NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 31-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
3.193 |
3.003 |
-0.190 |
-6.0% |
3.200 |
High |
3.220 |
3.084 |
-0.136 |
-4.2% |
3.377 |
Low |
3.017 |
2.914 |
-0.103 |
-3.4% |
3.017 |
Close |
3.033 |
2.977 |
-0.056 |
-1.8% |
3.033 |
Range |
0.203 |
0.170 |
-0.033 |
-16.3% |
0.360 |
ATR |
0.190 |
0.189 |
-0.001 |
-0.8% |
0.000 |
Volume |
118,078 |
86,559 |
-31,519 |
-26.7% |
401,941 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.502 |
3.409 |
3.071 |
|
R3 |
3.332 |
3.239 |
3.024 |
|
R2 |
3.162 |
3.162 |
3.008 |
|
R1 |
3.069 |
3.069 |
2.993 |
3.031 |
PP |
2.992 |
2.992 |
2.992 |
2.972 |
S1 |
2.899 |
2.899 |
2.961 |
2.861 |
S2 |
2.822 |
2.822 |
2.946 |
|
S3 |
2.652 |
2.729 |
2.930 |
|
S4 |
2.482 |
2.559 |
2.884 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.222 |
3.988 |
3.231 |
|
R3 |
3.862 |
3.628 |
3.132 |
|
R2 |
3.502 |
3.502 |
3.099 |
|
R1 |
3.268 |
3.268 |
3.066 |
3.205 |
PP |
3.142 |
3.142 |
3.142 |
3.111 |
S1 |
2.908 |
2.908 |
3.000 |
2.845 |
S2 |
2.782 |
2.782 |
2.967 |
|
S3 |
2.422 |
2.548 |
2.934 |
|
S4 |
2.062 |
2.188 |
2.835 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.375 |
2.914 |
0.461 |
15.5% |
0.167 |
5.6% |
14% |
False |
True |
84,328 |
10 |
3.619 |
2.914 |
0.705 |
23.7% |
0.172 |
5.8% |
9% |
False |
True |
75,544 |
20 |
4.368 |
2.914 |
1.454 |
48.8% |
0.180 |
6.1% |
4% |
False |
True |
65,911 |
40 |
4.421 |
2.914 |
1.507 |
50.6% |
0.197 |
6.6% |
4% |
False |
True |
41,956 |
60 |
4.933 |
2.914 |
2.019 |
67.8% |
0.199 |
6.7% |
3% |
False |
True |
32,515 |
80 |
4.955 |
2.914 |
2.041 |
68.6% |
0.211 |
7.1% |
3% |
False |
True |
27,436 |
100 |
4.955 |
2.914 |
2.041 |
68.6% |
0.201 |
6.7% |
3% |
False |
True |
23,350 |
120 |
4.978 |
2.914 |
2.064 |
69.3% |
0.198 |
6.7% |
3% |
False |
True |
20,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.807 |
2.618 |
3.529 |
1.618 |
3.359 |
1.000 |
3.254 |
0.618 |
3.189 |
HIGH |
3.084 |
0.618 |
3.019 |
0.500 |
2.999 |
0.382 |
2.979 |
LOW |
2.914 |
0.618 |
2.809 |
1.000 |
2.744 |
1.618 |
2.639 |
2.618 |
2.469 |
4.250 |
2.192 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
2.999 |
3.112 |
PP |
2.992 |
3.067 |
S1 |
2.984 |
3.022 |
|