NYMEX Natural Gas Future November 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.665 |
3.741 |
0.076 |
2.1% |
4.019 |
| High |
3.782 |
3.941 |
0.159 |
4.2% |
4.106 |
| Low |
3.491 |
3.630 |
0.139 |
4.0% |
3.491 |
| Close |
3.737 |
3.857 |
0.120 |
3.2% |
3.737 |
| Range |
0.291 |
0.311 |
0.020 |
6.9% |
0.615 |
| ATR |
0.183 |
0.192 |
0.009 |
5.0% |
0.000 |
| Volume |
52,644 |
46,235 |
-6,409 |
-12.2% |
178,659 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.742 |
4.611 |
4.028 |
|
| R3 |
4.431 |
4.300 |
3.943 |
|
| R2 |
4.120 |
4.120 |
3.914 |
|
| R1 |
3.989 |
3.989 |
3.886 |
4.055 |
| PP |
3.809 |
3.809 |
3.809 |
3.842 |
| S1 |
3.678 |
3.678 |
3.828 |
3.744 |
| S2 |
3.498 |
3.498 |
3.800 |
|
| S3 |
3.187 |
3.367 |
3.771 |
|
| S4 |
2.876 |
3.056 |
3.686 |
|
|
| 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 |
4.038 |
3.491 |
0.547 |
14.2% |
0.238 |
6.2% |
67% |
False |
False |
39,645 |
| 10 |
4.348 |
3.491 |
0.857 |
22.2% |
0.196 |
5.1% |
43% |
False |
False |
30,892 |
| 20 |
4.815 |
3.491 |
1.324 |
34.3% |
0.171 |
4.4% |
28% |
False |
False |
27,482 |
| 40 |
5.133 |
3.491 |
1.642 |
42.6% |
0.192 |
5.0% |
22% |
False |
False |
17,817 |
| 60 |
5.515 |
3.491 |
2.024 |
52.5% |
0.176 |
4.6% |
18% |
False |
False |
13,274 |
| 80 |
5.515 |
3.491 |
2.024 |
52.5% |
0.184 |
4.8% |
18% |
False |
False |
10,837 |
| 100 |
5.523 |
3.491 |
2.032 |
52.7% |
0.178 |
4.6% |
18% |
False |
False |
9,191 |
| 120 |
5.523 |
3.491 |
2.032 |
52.7% |
0.170 |
4.4% |
18% |
False |
False |
7,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.263 |
|
2.618 |
4.755 |
|
1.618 |
4.444 |
|
1.000 |
4.252 |
|
0.618 |
4.133 |
|
HIGH |
3.941 |
|
0.618 |
3.822 |
|
0.500 |
3.786 |
|
0.382 |
3.749 |
|
LOW |
3.630 |
|
0.618 |
3.438 |
|
1.000 |
3.319 |
|
1.618 |
3.127 |
|
2.618 |
2.816 |
|
4.250 |
2.308 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.833 |
3.811 |
| PP |
3.809 |
3.764 |
| S1 |
3.786 |
3.718 |
|