NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2.513 |
2.741 |
0.228 |
9.1% |
3.003 |
| High |
2.758 |
2.888 |
0.130 |
4.7% |
3.084 |
| Low |
2.409 |
2.623 |
0.214 |
8.9% |
2.409 |
| Close |
2.728 |
2.807 |
0.079 |
2.9% |
2.728 |
| Range |
0.349 |
0.265 |
-0.084 |
-24.1% |
0.675 |
| ATR |
0.205 |
0.209 |
0.004 |
2.1% |
0.000 |
| Volume |
127,150 |
138,001 |
10,851 |
8.5% |
499,091 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.568 |
3.452 |
2.953 |
|
| R3 |
3.303 |
3.187 |
2.880 |
|
| R2 |
3.038 |
3.038 |
2.856 |
|
| R1 |
2.922 |
2.922 |
2.831 |
2.980 |
| PP |
2.773 |
2.773 |
2.773 |
2.802 |
| S1 |
2.657 |
2.657 |
2.783 |
2.715 |
| S2 |
2.508 |
2.508 |
2.758 |
|
| S3 |
2.243 |
2.392 |
2.734 |
|
| S4 |
1.978 |
2.127 |
2.661 |
|
|
| 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 |
3.017 |
2.409 |
0.608 |
21.7% |
0.250 |
8.9% |
65% |
False |
False |
110,106 |
| 10 |
3.375 |
2.409 |
0.966 |
34.4% |
0.208 |
7.4% |
41% |
False |
False |
97,217 |
| 20 |
4.012 |
2.409 |
1.603 |
57.1% |
0.190 |
6.8% |
25% |
False |
False |
83,973 |
| 40 |
4.421 |
2.409 |
2.012 |
71.7% |
0.214 |
7.6% |
20% |
False |
False |
53,740 |
| 60 |
4.933 |
2.409 |
2.524 |
89.9% |
0.199 |
7.1% |
16% |
False |
False |
40,350 |
| 80 |
4.933 |
2.409 |
2.524 |
89.9% |
0.212 |
7.6% |
16% |
False |
False |
33,464 |
| 100 |
4.955 |
2.409 |
2.546 |
90.7% |
0.206 |
7.3% |
16% |
False |
False |
28,555 |
| 120 |
4.978 |
2.409 |
2.569 |
91.5% |
0.200 |
7.1% |
15% |
False |
False |
24,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.014 |
|
2.618 |
3.582 |
|
1.618 |
3.317 |
|
1.000 |
3.153 |
|
0.618 |
3.052 |
|
HIGH |
2.888 |
|
0.618 |
2.787 |
|
0.500 |
2.756 |
|
0.382 |
2.724 |
|
LOW |
2.623 |
|
0.618 |
2.459 |
|
1.000 |
2.358 |
|
1.618 |
2.194 |
|
2.618 |
1.929 |
|
4.250 |
1.497 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2.790 |
2.754 |
| PP |
2.773 |
2.701 |
| S1 |
2.756 |
2.649 |
|