NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2.827 |
2.724 |
-0.103 |
-3.6% |
3.200 |
| High |
2.898 |
2.739 |
-0.159 |
-5.5% |
3.377 |
| Low |
2.709 |
2.500 |
-0.209 |
-7.7% |
3.017 |
| Close |
2.715 |
2.508 |
-0.207 |
-7.6% |
3.033 |
| Range |
0.189 |
0.239 |
0.050 |
26.5% |
0.360 |
| ATR |
0.190 |
0.194 |
0.003 |
1.8% |
0.000 |
| Volume |
98,952 |
112,886 |
13,934 |
14.1% |
401,941 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.299 |
3.143 |
2.639 |
|
| R3 |
3.060 |
2.904 |
2.574 |
|
| R2 |
2.821 |
2.821 |
2.552 |
|
| R1 |
2.665 |
2.665 |
2.530 |
2.624 |
| PP |
2.582 |
2.582 |
2.582 |
2.562 |
| S1 |
2.426 |
2.426 |
2.486 |
2.385 |
| S2 |
2.343 |
2.343 |
2.464 |
|
| S3 |
2.104 |
2.187 |
2.442 |
|
| S4 |
1.865 |
1.948 |
2.377 |
|
|
| 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 |
3.220 |
2.500 |
0.720 |
28.7% |
0.202 |
8.0% |
1% |
False |
True |
98,003 |
| 10 |
3.377 |
2.500 |
0.877 |
35.0% |
0.185 |
7.4% |
1% |
False |
True |
84,531 |
| 20 |
4.107 |
2.500 |
1.607 |
64.1% |
0.175 |
7.0% |
0% |
False |
True |
75,011 |
| 40 |
4.421 |
2.500 |
1.921 |
76.6% |
0.204 |
8.1% |
0% |
False |
True |
47,786 |
| 60 |
4.933 |
2.500 |
2.433 |
97.0% |
0.197 |
7.9% |
0% |
False |
True |
36,549 |
| 80 |
4.933 |
2.500 |
2.433 |
97.0% |
0.210 |
8.4% |
0% |
False |
True |
30,529 |
| 100 |
4.955 |
2.500 |
2.455 |
97.9% |
0.203 |
8.1% |
0% |
False |
True |
26,040 |
| 120 |
4.978 |
2.500 |
2.478 |
98.8% |
0.201 |
8.0% |
0% |
False |
True |
22,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.755 |
|
2.618 |
3.365 |
|
1.618 |
3.126 |
|
1.000 |
2.978 |
|
0.618 |
2.887 |
|
HIGH |
2.739 |
|
0.618 |
2.648 |
|
0.500 |
2.620 |
|
0.382 |
2.591 |
|
LOW |
2.500 |
|
0.618 |
2.352 |
|
1.000 |
2.261 |
|
1.618 |
2.113 |
|
2.618 |
1.874 |
|
4.250 |
1.484 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.620 |
2.759 |
| PP |
2.582 |
2.675 |
| S1 |
2.545 |
2.592 |
|