NYMEX Natural Gas Future November 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 |
4.019 |
3.996 |
-0.023 |
-0.6% |
4.170 |
| High |
4.106 |
4.038 |
-0.068 |
-1.7% |
4.348 |
| Low |
3.934 |
3.865 |
-0.069 |
-1.8% |
4.032 |
| Close |
3.998 |
3.868 |
-0.130 |
-3.3% |
4.053 |
| Range |
0.172 |
0.173 |
0.001 |
0.6% |
0.316 |
| ATR |
0.169 |
0.169 |
0.000 |
0.2% |
0.000 |
| Volume |
26,669 |
25,029 |
-1,640 |
-6.1% |
102,489 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.443 |
4.328 |
3.963 |
|
| R3 |
4.270 |
4.155 |
3.916 |
|
| R2 |
4.097 |
4.097 |
3.900 |
|
| R1 |
3.982 |
3.982 |
3.884 |
3.953 |
| PP |
3.924 |
3.924 |
3.924 |
3.909 |
| S1 |
3.809 |
3.809 |
3.852 |
3.780 |
| S2 |
3.751 |
3.751 |
3.836 |
|
| S3 |
3.578 |
3.636 |
3.820 |
|
| S4 |
3.405 |
3.463 |
3.773 |
|
|
| 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 |
4.278 |
3.865 |
0.413 |
10.7% |
0.162 |
4.2% |
1% |
False |
True |
23,992 |
| 10 |
4.401 |
3.865 |
0.536 |
13.9% |
0.152 |
3.9% |
1% |
False |
True |
20,693 |
| 20 |
5.096 |
3.865 |
1.231 |
31.8% |
0.158 |
4.1% |
0% |
False |
True |
21,592 |
| 40 |
5.133 |
3.865 |
1.268 |
32.8% |
0.174 |
4.5% |
0% |
False |
True |
13,986 |
| 60 |
5.515 |
3.865 |
1.650 |
42.7% |
0.173 |
4.5% |
0% |
False |
True |
10,686 |
| 80 |
5.523 |
3.865 |
1.658 |
42.9% |
0.182 |
4.7% |
0% |
False |
True |
8,907 |
| 100 |
5.523 |
3.865 |
1.658 |
42.9% |
0.173 |
4.5% |
0% |
False |
True |
7,495 |
| 120 |
5.523 |
3.865 |
1.658 |
42.9% |
0.168 |
4.3% |
0% |
False |
True |
6,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.773 |
|
2.618 |
4.491 |
|
1.618 |
4.318 |
|
1.000 |
4.211 |
|
0.618 |
4.145 |
|
HIGH |
4.038 |
|
0.618 |
3.972 |
|
0.500 |
3.952 |
|
0.382 |
3.931 |
|
LOW |
3.865 |
|
0.618 |
3.758 |
|
1.000 |
3.692 |
|
1.618 |
3.585 |
|
2.618 |
3.412 |
|
4.250 |
3.130 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.952 |
4.040 |
| PP |
3.924 |
3.983 |
| S1 |
3.896 |
3.925 |
|