NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.660 |
3.560 |
-0.100 |
-2.7% |
3.632 |
| High |
3.739 |
3.610 |
-0.129 |
-3.5% |
4.162 |
| Low |
3.533 |
3.461 |
-0.072 |
-2.0% |
3.596 |
| Close |
3.541 |
3.479 |
-0.062 |
-1.8% |
3.674 |
| Range |
0.206 |
0.149 |
-0.057 |
-27.7% |
0.566 |
| ATR |
0.232 |
0.226 |
-0.006 |
-2.6% |
0.000 |
| Volume |
85,391 |
102,191 |
16,800 |
19.7% |
539,703 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.964 |
3.870 |
3.561 |
|
| R3 |
3.815 |
3.721 |
3.520 |
|
| R2 |
3.666 |
3.666 |
3.506 |
|
| R1 |
3.572 |
3.572 |
3.493 |
3.545 |
| PP |
3.517 |
3.517 |
3.517 |
3.503 |
| S1 |
3.423 |
3.423 |
3.465 |
3.396 |
| S2 |
3.368 |
3.368 |
3.452 |
|
| S3 |
3.219 |
3.274 |
3.438 |
|
| S4 |
3.070 |
3.125 |
3.397 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.509 |
5.157 |
3.985 |
|
| R3 |
4.943 |
4.591 |
3.830 |
|
| R2 |
4.377 |
4.377 |
3.778 |
|
| R1 |
4.025 |
4.025 |
3.726 |
4.201 |
| PP |
3.811 |
3.811 |
3.811 |
3.899 |
| S1 |
3.459 |
3.459 |
3.622 |
3.635 |
| S2 |
3.245 |
3.245 |
3.570 |
|
| S3 |
2.679 |
2.893 |
3.518 |
|
| S4 |
2.113 |
2.327 |
3.363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.075 |
3.461 |
0.614 |
17.6% |
0.208 |
6.0% |
3% |
False |
True |
95,138 |
| 10 |
4.162 |
3.461 |
0.701 |
20.1% |
0.247 |
7.1% |
3% |
False |
True |
99,323 |
| 20 |
4.162 |
3.400 |
0.762 |
21.9% |
0.246 |
7.1% |
10% |
False |
False |
81,826 |
| 40 |
4.624 |
3.366 |
1.258 |
36.2% |
0.208 |
6.0% |
9% |
False |
False |
52,460 |
| 60 |
4.716 |
3.366 |
1.350 |
38.8% |
0.228 |
6.6% |
8% |
False |
False |
40,209 |
| 80 |
4.830 |
3.366 |
1.464 |
42.1% |
0.217 |
6.2% |
8% |
False |
False |
31,574 |
| 100 |
4.858 |
3.366 |
1.492 |
42.9% |
0.203 |
5.8% |
8% |
False |
False |
25,688 |
| 120 |
4.860 |
3.366 |
1.494 |
42.9% |
0.201 |
5.8% |
8% |
False |
False |
21,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.243 |
|
2.618 |
4.000 |
|
1.618 |
3.851 |
|
1.000 |
3.759 |
|
0.618 |
3.702 |
|
HIGH |
3.610 |
|
0.618 |
3.553 |
|
0.500 |
3.536 |
|
0.382 |
3.518 |
|
LOW |
3.461 |
|
0.618 |
3.369 |
|
1.000 |
3.312 |
|
1.618 |
3.220 |
|
2.618 |
3.071 |
|
4.250 |
2.828 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.536 |
3.615 |
| PP |
3.517 |
3.569 |
| S1 |
3.498 |
3.524 |
|