 |
3.418 |
1.537 |
44.3% |
0.214 |
6.2% |
4% |
False |
True |
20,743 |
| 100 |
4.955 |
3.418 |
1.537 |
44.3% |
0.199 |
5.7% |
4% |
False |
True |
17,744 |
| 120 |
4.978 |
3.418 |
1.560 |
44.9% |
0.198 |
5.7% |
3% |
False |
True |
15,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.006 |
|
2.618 |
3.823 |
|
1.618 |
3.711 |
|
1.000 |
3.642 |
|
0.618 |
3.599 |
|
HIGH |
3.530 |
|
0.618 |
3.487 |
|
0.500 |
3.474 |
|
0.382 |
3.461 |
|
LOW |
3.418 |
|
0.618 |
3.349 |
|
1.000 |
3.306 |
|
1.618 |
3.237 |
|
2.618 |
3.125 |
|
4.250 |
2.942 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.474 |
3.531 |
| PP |
3.473 |
3.511 |
| S1 |
3.473 |
3.492 |
|