NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.560 |
3.480 |
-0.080 |
-2.2% |
3.632 |
| High |
3.610 |
3.557 |
-0.053 |
-1.5% |
4.162 |
| Low |
3.461 |
3.313 |
-0.148 |
-4.3% |
3.596 |
| Close |
3.479 |
3.336 |
-0.143 |
-4.1% |
3.674 |
| Range |
0.149 |
0.244 |
0.095 |
63.8% |
0.566 |
| ATR |
0.226 |
0.227 |
0.001 |
0.6% |
0.000 |
| Volume |
102,191 |
125,043 |
22,852 |
22.4% |
539,703 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.134 |
3.979 |
3.470 |
|
| R3 |
3.890 |
3.735 |
3.403 |
|
| R2 |
3.646 |
3.646 |
3.381 |
|
| R1 |
3.491 |
3.491 |
3.358 |
3.447 |
| PP |
3.402 |
3.402 |
3.402 |
3.380 |
| S1 |
3.247 |
3.247 |
3.314 |
3.203 |
| S2 |
3.158 |
3.158 |
3.291 |
|
| S3 |
2.914 |
3.003 |
3.269 |
|
| S4 |
2.670 |
2.759 |
3.202 |
|
|
| 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 |
3.851 |
3.313 |
0.538 |
16.1% |
0.189 |
5.7% |
4% |
False |
True |
103,679 |
| 10 |
4.162 |
3.313 |
0.849 |
25.4% |
0.245 |
7.3% |
3% |
False |
True |
103,162 |
| 20 |
4.162 |
3.313 |
0.849 |
25.4% |
0.237 |
7.1% |
3% |
False |
True |
83,962 |
| 40 |
4.475 |
3.313 |
1.162 |
34.8% |
0.208 |
6.2% |
2% |
False |
True |
55,053 |
| 60 |
4.716 |
3.313 |
1.403 |
42.1% |
0.229 |
6.9% |
2% |
False |
True |
42,153 |
| 80 |
4.830 |
3.313 |
1.517 |
45.5% |
0.220 |
6.6% |
2% |
False |
True |
33,095 |
| 100 |
4.838 |
3.313 |
1.525 |
45.7% |
0.204 |
6.1% |
2% |
False |
True |
26,928 |
| 120 |
4.860 |
3.313 |
1.547 |
46.4% |
0.202 |
6.1% |
1% |
False |
True |
22,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.594 |
|
2.618 |
4.196 |
|
1.618 |
3.952 |
|
1.000 |
3.801 |
|
0.618 |
3.708 |
|
HIGH |
3.557 |
|
0.618 |
3.464 |
|
0.500 |
3.435 |
|
0.382 |
3.406 |
|
LOW |
3.313 |
|
0.618 |
3.162 |
|
1.000 |
3.069 |
|
1.618 |
2.918 |
|
2.618 |
2.674 |
|
4.250 |
2.276 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.435 |
3.526 |
| PP |
3.402 |
3.463 |
| S1 |
3.369 |
3.399 |
|