NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.487 |
0.017 |
0.5% |
4.000 |
| High |
3.530 |
3.535 |
0.005 |
0.1% |
4.035 |
| Low |
3.418 |
3.306 |
-0.112 |
-3.3% |
3.624 |
| Close |
3.472 |
3.320 |
-0.152 |
-4.4% |
3.638 |
| Range |
0.112 |
0.229 |
0.117 |
104.5% |
0.411 |
| ATR |
0.197 |
0.199 |
0.002 |
1.2% |
0.000 |
| Volume |
66,104 |
44,656 |
-21,448 |
-32.4% |
310,032 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
3.926 |
3.446 |
|
| R3 |
3.845 |
3.697 |
3.383 |
|
| R2 |
3.616 |
3.616 |
3.362 |
|
| R1 |
3.468 |
3.468 |
3.341 |
3.428 |
| PP |
3.387 |
3.387 |
3.387 |
3.367 |
| S1 |
3.239 |
3.239 |
3.299 |
3.199 |
| S2 |
3.158 |
3.158 |
3.278 |
|
| S3 |
2.929 |
3.010 |
3.257 |
|
| S4 |
2.700 |
2.781 |
3.194 |
|
|
| 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 |
3.746 |
3.306 |
0.440 |
13.3% |
0.154 |
4.6% |
3% |
False |
True |
81,629 |
| 10 |
4.107 |
3.306 |
0.801 |
24.1% |
0.165 |
5.0% |
2% |
False |
True |
65,492 |
| 20 |
4.421 |
3.306 |
1.115 |
33.6% |
0.205 |
6.2% |
1% |
False |
True |
44,101 |
| 40 |
4.470 |
3.306 |
1.164 |
35.1% |
0.196 |
5.9% |
1% |
False |
True |
29,915 |
| 60 |
4.933 |
3.306 |
1.627 |
49.0% |
0.211 |
6.4% |
1% |
False |
True |
24,827 |
| 80 |
4.955 |
3.306 |
1.649 |
49.7% |
0.215 |
6.5% |
1% |
False |
True |
21,220 |
| 100 |
4.955 |
3.306 |
1.649 |
49.7% |
0.200 |
6.0% |
1% |
False |
True |
18,165 |
| 120 |
4.978 |
3.306 |
1.672 |
50.4% |
0.199 |
6.0% |
1% |
False |
True |
16,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.508 |
|
2.618 |
4.135 |
|
1.618 |
3.906 |
|
1.000 |
3.764 |
|
0.618 |
3.677 |
|
HIGH |
3.535 |
|
0.618 |
3.448 |
|
0.500 |
3.421 |
|
0.382 |
3.393 |
|
LOW |
3.306 |
|
0.618 |
3.164 |
|
1.000 |
3.077 |
|
1.618 |
2.935 |
|
2.618 |
2.706 |
|
4.250 |
2.333 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.421 |
3.463 |
| PP |
3.387 |
3.415 |
| S1 |
3.354 |
3.368 |
|