NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2.871 |
2.910 |
0.039 |
1.4% |
3.184 |
| High |
2.915 |
2.910 |
-0.005 |
-0.2% |
3.281 |
| Low |
2.823 |
2.692 |
-0.131 |
-4.6% |
2.776 |
| Close |
2.910 |
2.843 |
-0.067 |
-2.3% |
2.804 |
| Range |
0.092 |
0.218 |
0.126 |
137.0% |
0.505 |
| ATR |
0.201 |
0.202 |
0.001 |
0.6% |
0.000 |
| Volume |
55,940 |
66,960 |
11,020 |
19.7% |
570,031 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.469 |
3.374 |
2.963 |
|
| R3 |
3.251 |
3.156 |
2.903 |
|
| R2 |
3.033 |
3.033 |
2.883 |
|
| R1 |
2.938 |
2.938 |
2.863 |
2.877 |
| PP |
2.815 |
2.815 |
2.815 |
2.784 |
| S1 |
2.720 |
2.720 |
2.823 |
2.659 |
| S2 |
2.597 |
2.597 |
2.803 |
|
| S3 |
2.379 |
2.502 |
2.783 |
|
| S4 |
2.161 |
2.284 |
2.723 |
|
|
| 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 |
2.993 |
2.692 |
0.301 |
10.6% |
0.182 |
6.4% |
50% |
False |
True |
86,985 |
| 10 |
3.408 |
2.692 |
0.716 |
25.2% |
0.179 |
6.3% |
21% |
False |
True |
107,543 |
| 20 |
4.162 |
2.692 |
1.470 |
51.7% |
0.212 |
7.4% |
10% |
False |
True |
105,352 |
| 40 |
4.162 |
2.692 |
1.470 |
51.7% |
0.208 |
7.3% |
10% |
False |
True |
77,670 |
| 60 |
4.716 |
2.692 |
2.024 |
71.2% |
0.210 |
7.4% |
7% |
False |
True |
58,573 |
| 80 |
4.830 |
2.692 |
2.138 |
75.2% |
0.222 |
7.8% |
7% |
False |
True |
46,084 |
| 100 |
4.830 |
2.692 |
2.138 |
75.2% |
0.206 |
7.2% |
7% |
False |
True |
37,513 |
| 120 |
4.860 |
2.692 |
2.168 |
76.3% |
0.202 |
7.1% |
7% |
False |
True |
31,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.837 |
|
2.618 |
3.481 |
|
1.618 |
3.263 |
|
1.000 |
3.128 |
|
0.618 |
3.045 |
|
HIGH |
2.910 |
|
0.618 |
2.827 |
|
0.500 |
2.801 |
|
0.382 |
2.775 |
|
LOW |
2.692 |
|
0.618 |
2.557 |
|
1.000 |
2.474 |
|
1.618 |
2.339 |
|
2.618 |
2.121 |
|
4.250 |
1.766 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.836 |
| PP |
2.815 |
2.830 |
| S1 |
2.801 |
2.823 |
|