NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.318 |
3.200 |
-0.118 |
-3.6% |
3.565 |
| High |
3.370 |
3.377 |
0.007 |
0.2% |
3.643 |
| Low |
3.210 |
3.162 |
-0.048 |
-1.5% |
3.210 |
| Close |
3.225 |
3.337 |
0.112 |
3.5% |
3.225 |
| Range |
0.160 |
0.215 |
0.055 |
34.4% |
0.433 |
| ATR |
0.197 |
0.198 |
0.001 |
0.7% |
0.000 |
| Volume |
71,429 |
66,860 |
-4,569 |
-6.4% |
373,408 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.937 |
3.852 |
3.455 |
|
| R3 |
3.722 |
3.637 |
3.396 |
|
| R2 |
3.507 |
3.507 |
3.376 |
|
| R1 |
3.422 |
3.422 |
3.357 |
3.465 |
| PP |
3.292 |
3.292 |
3.292 |
3.313 |
| S1 |
3.207 |
3.207 |
3.317 |
3.250 |
| S2 |
3.077 |
3.077 |
3.298 |
|
| S3 |
2.862 |
2.992 |
3.278 |
|
| S4 |
2.647 |
2.777 |
3.219 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.658 |
4.375 |
3.463 |
|
| R3 |
4.225 |
3.942 |
3.344 |
|
| R2 |
3.792 |
3.792 |
3.304 |
|
| R1 |
3.509 |
3.509 |
3.265 |
3.434 |
| PP |
3.359 |
3.359 |
3.359 |
3.322 |
| S1 |
3.076 |
3.076 |
3.185 |
3.001 |
| S2 |
2.926 |
2.926 |
3.146 |
|
| S3 |
2.493 |
2.643 |
3.106 |
|
| S4 |
2.060 |
2.210 |
2.987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.619 |
3.162 |
0.457 |
13.7% |
0.176 |
5.3% |
38% |
False |
True |
66,760 |
| 10 |
4.012 |
3.162 |
0.850 |
25.5% |
0.171 |
5.1% |
21% |
False |
True |
70,729 |
| 20 |
4.421 |
3.162 |
1.259 |
37.7% |
0.211 |
6.3% |
14% |
False |
True |
49,455 |
| 40 |
4.421 |
3.162 |
1.259 |
37.7% |
0.198 |
5.9% |
14% |
False |
True |
32,892 |
| 60 |
4.933 |
3.162 |
1.771 |
53.1% |
0.206 |
6.2% |
10% |
False |
True |
26,682 |
| 80 |
4.955 |
3.162 |
1.793 |
53.7% |
0.215 |
6.5% |
10% |
False |
True |
22,731 |
| 100 |
4.955 |
3.162 |
1.793 |
53.7% |
0.200 |
6.0% |
10% |
False |
True |
19,402 |
| 120 |
4.978 |
3.162 |
1.816 |
54.4% |
0.198 |
5.9% |
10% |
False |
True |
17,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.291 |
|
2.618 |
3.940 |
|
1.618 |
3.725 |
|
1.000 |
3.592 |
|
0.618 |
3.510 |
|
HIGH |
3.377 |
|
0.618 |
3.295 |
|
0.500 |
3.270 |
|
0.382 |
3.244 |
|
LOW |
3.162 |
|
0.618 |
3.029 |
|
1.000 |
2.947 |
|
1.618 |
2.814 |
|
2.618 |
2.599 |
|
4.250 |
2.248 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.315 |
3.349 |
| PP |
3.292 |
3.345 |
| S1 |
3.270 |
3.341 |
|