NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2.984 |
2.827 |
-0.157 |
-5.3% |
3.200 |
| High |
3.017 |
2.898 |
-0.119 |
-3.9% |
3.377 |
| Low |
2.810 |
2.709 |
-0.101 |
-3.6% |
3.017 |
| Close |
2.821 |
2.715 |
-0.106 |
-3.8% |
3.033 |
| Range |
0.207 |
0.189 |
-0.018 |
-8.7% |
0.360 |
| ATR |
0.190 |
0.190 |
0.000 |
0.0% |
0.000 |
| Volume |
73,544 |
98,952 |
25,408 |
34.5% |
401,941 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.341 |
3.217 |
2.819 |
|
| R3 |
3.152 |
3.028 |
2.767 |
|
| R2 |
2.963 |
2.963 |
2.750 |
|
| R1 |
2.839 |
2.839 |
2.732 |
2.807 |
| PP |
2.774 |
2.774 |
2.774 |
2.758 |
| S1 |
2.650 |
2.650 |
2.698 |
2.618 |
| S2 |
2.585 |
2.585 |
2.680 |
|
| S3 |
2.396 |
2.461 |
2.663 |
|
| S4 |
2.207 |
2.272 |
2.611 |
|
|
| 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 |
3.310 |
2.709 |
0.601 |
22.1% |
0.199 |
7.3% |
1% |
False |
True |
89,739 |
| 10 |
3.535 |
2.709 |
0.826 |
30.4% |
0.184 |
6.8% |
1% |
False |
True |
77,708 |
| 20 |
4.354 |
2.709 |
1.645 |
60.6% |
0.181 |
6.7% |
0% |
False |
True |
70,762 |
| 40 |
4.421 |
2.709 |
1.712 |
63.1% |
0.201 |
7.4% |
0% |
False |
True |
45,427 |
| 60 |
4.933 |
2.709 |
2.224 |
81.9% |
0.199 |
7.3% |
0% |
False |
True |
34,906 |
| 80 |
4.955 |
2.709 |
2.246 |
82.7% |
0.211 |
7.8% |
0% |
False |
True |
29,306 |
| 100 |
4.955 |
2.709 |
2.246 |
82.7% |
0.202 |
7.4% |
0% |
False |
True |
24,969 |
| 120 |
4.978 |
2.709 |
2.269 |
83.6% |
0.199 |
7.3% |
0% |
False |
True |
21,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.701 |
|
2.618 |
3.393 |
|
1.618 |
3.204 |
|
1.000 |
3.087 |
|
0.618 |
3.015 |
|
HIGH |
2.898 |
|
0.618 |
2.826 |
|
0.500 |
2.804 |
|
0.382 |
2.781 |
|
LOW |
2.709 |
|
0.618 |
2.592 |
|
1.000 |
2.520 |
|
1.618 |
2.403 |
|
2.618 |
2.214 |
|
4.250 |
1.906 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.804 |
2.897 |
| PP |
2.774 |
2.836 |
| S1 |
2.745 |
2.776 |
|