NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.003 |
2.984 |
-0.019 |
-0.6% |
3.200 |
| High |
3.084 |
3.017 |
-0.067 |
-2.2% |
3.377 |
| Low |
2.914 |
2.810 |
-0.104 |
-3.6% |
3.017 |
| Close |
2.977 |
2.821 |
-0.156 |
-5.2% |
3.033 |
| Range |
0.170 |
0.207 |
0.037 |
21.8% |
0.360 |
| ATR |
0.189 |
0.190 |
0.001 |
0.7% |
0.000 |
| Volume |
86,559 |
73,544 |
-13,015 |
-15.0% |
401,941 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.504 |
3.369 |
2.935 |
|
| R3 |
3.297 |
3.162 |
2.878 |
|
| R2 |
3.090 |
3.090 |
2.859 |
|
| R1 |
2.955 |
2.955 |
2.840 |
2.919 |
| PP |
2.883 |
2.883 |
2.883 |
2.865 |
| S1 |
2.748 |
2.748 |
2.802 |
2.712 |
| S2 |
2.676 |
2.676 |
2.783 |
|
| S3 |
2.469 |
2.541 |
2.764 |
|
| S4 |
2.262 |
2.334 |
2.707 |
|
|
| 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 |
3.310 |
2.810 |
0.500 |
17.7% |
0.179 |
6.3% |
2% |
False |
True |
81,516 |
| 10 |
3.535 |
2.810 |
0.725 |
25.7% |
0.176 |
6.2% |
2% |
False |
True |
74,423 |
| 20 |
4.368 |
2.810 |
1.558 |
55.2% |
0.181 |
6.4% |
1% |
False |
True |
67,337 |
| 40 |
4.421 |
2.810 |
1.611 |
57.1% |
0.198 |
7.0% |
1% |
False |
True |
43,381 |
| 60 |
4.933 |
2.810 |
2.123 |
75.3% |
0.200 |
7.1% |
1% |
False |
True |
33,453 |
| 80 |
4.955 |
2.810 |
2.145 |
76.0% |
0.212 |
7.5% |
1% |
False |
True |
28,221 |
| 100 |
4.955 |
2.810 |
2.145 |
76.0% |
0.201 |
7.1% |
1% |
False |
True |
24,029 |
| 120 |
4.978 |
2.810 |
2.168 |
76.9% |
0.199 |
7.1% |
1% |
False |
True |
21,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.897 |
|
2.618 |
3.559 |
|
1.618 |
3.352 |
|
1.000 |
3.224 |
|
0.618 |
3.145 |
|
HIGH |
3.017 |
|
0.618 |
2.938 |
|
0.500 |
2.914 |
|
0.382 |
2.889 |
|
LOW |
2.810 |
|
0.618 |
2.682 |
|
1.000 |
2.603 |
|
1.618 |
2.475 |
|
2.618 |
2.268 |
|
4.250 |
1.930 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.914 |
3.015 |
| PP |
2.883 |
2.950 |
| S1 |
2.852 |
2.886 |
|