NYMEX Natural Gas Future November 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.900 |
3.665 |
-0.235 |
-6.0% |
4.019 |
| High |
3.944 |
3.782 |
-0.162 |
-4.1% |
4.106 |
| Low |
3.651 |
3.491 |
-0.160 |
-4.4% |
3.491 |
| Close |
3.662 |
3.737 |
0.075 |
2.0% |
3.737 |
| Range |
0.293 |
0.291 |
-0.002 |
-0.7% |
0.615 |
| ATR |
0.174 |
0.183 |
0.008 |
4.8% |
0.000 |
| Volume |
43,905 |
52,644 |
8,739 |
19.9% |
178,659 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.543 |
4.431 |
3.897 |
|
| R3 |
4.252 |
4.140 |
3.817 |
|
| R2 |
3.961 |
3.961 |
3.790 |
|
| R1 |
3.849 |
3.849 |
3.764 |
3.905 |
| PP |
3.670 |
3.670 |
3.670 |
3.698 |
| S1 |
3.558 |
3.558 |
3.710 |
3.614 |
| S2 |
3.379 |
3.379 |
3.684 |
|
| S3 |
3.088 |
3.267 |
3.657 |
|
| S4 |
2.797 |
2.976 |
3.577 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.623 |
5.295 |
4.075 |
|
| R3 |
5.008 |
4.680 |
3.906 |
|
| R2 |
4.393 |
4.393 |
3.850 |
|
| R1 |
4.065 |
4.065 |
3.793 |
3.922 |
| PP |
3.778 |
3.778 |
3.778 |
3.706 |
| S1 |
3.450 |
3.450 |
3.681 |
3.307 |
| S2 |
3.163 |
3.163 |
3.624 |
|
| S3 |
2.548 |
2.835 |
3.568 |
|
| S4 |
1.933 |
2.220 |
3.399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.106 |
3.491 |
0.615 |
16.5% |
0.210 |
5.6% |
40% |
False |
True |
35,731 |
| 10 |
4.348 |
3.491 |
0.857 |
22.9% |
0.184 |
4.9% |
29% |
False |
True |
28,114 |
| 20 |
4.819 |
3.491 |
1.328 |
35.5% |
0.161 |
4.3% |
19% |
False |
True |
26,242 |
| 40 |
5.133 |
3.491 |
1.642 |
43.9% |
0.186 |
5.0% |
15% |
False |
True |
16,735 |
| 60 |
5.515 |
3.491 |
2.024 |
54.2% |
0.174 |
4.7% |
12% |
False |
True |
12,561 |
| 80 |
5.515 |
3.491 |
2.024 |
54.2% |
0.182 |
4.9% |
12% |
False |
True |
10,306 |
| 100 |
5.523 |
3.491 |
2.032 |
54.4% |
0.177 |
4.7% |
12% |
False |
True |
8,741 |
| 120 |
5.523 |
3.491 |
2.032 |
54.4% |
0.171 |
4.6% |
12% |
False |
True |
7,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.019 |
|
2.618 |
4.544 |
|
1.618 |
4.253 |
|
1.000 |
4.073 |
|
0.618 |
3.962 |
|
HIGH |
3.782 |
|
0.618 |
3.671 |
|
0.500 |
3.637 |
|
0.382 |
3.602 |
|
LOW |
3.491 |
|
0.618 |
3.311 |
|
1.000 |
3.200 |
|
1.618 |
3.020 |
|
2.618 |
2.729 |
|
4.250 |
2.254 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.704 |
3.737 |
| PP |
3.670 |
3.737 |
| S1 |
3.637 |
3.737 |
|