NYMEX Natural Gas Future November 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 |
4.200 |
4.019 |
-0.181 |
-4.3% |
4.170 |
| High |
4.215 |
4.106 |
-0.109 |
-2.6% |
4.348 |
| Low |
4.032 |
3.934 |
-0.098 |
-2.4% |
4.032 |
| Close |
4.053 |
3.998 |
-0.055 |
-1.4% |
4.053 |
| Range |
0.183 |
0.172 |
-0.011 |
-6.0% |
0.316 |
| ATR |
0.168 |
0.169 |
0.000 |
0.2% |
0.000 |
| Volume |
25,776 |
26,669 |
893 |
3.5% |
102,489 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.529 |
4.435 |
4.093 |
|
| R3 |
4.357 |
4.263 |
4.045 |
|
| R2 |
4.185 |
4.185 |
4.030 |
|
| R1 |
4.091 |
4.091 |
4.014 |
4.052 |
| PP |
4.013 |
4.013 |
4.013 |
3.993 |
| S1 |
3.919 |
3.919 |
3.982 |
3.880 |
| S2 |
3.841 |
3.841 |
3.966 |
|
| S3 |
3.669 |
3.747 |
3.951 |
|
| S4 |
3.497 |
3.575 |
3.903 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.092 |
4.889 |
4.227 |
|
| R3 |
4.776 |
4.573 |
4.140 |
|
| R2 |
4.460 |
4.460 |
4.111 |
|
| R1 |
4.257 |
4.257 |
4.082 |
4.201 |
| PP |
4.144 |
4.144 |
4.144 |
4.116 |
| S1 |
3.941 |
3.941 |
4.024 |
3.885 |
| S2 |
3.828 |
3.828 |
3.995 |
|
| S3 |
3.512 |
3.625 |
3.966 |
|
| S4 |
3.196 |
3.309 |
3.879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.348 |
3.934 |
0.414 |
10.4% |
0.153 |
3.8% |
15% |
False |
True |
22,139 |
| 10 |
4.461 |
3.934 |
0.527 |
13.2% |
0.149 |
3.7% |
12% |
False |
True |
20,140 |
| 20 |
5.096 |
3.934 |
1.162 |
29.1% |
0.158 |
4.0% |
6% |
False |
True |
21,119 |
| 40 |
5.133 |
3.934 |
1.199 |
30.0% |
0.173 |
4.3% |
5% |
False |
True |
13,493 |
| 60 |
5.515 |
3.934 |
1.581 |
39.5% |
0.172 |
4.3% |
4% |
False |
True |
10,323 |
| 80 |
5.523 |
3.934 |
1.589 |
39.7% |
0.181 |
4.5% |
4% |
False |
True |
8,627 |
| 100 |
5.523 |
3.934 |
1.589 |
39.7% |
0.172 |
4.3% |
4% |
False |
True |
7,251 |
| 120 |
5.523 |
3.934 |
1.589 |
39.7% |
0.167 |
4.2% |
4% |
False |
True |
6,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.837 |
|
2.618 |
4.556 |
|
1.618 |
4.384 |
|
1.000 |
4.278 |
|
0.618 |
4.212 |
|
HIGH |
4.106 |
|
0.618 |
4.040 |
|
0.500 |
4.020 |
|
0.382 |
4.000 |
|
LOW |
3.934 |
|
0.618 |
3.828 |
|
1.000 |
3.762 |
|
1.618 |
3.656 |
|
2.618 |
3.484 |
|
4.250 |
3.203 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.020 |
4.097 |
| PP |
4.013 |
4.064 |
| S1 |
4.005 |
4.031 |
|