NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
3.935 |
-0.065 |
-1.6% |
3.886 |
| High |
4.035 |
4.012 |
-0.023 |
-0.6% |
4.421 |
| Low |
3.892 |
3.797 |
-0.095 |
-2.4% |
3.853 |
| Close |
3.919 |
3.812 |
-0.107 |
-2.7% |
3.939 |
| Range |
0.143 |
0.215 |
0.072 |
50.3% |
0.568 |
| ATR |
0.226 |
0.225 |
-0.001 |
-0.4% |
0.000 |
| Volume |
43,006 |
41,125 |
-1,881 |
-4.4% |
169,527 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.519 |
4.380 |
3.930 |
|
| R3 |
4.304 |
4.165 |
3.871 |
|
| R2 |
4.089 |
4.089 |
3.851 |
|
| R1 |
3.950 |
3.950 |
3.832 |
3.912 |
| PP |
3.874 |
3.874 |
3.874 |
3.855 |
| S1 |
3.735 |
3.735 |
3.792 |
3.697 |
| S2 |
3.659 |
3.659 |
3.773 |
|
| S3 |
3.444 |
3.520 |
3.753 |
|
| S4 |
3.229 |
3.305 |
3.694 |
|
|
| 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 |
4.368 |
3.797 |
0.571 |
15.0% |
0.217 |
5.7% |
3% |
False |
True |
37,080 |
| 10 |
4.421 |
3.699 |
0.722 |
18.9% |
0.251 |
6.6% |
16% |
False |
False |
30,811 |
| 20 |
4.421 |
3.635 |
0.786 |
20.6% |
0.240 |
6.3% |
23% |
False |
False |
24,618 |
| 40 |
4.821 |
3.584 |
1.237 |
32.5% |
0.201 |
5.3% |
18% |
False |
False |
19,148 |
| 60 |
4.933 |
3.584 |
1.349 |
35.4% |
0.220 |
5.8% |
17% |
False |
False |
17,162 |
| 80 |
4.955 |
3.584 |
1.371 |
36.0% |
0.211 |
5.5% |
17% |
False |
False |
15,139 |
| 100 |
4.978 |
3.584 |
1.394 |
36.6% |
0.202 |
5.3% |
16% |
False |
False |
13,354 |
| 120 |
4.978 |
3.584 |
1.394 |
36.6% |
0.200 |
5.3% |
16% |
False |
False |
12,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.926 |
|
2.618 |
4.575 |
|
1.618 |
4.360 |
|
1.000 |
4.227 |
|
0.618 |
4.145 |
|
HIGH |
4.012 |
|
0.618 |
3.930 |
|
0.500 |
3.905 |
|
0.382 |
3.879 |
|
LOW |
3.797 |
|
0.618 |
3.664 |
|
1.000 |
3.582 |
|
1.618 |
3.449 |
|
2.618 |
3.234 |
|
4.250 |
2.883 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.905 |
3.952 |
| PP |
3.874 |
3.905 |
| S1 |
3.843 |
3.859 |
|