NYMEX Natural Gas Future November 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 |
3.996 |
3.872 |
-0.124 |
-3.1% |
4.170 |
| High |
4.038 |
3.982 |
-0.056 |
-1.4% |
4.348 |
| Low |
3.865 |
3.862 |
-0.003 |
-0.1% |
4.032 |
| Close |
3.868 |
3.869 |
0.001 |
0.0% |
4.053 |
| Range |
0.173 |
0.120 |
-0.053 |
-30.6% |
0.316 |
| ATR |
0.169 |
0.165 |
-0.003 |
-2.1% |
0.000 |
| Volume |
25,029 |
30,412 |
5,383 |
21.5% |
102,489 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.264 |
4.187 |
3.935 |
|
| R3 |
4.144 |
4.067 |
3.902 |
|
| R2 |
4.024 |
4.024 |
3.891 |
|
| R1 |
3.947 |
3.947 |
3.880 |
3.926 |
| PP |
3.904 |
3.904 |
3.904 |
3.894 |
| S1 |
3.827 |
3.827 |
3.858 |
3.806 |
| S2 |
3.784 |
3.784 |
3.847 |
|
| S3 |
3.664 |
3.707 |
3.836 |
|
| S4 |
3.544 |
3.587 |
3.803 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.092 |
4.889 |
4.227 |
|
| R3 |
4.776 |
4.573 |
4.140 |
|
| R2 |
4.460 |
4.460 |
4.111 |
|
| R1 |
4.257 |
4.257 |
4.082 |
4.201 |
| PP |
4.144 |
4.144 |
4.144 |
4.116 |
| S1 |
3.941 |
3.941 |
4.024 |
3.885 |
| S2 |
3.828 |
3.828 |
3.995 |
|
| S3 |
3.512 |
3.625 |
3.966 |
|
| S4 |
3.196 |
3.309 |
3.879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.260 |
3.862 |
0.398 |
10.3% |
0.166 |
4.3% |
2% |
False |
True |
26,610 |
| 10 |
4.401 |
3.862 |
0.539 |
13.9% |
0.154 |
4.0% |
1% |
False |
True |
22,116 |
| 20 |
5.081 |
3.862 |
1.219 |
31.5% |
0.156 |
4.0% |
1% |
False |
True |
22,429 |
| 40 |
5.133 |
3.862 |
1.271 |
32.9% |
0.175 |
4.5% |
1% |
False |
True |
14,622 |
| 60 |
5.515 |
3.862 |
1.653 |
42.7% |
0.173 |
4.5% |
0% |
False |
True |
11,128 |
| 80 |
5.523 |
3.862 |
1.661 |
42.9% |
0.181 |
4.7% |
0% |
False |
True |
9,234 |
| 100 |
5.523 |
3.862 |
1.661 |
42.9% |
0.173 |
4.5% |
0% |
False |
True |
7,795 |
| 120 |
5.523 |
3.862 |
1.661 |
42.9% |
0.168 |
4.3% |
0% |
False |
True |
6,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.492 |
|
2.618 |
4.296 |
|
1.618 |
4.176 |
|
1.000 |
4.102 |
|
0.618 |
4.056 |
|
HIGH |
3.982 |
|
0.618 |
3.936 |
|
0.500 |
3.922 |
|
0.382 |
3.908 |
|
LOW |
3.862 |
|
0.618 |
3.788 |
|
1.000 |
3.742 |
|
1.618 |
3.668 |
|
2.618 |
3.548 |
|
4.250 |
3.352 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.922 |
3.984 |
| PP |
3.904 |
3.946 |
| S1 |
3.887 |
3.907 |
|