NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.754 |
3.685 |
-0.069 |
-1.8% |
4.000 |
| High |
3.855 |
3.746 |
-0.109 |
-2.8% |
4.035 |
| Low |
3.651 |
3.624 |
-0.027 |
-0.7% |
3.624 |
| Close |
3.673 |
3.638 |
-0.035 |
-1.0% |
3.638 |
| Range |
0.204 |
0.122 |
-0.082 |
-40.2% |
0.411 |
| ATR |
0.218 |
0.212 |
-0.007 |
-3.2% |
0.000 |
| Volume |
69,325 |
106,166 |
36,841 |
53.1% |
310,032 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.035 |
3.959 |
3.705 |
|
| R3 |
3.913 |
3.837 |
3.672 |
|
| R2 |
3.791 |
3.791 |
3.660 |
|
| R1 |
3.715 |
3.715 |
3.649 |
3.692 |
| PP |
3.669 |
3.669 |
3.669 |
3.658 |
| S1 |
3.593 |
3.593 |
3.627 |
3.570 |
| S2 |
3.547 |
3.547 |
3.616 |
|
| S3 |
3.425 |
3.471 |
3.604 |
|
| S4 |
3.303 |
3.349 |
3.571 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.999 |
4.729 |
3.864 |
|
| R3 |
4.588 |
4.318 |
3.751 |
|
| R2 |
4.177 |
4.177 |
3.713 |
|
| R1 |
3.907 |
3.907 |
3.676 |
3.837 |
| PP |
3.766 |
3.766 |
3.766 |
3.730 |
| S1 |
3.496 |
3.496 |
3.600 |
3.426 |
| S2 |
3.355 |
3.355 |
3.563 |
|
| S3 |
2.944 |
3.085 |
3.525 |
|
| S4 |
2.533 |
2.674 |
3.412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.035 |
3.624 |
0.411 |
11.3% |
0.166 |
4.6% |
3% |
False |
True |
62,006 |
| 10 |
4.421 |
3.624 |
0.797 |
21.9% |
0.232 |
6.4% |
2% |
False |
True |
47,955 |
| 20 |
4.421 |
3.624 |
0.797 |
21.9% |
0.220 |
6.1% |
2% |
False |
True |
32,426 |
| 40 |
4.550 |
3.584 |
0.966 |
26.6% |
0.198 |
5.4% |
6% |
False |
False |
23,463 |
| 60 |
4.933 |
3.584 |
1.349 |
37.1% |
0.214 |
5.9% |
4% |
False |
False |
20,510 |
| 80 |
4.955 |
3.584 |
1.371 |
37.7% |
0.213 |
5.9% |
4% |
False |
False |
17,744 |
| 100 |
4.965 |
3.584 |
1.381 |
38.0% |
0.203 |
5.6% |
4% |
False |
False |
15,449 |
| 120 |
4.978 |
3.584 |
1.394 |
38.3% |
0.200 |
5.5% |
4% |
False |
False |
14,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.265 |
|
2.618 |
4.065 |
|
1.618 |
3.943 |
|
1.000 |
3.868 |
|
0.618 |
3.821 |
|
HIGH |
3.746 |
|
0.618 |
3.699 |
|
0.500 |
3.685 |
|
0.382 |
3.671 |
|
LOW |
3.624 |
|
0.618 |
3.549 |
|
1.000 |
3.502 |
|
1.618 |
3.427 |
|
2.618 |
3.305 |
|
4.250 |
3.106 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.685 |
3.745 |
| PP |
3.669 |
3.709 |
| S1 |
3.654 |
3.674 |
|