NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.304 |
3.193 |
-0.111 |
-3.4% |
3.200 |
| High |
3.310 |
3.220 |
-0.090 |
-2.7% |
3.377 |
| Low |
3.086 |
3.017 |
-0.069 |
-2.2% |
3.017 |
| Close |
3.206 |
3.033 |
-0.173 |
-5.4% |
3.033 |
| Range |
0.224 |
0.203 |
-0.021 |
-9.4% |
0.360 |
| ATR |
0.189 |
0.190 |
0.001 |
0.5% |
0.000 |
| Volume |
71,564 |
118,078 |
46,514 |
65.0% |
401,941 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.699 |
3.569 |
3.145 |
|
| R3 |
3.496 |
3.366 |
3.089 |
|
| R2 |
3.293 |
3.293 |
3.070 |
|
| R1 |
3.163 |
3.163 |
3.052 |
3.127 |
| PP |
3.090 |
3.090 |
3.090 |
3.072 |
| S1 |
2.960 |
2.960 |
3.014 |
2.924 |
| S2 |
2.887 |
2.887 |
2.996 |
|
| S3 |
2.684 |
2.757 |
2.977 |
|
| S4 |
2.481 |
2.554 |
2.921 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.222 |
3.988 |
3.231 |
|
| R3 |
3.862 |
3.628 |
3.132 |
|
| R2 |
3.502 |
3.502 |
3.099 |
|
| R1 |
3.268 |
3.268 |
3.066 |
3.205 |
| PP |
3.142 |
3.142 |
3.142 |
3.111 |
| S1 |
2.908 |
2.908 |
3.000 |
2.845 |
| S2 |
2.782 |
2.782 |
2.967 |
|
| S3 |
2.422 |
2.548 |
2.934 |
|
| S4 |
2.062 |
2.188 |
2.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.377 |
3.017 |
0.360 |
11.9% |
0.176 |
5.8% |
4% |
False |
True |
80,388 |
| 10 |
3.643 |
3.017 |
0.626 |
20.6% |
0.169 |
5.6% |
3% |
False |
True |
77,534 |
| 20 |
4.421 |
3.017 |
1.404 |
46.3% |
0.200 |
6.6% |
1% |
False |
True |
62,745 |
| 40 |
4.421 |
3.017 |
1.404 |
46.3% |
0.200 |
6.6% |
1% |
False |
True |
40,121 |
| 60 |
4.933 |
3.017 |
1.916 |
63.2% |
0.199 |
6.6% |
1% |
False |
True |
31,338 |
| 80 |
4.955 |
3.017 |
1.938 |
63.9% |
0.211 |
7.0% |
1% |
False |
True |
26,525 |
| 100 |
4.955 |
3.017 |
1.938 |
63.9% |
0.201 |
6.6% |
1% |
False |
True |
22,521 |
| 120 |
4.978 |
3.017 |
1.961 |
64.7% |
0.199 |
6.6% |
1% |
False |
True |
19,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.083 |
|
2.618 |
3.751 |
|
1.618 |
3.548 |
|
1.000 |
3.423 |
|
0.618 |
3.345 |
|
HIGH |
3.220 |
|
0.618 |
3.142 |
|
0.500 |
3.119 |
|
0.382 |
3.095 |
|
LOW |
3.017 |
|
0.618 |
2.892 |
|
1.000 |
2.814 |
|
1.618 |
2.689 |
|
2.618 |
2.486 |
|
4.250 |
2.154 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.119 |
3.164 |
| PP |
3.090 |
3.120 |
| S1 |
3.062 |
3.077 |
|