NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.184 |
3.196 |
0.012 |
0.4% |
3.703 |
| High |
3.281 |
3.239 |
-0.042 |
-1.3% |
3.768 |
| Low |
3.117 |
3.088 |
-0.029 |
-0.9% |
3.224 |
| Close |
3.163 |
3.096 |
-0.067 |
-2.1% |
3.238 |
| Range |
0.164 |
0.151 |
-0.013 |
-7.9% |
0.544 |
| ATR |
0.220 |
0.215 |
-0.005 |
-2.2% |
0.000 |
| Volume |
146,296 |
119,093 |
-27,203 |
-18.6% |
583,133 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.594 |
3.496 |
3.179 |
|
| R3 |
3.443 |
3.345 |
3.138 |
|
| R2 |
3.292 |
3.292 |
3.124 |
|
| R1 |
3.194 |
3.194 |
3.110 |
3.168 |
| PP |
3.141 |
3.141 |
3.141 |
3.128 |
| S1 |
3.043 |
3.043 |
3.082 |
3.017 |
| S2 |
2.990 |
2.990 |
3.068 |
|
| S3 |
2.839 |
2.892 |
3.054 |
|
| S4 |
2.688 |
2.741 |
3.013 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.042 |
4.684 |
3.537 |
|
| R3 |
4.498 |
4.140 |
3.388 |
|
| R2 |
3.954 |
3.954 |
3.338 |
|
| R1 |
3.596 |
3.596 |
3.288 |
3.503 |
| PP |
3.410 |
3.410 |
3.410 |
3.364 |
| S1 |
3.052 |
3.052 |
3.188 |
2.959 |
| S2 |
2.866 |
2.866 |
3.138 |
|
| S3 |
2.322 |
2.508 |
3.088 |
|
| S4 |
1.778 |
1.964 |
2.939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.610 |
3.088 |
0.522 |
16.9% |
0.178 |
5.8% |
2% |
False |
True |
135,784 |
| 10 |
4.090 |
3.088 |
1.002 |
32.4% |
0.198 |
6.4% |
1% |
False |
True |
116,013 |
| 20 |
4.162 |
3.088 |
1.074 |
34.7% |
0.231 |
7.4% |
1% |
False |
True |
96,241 |
| 40 |
4.261 |
3.088 |
1.173 |
37.9% |
0.206 |
6.7% |
1% |
False |
True |
65,276 |
| 60 |
4.716 |
3.088 |
1.628 |
52.6% |
0.224 |
7.2% |
0% |
False |
True |
49,408 |
| 80 |
4.830 |
3.088 |
1.742 |
56.3% |
0.222 |
7.2% |
0% |
False |
True |
38,639 |
| 100 |
4.830 |
3.088 |
1.742 |
56.3% |
0.202 |
6.5% |
0% |
False |
True |
31,397 |
| 120 |
4.860 |
3.088 |
1.772 |
57.2% |
0.201 |
6.5% |
0% |
False |
True |
26,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.881 |
|
2.618 |
3.634 |
|
1.618 |
3.483 |
|
1.000 |
3.390 |
|
0.618 |
3.332 |
|
HIGH |
3.239 |
|
0.618 |
3.181 |
|
0.500 |
3.164 |
|
0.382 |
3.146 |
|
LOW |
3.088 |
|
0.618 |
2.995 |
|
1.000 |
2.937 |
|
1.618 |
2.844 |
|
2.618 |
2.693 |
|
4.250 |
2.446 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.164 |
3.248 |
| PP |
3.141 |
3.197 |
| S1 |
3.119 |
3.147 |
|