NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.288 |
3.304 |
0.016 |
0.5% |
3.565 |
| High |
3.303 |
3.310 |
0.007 |
0.2% |
3.643 |
| Low |
3.214 |
3.086 |
-0.128 |
-4.0% |
3.210 |
| Close |
3.294 |
3.206 |
-0.088 |
-2.7% |
3.225 |
| Range |
0.089 |
0.224 |
0.135 |
151.7% |
0.433 |
| ATR |
0.187 |
0.189 |
0.003 |
1.4% |
0.000 |
| Volume |
57,837 |
71,564 |
13,727 |
23.7% |
373,408 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.873 |
3.763 |
3.329 |
|
| R3 |
3.649 |
3.539 |
3.268 |
|
| R2 |
3.425 |
3.425 |
3.247 |
|
| R1 |
3.315 |
3.315 |
3.227 |
3.258 |
| PP |
3.201 |
3.201 |
3.201 |
3.172 |
| S1 |
3.091 |
3.091 |
3.185 |
3.034 |
| S2 |
2.977 |
2.977 |
3.165 |
|
| S3 |
2.753 |
2.867 |
3.144 |
|
| S4 |
2.529 |
2.643 |
3.083 |
|
|
| 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 |
3.377 |
3.086 |
0.291 |
9.1% |
0.167 |
5.2% |
41% |
False |
True |
71,058 |
| 10 |
3.746 |
3.086 |
0.660 |
20.6% |
0.161 |
5.0% |
18% |
False |
True |
76,343 |
| 20 |
4.421 |
3.086 |
1.335 |
41.6% |
0.199 |
6.2% |
9% |
False |
True |
58,004 |
| 40 |
4.421 |
3.086 |
1.335 |
41.6% |
0.197 |
6.1% |
9% |
False |
True |
37,483 |
| 60 |
4.933 |
3.086 |
1.847 |
57.6% |
0.199 |
6.2% |
6% |
False |
True |
29,619 |
| 80 |
4.955 |
3.086 |
1.869 |
58.3% |
0.213 |
6.6% |
6% |
False |
True |
25,160 |
| 100 |
4.955 |
3.086 |
1.869 |
58.3% |
0.201 |
6.3% |
6% |
False |
True |
21,413 |
| 120 |
4.978 |
3.086 |
1.892 |
59.0% |
0.198 |
6.2% |
6% |
False |
True |
18,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.262 |
|
2.618 |
3.896 |
|
1.618 |
3.672 |
|
1.000 |
3.534 |
|
0.618 |
3.448 |
|
HIGH |
3.310 |
|
0.618 |
3.224 |
|
0.500 |
3.198 |
|
0.382 |
3.172 |
|
LOW |
3.086 |
|
0.618 |
2.948 |
|
1.000 |
2.862 |
|
1.618 |
2.724 |
|
2.618 |
2.500 |
|
4.250 |
2.134 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.203 |
3.231 |
| PP |
3.201 |
3.222 |
| S1 |
3.198 |
3.214 |
|