NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
4.307 |
4.015 |
-0.292 |
-6.8% |
3.886 |
| High |
4.354 |
4.107 |
-0.247 |
-5.7% |
4.421 |
| Low |
3.997 |
3.931 |
-0.066 |
-1.7% |
3.853 |
| Close |
4.007 |
3.939 |
-0.068 |
-1.7% |
3.939 |
| Range |
0.357 |
0.176 |
-0.181 |
-50.7% |
0.568 |
| ATR |
0.237 |
0.232 |
-0.004 |
-1.8% |
0.000 |
| Volume |
27,899 |
42,917 |
15,018 |
53.8% |
169,527 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.520 |
4.406 |
4.036 |
|
| R3 |
4.344 |
4.230 |
3.987 |
|
| R2 |
4.168 |
4.168 |
3.971 |
|
| R1 |
4.054 |
4.054 |
3.955 |
4.023 |
| PP |
3.992 |
3.992 |
3.992 |
3.977 |
| S1 |
3.878 |
3.878 |
3.923 |
3.847 |
| S2 |
3.816 |
3.816 |
3.907 |
|
| S3 |
3.640 |
3.702 |
3.891 |
|
| S4 |
3.464 |
3.526 |
3.842 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.775 |
5.425 |
4.251 |
|
| R3 |
5.207 |
4.857 |
4.095 |
|
| R2 |
4.639 |
4.639 |
4.043 |
|
| R1 |
4.289 |
4.289 |
3.991 |
4.464 |
| PP |
4.071 |
4.071 |
4.071 |
4.159 |
| S1 |
3.721 |
3.721 |
3.887 |
3.896 |
| S2 |
3.503 |
3.503 |
3.835 |
|
| S3 |
2.935 |
3.153 |
3.783 |
|
| S4 |
2.367 |
2.585 |
3.627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.421 |
3.853 |
0.568 |
14.4% |
0.298 |
7.6% |
15% |
False |
False |
33,905 |
| 10 |
4.421 |
3.699 |
0.722 |
18.3% |
0.245 |
6.2% |
33% |
False |
False |
24,962 |
| 20 |
4.421 |
3.584 |
0.837 |
21.2% |
0.236 |
6.0% |
42% |
False |
False |
22,009 |
| 40 |
4.933 |
3.584 |
1.349 |
34.2% |
0.208 |
5.3% |
26% |
False |
False |
17,795 |
| 60 |
4.933 |
3.584 |
1.349 |
34.2% |
0.221 |
5.6% |
26% |
False |
False |
16,154 |
| 80 |
4.955 |
3.584 |
1.371 |
34.8% |
0.211 |
5.4% |
26% |
False |
False |
14,258 |
| 100 |
4.978 |
3.584 |
1.394 |
35.4% |
0.206 |
5.2% |
25% |
False |
False |
12,711 |
| 120 |
4.978 |
3.584 |
1.394 |
35.4% |
0.199 |
5.1% |
25% |
False |
False |
11,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.855 |
|
2.618 |
4.568 |
|
1.618 |
4.392 |
|
1.000 |
4.283 |
|
0.618 |
4.216 |
|
HIGH |
4.107 |
|
0.618 |
4.040 |
|
0.500 |
4.019 |
|
0.382 |
3.998 |
|
LOW |
3.931 |
|
0.618 |
3.822 |
|
1.000 |
3.755 |
|
1.618 |
3.646 |
|
2.618 |
3.470 |
|
4.250 |
3.183 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.019 |
4.150 |
| PP |
3.992 |
4.079 |
| S1 |
3.966 |
4.009 |
|