NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.200 |
3.367 |
0.167 |
5.2% |
3.565 |
| High |
3.377 |
3.375 |
-0.002 |
-0.1% |
3.643 |
| Low |
3.162 |
3.226 |
0.064 |
2.0% |
3.210 |
| Close |
3.337 |
3.288 |
-0.049 |
-1.5% |
3.225 |
| Range |
0.215 |
0.149 |
-0.066 |
-30.7% |
0.433 |
| ATR |
0.198 |
0.194 |
-0.003 |
-1.8% |
0.000 |
| Volume |
66,860 |
87,602 |
20,742 |
31.0% |
373,408 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.743 |
3.665 |
3.370 |
|
| R3 |
3.594 |
3.516 |
3.329 |
|
| R2 |
3.445 |
3.445 |
3.315 |
|
| R1 |
3.367 |
3.367 |
3.302 |
3.332 |
| PP |
3.296 |
3.296 |
3.296 |
3.279 |
| S1 |
3.218 |
3.218 |
3.274 |
3.183 |
| S2 |
3.147 |
3.147 |
3.261 |
|
| S3 |
2.998 |
3.069 |
3.247 |
|
| S4 |
2.849 |
2.920 |
3.206 |
|
|
| 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 |
3.535 |
3.162 |
0.373 |
11.3% |
0.173 |
5.3% |
34% |
False |
False |
67,330 |
| 10 |
3.866 |
3.162 |
0.704 |
21.4% |
0.164 |
5.0% |
18% |
False |
False |
75,377 |
| 20 |
4.421 |
3.162 |
1.259 |
38.3% |
0.208 |
6.3% |
10% |
False |
False |
53,094 |
| 40 |
4.421 |
3.162 |
1.259 |
38.3% |
0.196 |
6.0% |
10% |
False |
False |
34,858 |
| 60 |
4.933 |
3.162 |
1.771 |
53.9% |
0.206 |
6.3% |
7% |
False |
False |
27,920 |
| 80 |
4.955 |
3.162 |
1.793 |
54.5% |
0.214 |
6.5% |
7% |
False |
False |
23,729 |
| 100 |
4.955 |
3.162 |
1.793 |
54.5% |
0.201 |
6.1% |
7% |
False |
False |
20,218 |
| 120 |
4.978 |
3.162 |
1.816 |
55.2% |
0.198 |
6.0% |
7% |
False |
False |
17,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.008 |
|
2.618 |
3.765 |
|
1.618 |
3.616 |
|
1.000 |
3.524 |
|
0.618 |
3.467 |
|
HIGH |
3.375 |
|
0.618 |
3.318 |
|
0.500 |
3.301 |
|
0.382 |
3.283 |
|
LOW |
3.226 |
|
0.618 |
3.134 |
|
1.000 |
3.077 |
|
1.618 |
2.985 |
|
2.618 |
2.836 |
|
4.250 |
2.593 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.301 |
3.282 |
| PP |
3.296 |
3.276 |
| S1 |
3.292 |
3.270 |
|