NYMEX Natural Gas Future November 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 |
4.170 |
4.337 |
0.167 |
4.0% |
4.451 |
| High |
4.342 |
4.348 |
0.006 |
0.1% |
4.516 |
| Low |
4.150 |
4.219 |
0.069 |
1.7% |
4.182 |
| Close |
4.307 |
4.261 |
-0.046 |
-1.1% |
4.197 |
| Range |
0.192 |
0.129 |
-0.063 |
-32.8% |
0.334 |
| ATR |
0.173 |
0.170 |
-0.003 |
-1.8% |
0.000 |
| Volume |
18,461 |
15,764 |
-2,697 |
-14.6% |
95,061 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.663 |
4.591 |
4.332 |
|
| R3 |
4.534 |
4.462 |
4.296 |
|
| R2 |
4.405 |
4.405 |
4.285 |
|
| R1 |
4.333 |
4.333 |
4.273 |
4.305 |
| PP |
4.276 |
4.276 |
4.276 |
4.262 |
| S1 |
4.204 |
4.204 |
4.249 |
4.176 |
| S2 |
4.147 |
4.147 |
4.237 |
|
| S3 |
4.018 |
4.075 |
4.226 |
|
| S4 |
3.889 |
3.946 |
4.190 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.300 |
5.083 |
4.381 |
|
| R3 |
4.966 |
4.749 |
4.289 |
|
| R2 |
4.632 |
4.632 |
4.258 |
|
| R1 |
4.415 |
4.415 |
4.228 |
4.357 |
| PP |
4.298 |
4.298 |
4.298 |
4.269 |
| S1 |
4.081 |
4.081 |
4.166 |
4.023 |
| S2 |
3.964 |
3.964 |
4.136 |
|
| S3 |
3.630 |
3.747 |
4.105 |
|
| S4 |
3.296 |
3.413 |
4.013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.401 |
4.150 |
0.251 |
5.9% |
0.142 |
3.3% |
44% |
False |
False |
17,394 |
| 10 |
4.717 |
4.150 |
0.567 |
13.3% |
0.140 |
3.3% |
20% |
False |
False |
22,785 |
| 20 |
5.133 |
4.150 |
0.983 |
23.1% |
0.181 |
4.2% |
11% |
False |
False |
17,742 |
| 40 |
5.133 |
4.150 |
0.983 |
23.1% |
0.170 |
4.0% |
11% |
False |
False |
11,482 |
| 60 |
5.515 |
4.150 |
1.365 |
32.0% |
0.178 |
4.2% |
8% |
False |
False |
8,966 |
| 80 |
5.523 |
4.150 |
1.373 |
32.2% |
0.184 |
4.3% |
8% |
False |
False |
7,593 |
| 100 |
5.523 |
4.150 |
1.373 |
32.2% |
0.170 |
4.0% |
8% |
False |
False |
6,341 |
| 120 |
5.523 |
4.150 |
1.373 |
32.2% |
0.166 |
3.9% |
8% |
False |
False |
5,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.896 |
|
2.618 |
4.686 |
|
1.618 |
4.557 |
|
1.000 |
4.477 |
|
0.618 |
4.428 |
|
HIGH |
4.348 |
|
0.618 |
4.299 |
|
0.500 |
4.284 |
|
0.382 |
4.268 |
|
LOW |
4.219 |
|
0.618 |
4.139 |
|
1.000 |
4.090 |
|
1.618 |
4.010 |
|
2.618 |
3.881 |
|
4.250 |
3.671 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.284 |
4.257 |
| PP |
4.276 |
4.253 |
| S1 |
4.269 |
4.249 |
|