NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.829 |
3.754 |
-0.075 |
-2.0% |
3.886 |
| High |
3.866 |
3.855 |
-0.011 |
-0.3% |
4.421 |
| Low |
3.721 |
3.651 |
-0.070 |
-1.9% |
3.853 |
| Close |
3.767 |
3.673 |
-0.094 |
-2.5% |
3.939 |
| Range |
0.145 |
0.204 |
0.059 |
40.7% |
0.568 |
| ATR |
0.220 |
0.218 |
-0.001 |
-0.5% |
0.000 |
| Volume |
50,410 |
69,325 |
18,915 |
37.5% |
169,527 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.338 |
4.210 |
3.785 |
|
| R3 |
4.134 |
4.006 |
3.729 |
|
| R2 |
3.930 |
3.930 |
3.710 |
|
| R1 |
3.802 |
3.802 |
3.692 |
3.764 |
| PP |
3.726 |
3.726 |
3.726 |
3.708 |
| S1 |
3.598 |
3.598 |
3.654 |
3.560 |
| S2 |
3.522 |
3.522 |
3.636 |
|
| S3 |
3.318 |
3.394 |
3.617 |
|
| S4 |
3.114 |
3.190 |
3.561 |
|
|
| 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 |
4.107 |
3.651 |
0.456 |
12.4% |
0.177 |
4.8% |
5% |
False |
True |
49,356 |
| 10 |
4.421 |
3.651 |
0.770 |
21.0% |
0.237 |
6.5% |
3% |
False |
True |
39,665 |
| 20 |
4.421 |
3.651 |
0.770 |
21.0% |
0.226 |
6.2% |
3% |
False |
True |
28,718 |
| 40 |
4.670 |
3.584 |
1.086 |
29.6% |
0.199 |
5.4% |
8% |
False |
False |
21,201 |
| 60 |
4.933 |
3.584 |
1.349 |
36.7% |
0.218 |
5.9% |
7% |
False |
False |
18,846 |
| 80 |
4.955 |
3.584 |
1.371 |
37.3% |
0.213 |
5.8% |
6% |
False |
False |
16,494 |
| 100 |
4.965 |
3.584 |
1.381 |
37.6% |
0.203 |
5.5% |
6% |
False |
False |
14,443 |
| 120 |
4.978 |
3.584 |
1.394 |
38.0% |
0.201 |
5.5% |
6% |
False |
False |
13,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.722 |
|
2.618 |
4.389 |
|
1.618 |
4.185 |
|
1.000 |
4.059 |
|
0.618 |
3.981 |
|
HIGH |
3.855 |
|
0.618 |
3.777 |
|
0.500 |
3.753 |
|
0.382 |
3.729 |
|
LOW |
3.651 |
|
0.618 |
3.525 |
|
1.000 |
3.447 |
|
1.618 |
3.321 |
|
2.618 |
3.117 |
|
4.250 |
2.784 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.753 |
3.832 |
| PP |
3.726 |
3.779 |
| S1 |
3.700 |
3.726 |
|