NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.367 |
3.288 |
-0.079 |
-2.3% |
3.565 |
| High |
3.375 |
3.303 |
-0.072 |
-2.1% |
3.643 |
| Low |
3.226 |
3.214 |
-0.012 |
-0.4% |
3.210 |
| Close |
3.288 |
3.294 |
0.006 |
0.2% |
3.225 |
| Range |
0.149 |
0.089 |
-0.060 |
-40.3% |
0.433 |
| ATR |
0.194 |
0.187 |
-0.008 |
-3.9% |
0.000 |
| Volume |
87,602 |
57,837 |
-29,765 |
-34.0% |
373,408 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.537 |
3.505 |
3.343 |
|
| R3 |
3.448 |
3.416 |
3.318 |
|
| R2 |
3.359 |
3.359 |
3.310 |
|
| R1 |
3.327 |
3.327 |
3.302 |
3.343 |
| PP |
3.270 |
3.270 |
3.270 |
3.279 |
| S1 |
3.238 |
3.238 |
3.286 |
3.254 |
| S2 |
3.181 |
3.181 |
3.278 |
|
| S3 |
3.092 |
3.149 |
3.270 |
|
| S4 |
3.003 |
3.060 |
3.245 |
|
|
| 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 |
3.535 |
3.162 |
0.373 |
11.3% |
0.168 |
5.1% |
35% |
False |
False |
65,676 |
| 10 |
3.855 |
3.162 |
0.693 |
21.0% |
0.159 |
4.8% |
19% |
False |
False |
76,119 |
| 20 |
4.421 |
3.162 |
1.259 |
38.2% |
0.201 |
6.1% |
10% |
False |
False |
55,266 |
| 40 |
4.421 |
3.162 |
1.259 |
38.2% |
0.196 |
5.9% |
10% |
False |
False |
36,007 |
| 60 |
4.933 |
3.162 |
1.771 |
53.8% |
0.201 |
6.1% |
7% |
False |
False |
28,652 |
| 80 |
4.955 |
3.162 |
1.793 |
54.4% |
0.213 |
6.5% |
7% |
False |
False |
24,362 |
| 100 |
4.955 |
3.162 |
1.793 |
54.4% |
0.200 |
6.1% |
7% |
False |
False |
20,736 |
| 120 |
4.978 |
3.162 |
1.816 |
55.1% |
0.197 |
6.0% |
7% |
False |
False |
18,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.681 |
|
2.618 |
3.536 |
|
1.618 |
3.447 |
|
1.000 |
3.392 |
|
0.618 |
3.358 |
|
HIGH |
3.303 |
|
0.618 |
3.269 |
|
0.500 |
3.259 |
|
0.382 |
3.248 |
|
LOW |
3.214 |
|
0.618 |
3.159 |
|
1.000 |
3.125 |
|
1.618 |
3.070 |
|
2.618 |
2.981 |
|
4.250 |
2.836 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.282 |
3.286 |
| PP |
3.270 |
3.278 |
| S1 |
3.259 |
3.270 |
|