NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.935 |
3.829 |
-0.106 |
-2.7% |
3.886 |
| High |
4.012 |
3.866 |
-0.146 |
-3.6% |
4.421 |
| Low |
3.797 |
3.721 |
-0.076 |
-2.0% |
3.853 |
| Close |
3.812 |
3.767 |
-0.045 |
-1.2% |
3.939 |
| Range |
0.215 |
0.145 |
-0.070 |
-32.6% |
0.568 |
| ATR |
0.225 |
0.220 |
-0.006 |
-2.5% |
0.000 |
| Volume |
41,125 |
50,410 |
9,285 |
22.6% |
169,527 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.220 |
4.138 |
3.847 |
|
| R3 |
4.075 |
3.993 |
3.807 |
|
| R2 |
3.930 |
3.930 |
3.794 |
|
| R1 |
3.848 |
3.848 |
3.780 |
3.817 |
| PP |
3.785 |
3.785 |
3.785 |
3.769 |
| S1 |
3.703 |
3.703 |
3.754 |
3.672 |
| S2 |
3.640 |
3.640 |
3.740 |
|
| S3 |
3.495 |
3.558 |
3.727 |
|
| S4 |
3.350 |
3.413 |
3.687 |
|
|
| 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 |
4.354 |
3.721 |
0.633 |
16.8% |
0.207 |
5.5% |
7% |
False |
True |
41,071 |
| 10 |
4.421 |
3.721 |
0.700 |
18.6% |
0.243 |
6.5% |
7% |
False |
True |
34,412 |
| 20 |
4.421 |
3.643 |
0.778 |
20.7% |
0.235 |
6.2% |
16% |
False |
False |
26,267 |
| 40 |
4.821 |
3.584 |
1.237 |
32.8% |
0.200 |
5.3% |
15% |
False |
False |
19,942 |
| 60 |
4.933 |
3.584 |
1.349 |
35.8% |
0.218 |
5.8% |
14% |
False |
False |
17,866 |
| 80 |
4.955 |
3.584 |
1.371 |
36.4% |
0.211 |
5.6% |
13% |
False |
False |
15,710 |
| 100 |
4.978 |
3.584 |
1.394 |
37.0% |
0.202 |
5.4% |
13% |
False |
False |
13,801 |
| 120 |
4.978 |
3.584 |
1.394 |
37.0% |
0.200 |
5.3% |
13% |
False |
False |
12,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.482 |
|
2.618 |
4.246 |
|
1.618 |
4.101 |
|
1.000 |
4.011 |
|
0.618 |
3.956 |
|
HIGH |
3.866 |
|
0.618 |
3.811 |
|
0.500 |
3.794 |
|
0.382 |
3.776 |
|
LOW |
3.721 |
|
0.618 |
3.631 |
|
1.000 |
3.576 |
|
1.618 |
3.486 |
|
2.618 |
3.341 |
|
4.250 |
3.105 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.794 |
3.878 |
| PP |
3.785 |
3.841 |
| S1 |
3.776 |
3.804 |
|