NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.685 |
3.565 |
-0.120 |
-3.3% |
4.000 |
| High |
3.746 |
3.643 |
-0.103 |
-2.7% |
4.035 |
| Low |
3.624 |
3.500 |
-0.124 |
-3.4% |
3.624 |
| Close |
3.638 |
3.555 |
-0.083 |
-2.3% |
3.638 |
| Range |
0.122 |
0.143 |
0.021 |
17.2% |
0.411 |
| ATR |
0.212 |
0.207 |
-0.005 |
-2.3% |
0.000 |
| Volume |
106,166 |
106,467 |
301 |
0.3% |
310,032 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.995 |
3.918 |
3.634 |
|
| R3 |
3.852 |
3.775 |
3.594 |
|
| R2 |
3.709 |
3.709 |
3.581 |
|
| R1 |
3.632 |
3.632 |
3.568 |
3.599 |
| PP |
3.566 |
3.566 |
3.566 |
3.550 |
| S1 |
3.489 |
3.489 |
3.542 |
3.456 |
| S2 |
3.423 |
3.423 |
3.529 |
|
| S3 |
3.280 |
3.346 |
3.516 |
|
| S4 |
3.137 |
3.203 |
3.476 |
|
|
| 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 |
4.012 |
3.500 |
0.512 |
14.4% |
0.166 |
4.7% |
11% |
False |
True |
74,698 |
| 10 |
4.368 |
3.500 |
0.868 |
24.4% |
0.189 |
5.3% |
6% |
False |
True |
56,278 |
| 20 |
4.421 |
3.500 |
0.921 |
25.9% |
0.216 |
6.1% |
6% |
False |
True |
36,958 |
| 40 |
4.470 |
3.500 |
0.970 |
27.3% |
0.195 |
5.5% |
6% |
False |
True |
25,933 |
| 60 |
4.933 |
3.500 |
1.433 |
40.3% |
0.214 |
6.0% |
4% |
False |
True |
22,090 |
| 80 |
4.955 |
3.500 |
1.455 |
40.9% |
0.213 |
6.0% |
4% |
False |
True |
18,981 |
| 100 |
4.955 |
3.500 |
1.455 |
40.9% |
0.200 |
5.6% |
4% |
False |
True |
16,440 |
| 120 |
4.978 |
3.500 |
1.478 |
41.6% |
0.201 |
5.6% |
4% |
False |
True |
14,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.251 |
|
2.618 |
4.017 |
|
1.618 |
3.874 |
|
1.000 |
3.786 |
|
0.618 |
3.731 |
|
HIGH |
3.643 |
|
0.618 |
3.588 |
|
0.500 |
3.572 |
|
0.382 |
3.555 |
|
LOW |
3.500 |
|
0.618 |
3.412 |
|
1.000 |
3.357 |
|
1.618 |
3.269 |
|
2.618 |
3.126 |
|
4.250 |
2.892 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.572 |
3.678 |
| PP |
3.566 |
3.637 |
| S1 |
3.561 |
3.596 |
|