NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2.948 |
2.871 |
-0.077 |
-2.6% |
3.184 |
| High |
2.954 |
2.915 |
-0.039 |
-1.3% |
3.281 |
| Low |
2.819 |
2.823 |
0.004 |
0.1% |
2.776 |
| Close |
2.882 |
2.910 |
0.028 |
1.0% |
2.804 |
| Range |
0.135 |
0.092 |
-0.043 |
-31.9% |
0.505 |
| ATR |
0.209 |
0.201 |
-0.008 |
-4.0% |
0.000 |
| Volume |
106,080 |
55,940 |
-50,140 |
-47.3% |
570,031 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.159 |
3.126 |
2.961 |
|
| R3 |
3.067 |
3.034 |
2.935 |
|
| R2 |
2.975 |
2.975 |
2.927 |
|
| R1 |
2.942 |
2.942 |
2.918 |
2.959 |
| PP |
2.883 |
2.883 |
2.883 |
2.891 |
| S1 |
2.850 |
2.850 |
2.902 |
2.867 |
| S2 |
2.791 |
2.791 |
2.893 |
|
| S3 |
2.699 |
2.758 |
2.885 |
|
| S4 |
2.607 |
2.666 |
2.859 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.469 |
4.141 |
3.082 |
|
| R3 |
3.964 |
3.636 |
2.943 |
|
| R2 |
3.459 |
3.459 |
2.897 |
|
| R1 |
3.131 |
3.131 |
2.850 |
3.043 |
| PP |
2.954 |
2.954 |
2.954 |
2.909 |
| S1 |
2.626 |
2.626 |
2.758 |
2.538 |
| S2 |
2.449 |
2.449 |
2.711 |
|
| S3 |
1.944 |
2.121 |
2.665 |
|
| S4 |
1.439 |
1.616 |
2.526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.169 |
2.726 |
0.443 |
15.2% |
0.187 |
6.4% |
42% |
False |
False |
90,295 |
| 10 |
3.557 |
2.726 |
0.831 |
28.6% |
0.181 |
6.2% |
22% |
False |
False |
113,351 |
| 20 |
4.162 |
2.726 |
1.436 |
49.3% |
0.214 |
7.4% |
13% |
False |
False |
106,337 |
| 40 |
4.162 |
2.726 |
1.436 |
49.3% |
0.207 |
7.1% |
13% |
False |
False |
76,568 |
| 60 |
4.716 |
2.726 |
1.990 |
68.4% |
0.212 |
7.3% |
9% |
False |
False |
57,729 |
| 80 |
4.830 |
2.726 |
2.104 |
72.3% |
0.222 |
7.6% |
9% |
False |
False |
45,330 |
| 100 |
4.830 |
2.726 |
2.104 |
72.3% |
0.205 |
7.0% |
9% |
False |
False |
36,858 |
| 120 |
4.860 |
2.726 |
2.134 |
73.3% |
0.201 |
6.9% |
9% |
False |
False |
31,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.306 |
|
2.618 |
3.156 |
|
1.618 |
3.064 |
|
1.000 |
3.007 |
|
0.618 |
2.972 |
|
HIGH |
2.915 |
|
0.618 |
2.880 |
|
0.500 |
2.869 |
|
0.382 |
2.858 |
|
LOW |
2.823 |
|
0.618 |
2.766 |
|
1.000 |
2.731 |
|
1.618 |
2.674 |
|
2.618 |
2.582 |
|
4.250 |
2.432 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.896 |
2.890 |
| PP |
2.883 |
2.870 |
| S1 |
2.869 |
2.850 |
|