NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.565 |
3.577 |
0.012 |
0.3% |
4.000 |
| High |
3.643 |
3.619 |
-0.024 |
-0.7% |
4.035 |
| Low |
3.500 |
3.455 |
-0.045 |
-1.3% |
3.624 |
| Close |
3.555 |
3.464 |
-0.091 |
-2.6% |
3.638 |
| Range |
0.143 |
0.164 |
0.021 |
14.7% |
0.411 |
| ATR |
0.207 |
0.204 |
-0.003 |
-1.5% |
0.000 |
| Volume |
106,467 |
84,752 |
-21,715 |
-20.4% |
310,032 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.005 |
3.898 |
3.554 |
|
| R3 |
3.841 |
3.734 |
3.509 |
|
| R2 |
3.677 |
3.677 |
3.494 |
|
| R1 |
3.570 |
3.570 |
3.479 |
3.542 |
| PP |
3.513 |
3.513 |
3.513 |
3.498 |
| S1 |
3.406 |
3.406 |
3.449 |
3.378 |
| S2 |
3.349 |
3.349 |
3.434 |
|
| S3 |
3.185 |
3.242 |
3.419 |
|
| S4 |
3.021 |
3.078 |
3.374 |
|
|
| 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 |
3.866 |
3.455 |
0.411 |
11.9% |
0.156 |
4.5% |
2% |
False |
True |
83,424 |
| 10 |
4.368 |
3.455 |
0.913 |
26.4% |
0.187 |
5.4% |
1% |
False |
True |
60,252 |
| 20 |
4.421 |
3.455 |
0.966 |
27.9% |
0.217 |
6.3% |
1% |
False |
True |
40,348 |
| 40 |
4.470 |
3.455 |
1.015 |
29.3% |
0.195 |
5.6% |
1% |
False |
True |
27,792 |
| 60 |
4.933 |
3.455 |
1.478 |
42.7% |
0.214 |
6.2% |
1% |
False |
True |
23,358 |
| 80 |
4.955 |
3.455 |
1.500 |
43.3% |
0.214 |
6.2% |
1% |
False |
True |
19,979 |
| 100 |
4.955 |
3.455 |
1.500 |
43.3% |
0.199 |
5.7% |
1% |
False |
True |
17,180 |
| 120 |
4.978 |
3.455 |
1.523 |
44.0% |
0.199 |
5.7% |
1% |
False |
True |
15,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.316 |
|
2.618 |
4.048 |
|
1.618 |
3.884 |
|
1.000 |
3.783 |
|
0.618 |
3.720 |
|
HIGH |
3.619 |
|
0.618 |
3.556 |
|
0.500 |
3.537 |
|
0.382 |
3.518 |
|
LOW |
3.455 |
|
0.618 |
3.354 |
|
1.000 |
3.291 |
|
1.618 |
3.190 |
|
2.618 |
3.026 |
|
4.250 |
2.758 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.537 |
3.601 |
| PP |
3.513 |
3.555 |
| S1 |
3.488 |
3.510 |
|