NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2.724 |
2.513 |
-0.211 |
-7.7% |
3.003 |
| High |
2.739 |
2.758 |
0.019 |
0.7% |
3.084 |
| Low |
2.500 |
2.409 |
-0.091 |
-3.6% |
2.409 |
| Close |
2.508 |
2.728 |
0.220 |
8.8% |
2.728 |
| Range |
0.239 |
0.349 |
0.110 |
46.0% |
0.675 |
| ATR |
0.194 |
0.205 |
0.011 |
5.7% |
0.000 |
| Volume |
112,886 |
127,150 |
14,264 |
12.6% |
499,091 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.679 |
3.552 |
2.920 |
|
| R3 |
3.330 |
3.203 |
2.824 |
|
| R2 |
2.981 |
2.981 |
2.792 |
|
| R1 |
2.854 |
2.854 |
2.760 |
2.918 |
| PP |
2.632 |
2.632 |
2.632 |
2.663 |
| S1 |
2.505 |
2.505 |
2.696 |
2.569 |
| S2 |
2.283 |
2.283 |
2.664 |
|
| S3 |
1.934 |
2.156 |
2.632 |
|
| S4 |
1.585 |
1.807 |
2.536 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.765 |
4.422 |
3.099 |
|
| R3 |
4.090 |
3.747 |
2.914 |
|
| R2 |
3.415 |
3.415 |
2.852 |
|
| R1 |
3.072 |
3.072 |
2.790 |
2.906 |
| PP |
2.740 |
2.740 |
2.740 |
2.658 |
| S1 |
2.397 |
2.397 |
2.666 |
2.231 |
| S2 |
2.065 |
2.065 |
2.604 |
|
| S3 |
1.390 |
1.722 |
2.542 |
|
| S4 |
0.715 |
1.047 |
2.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.084 |
2.409 |
0.675 |
24.7% |
0.231 |
8.5% |
47% |
False |
True |
99,818 |
| 10 |
3.377 |
2.409 |
0.968 |
35.5% |
0.203 |
7.5% |
33% |
False |
True |
90,103 |
| 20 |
4.035 |
2.409 |
1.626 |
59.6% |
0.184 |
6.7% |
20% |
False |
True |
79,223 |
| 40 |
4.421 |
2.409 |
2.012 |
73.8% |
0.210 |
7.7% |
16% |
False |
True |
50,616 |
| 60 |
4.933 |
2.409 |
2.524 |
92.5% |
0.200 |
7.3% |
13% |
False |
True |
38,271 |
| 80 |
4.933 |
2.409 |
2.524 |
92.5% |
0.211 |
7.7% |
13% |
False |
True |
31,921 |
| 100 |
4.955 |
2.409 |
2.546 |
93.3% |
0.206 |
7.5% |
13% |
False |
True |
27,251 |
| 120 |
4.978 |
2.409 |
2.569 |
94.2% |
0.202 |
7.4% |
12% |
False |
True |
23,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.241 |
|
2.618 |
3.672 |
|
1.618 |
3.323 |
|
1.000 |
3.107 |
|
0.618 |
2.974 |
|
HIGH |
2.758 |
|
0.618 |
2.625 |
|
0.500 |
2.584 |
|
0.382 |
2.542 |
|
LOW |
2.409 |
|
0.618 |
2.193 |
|
1.000 |
2.060 |
|
1.618 |
1.844 |
|
2.618 |
1.495 |
|
4.250 |
0.926 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.680 |
2.703 |
| PP |
2.632 |
2.678 |
| S1 |
2.584 |
2.654 |
|