NYMEX Natural Gas Future October 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 |
3.487 |
3.318 |
-0.169 |
-4.8% |
3.565 |
| High |
3.535 |
3.370 |
-0.165 |
-4.7% |
3.643 |
| Low |
3.306 |
3.210 |
-0.096 |
-2.9% |
3.210 |
| Close |
3.320 |
3.225 |
-0.095 |
-2.9% |
3.225 |
| Range |
0.229 |
0.160 |
-0.069 |
-30.1% |
0.433 |
| ATR |
0.199 |
0.197 |
-0.003 |
-1.4% |
0.000 |
| Volume |
44,656 |
71,429 |
26,773 |
60.0% |
373,408 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.748 |
3.647 |
3.313 |
|
| R3 |
3.588 |
3.487 |
3.269 |
|
| R2 |
3.428 |
3.428 |
3.254 |
|
| R1 |
3.327 |
3.327 |
3.240 |
3.298 |
| PP |
3.268 |
3.268 |
3.268 |
3.254 |
| S1 |
3.167 |
3.167 |
3.210 |
3.138 |
| S2 |
3.108 |
3.108 |
3.196 |
|
| S3 |
2.948 |
3.007 |
3.181 |
|
| S4 |
2.788 |
2.847 |
3.137 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.658 |
4.375 |
3.463 |
|
| R3 |
4.225 |
3.942 |
3.344 |
|
| R2 |
3.792 |
3.792 |
3.304 |
|
| R1 |
3.509 |
3.509 |
3.265 |
3.434 |
| PP |
3.359 |
3.359 |
3.359 |
3.322 |
| S1 |
3.076 |
3.076 |
3.185 |
3.001 |
| S2 |
2.926 |
2.926 |
3.146 |
|
| S3 |
2.493 |
2.643 |
3.106 |
|
| S4 |
2.060 |
2.210 |
2.987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.643 |
3.210 |
0.433 |
13.4% |
0.162 |
5.0% |
3% |
False |
True |
74,681 |
| 10 |
4.035 |
3.210 |
0.825 |
25.6% |
0.164 |
5.1% |
2% |
False |
True |
68,344 |
| 20 |
4.421 |
3.210 |
1.211 |
37.6% |
0.204 |
6.3% |
1% |
False |
True |
46,653 |
| 40 |
4.437 |
3.210 |
1.227 |
38.0% |
0.195 |
6.1% |
1% |
False |
True |
31,447 |
| 60 |
4.933 |
3.210 |
1.723 |
53.4% |
0.209 |
6.5% |
1% |
False |
True |
25,757 |
| 80 |
4.955 |
3.210 |
1.745 |
54.1% |
0.215 |
6.7% |
1% |
False |
True |
22,004 |
| 100 |
4.955 |
3.210 |
1.745 |
54.1% |
0.200 |
6.2% |
1% |
False |
True |
18,810 |
| 120 |
4.978 |
3.210 |
1.768 |
54.8% |
0.198 |
6.2% |
1% |
False |
True |
16,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.050 |
|
2.618 |
3.789 |
|
1.618 |
3.629 |
|
1.000 |
3.530 |
|
0.618 |
3.469 |
|
HIGH |
3.370 |
|
0.618 |
3.309 |
|
0.500 |
3.290 |
|
0.382 |
3.271 |
|
LOW |
3.210 |
|
0.618 |
3.111 |
|
1.000 |
3.050 |
|
1.618 |
2.951 |
|
2.618 |
2.791 |
|
4.250 |
2.530 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.290 |
3.373 |
| PP |
3.268 |
3.323 |
| S1 |
3.247 |
3.274 |
|