NYMEX Natural Gas Future November 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
3.872 |
3.900 |
0.028 |
0.7% |
4.170 |
| High |
3.982 |
3.944 |
-0.038 |
-1.0% |
4.348 |
| Low |
3.862 |
3.651 |
-0.211 |
-5.5% |
4.032 |
| Close |
3.869 |
3.662 |
-0.207 |
-5.4% |
4.053 |
| Range |
0.120 |
0.293 |
0.173 |
144.2% |
0.316 |
| ATR |
0.165 |
0.174 |
0.009 |
5.5% |
0.000 |
| Volume |
30,412 |
43,905 |
13,493 |
44.4% |
102,489 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.631 |
4.440 |
3.823 |
|
| R3 |
4.338 |
4.147 |
3.743 |
|
| R2 |
4.045 |
4.045 |
3.716 |
|
| R1 |
3.854 |
3.854 |
3.689 |
3.803 |
| PP |
3.752 |
3.752 |
3.752 |
3.727 |
| S1 |
3.561 |
3.561 |
3.635 |
3.510 |
| S2 |
3.459 |
3.459 |
3.608 |
|
| S3 |
3.166 |
3.268 |
3.581 |
|
| S4 |
2.873 |
2.975 |
3.501 |
|
|
| 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 |
4.215 |
3.651 |
0.564 |
15.4% |
0.188 |
5.1% |
2% |
False |
True |
30,358 |
| 10 |
4.348 |
3.651 |
0.697 |
19.0% |
0.167 |
4.6% |
2% |
False |
True |
25,109 |
| 20 |
4.871 |
3.651 |
1.220 |
33.3% |
0.154 |
4.2% |
1% |
False |
True |
24,200 |
| 40 |
5.133 |
3.651 |
1.482 |
40.5% |
0.180 |
4.9% |
1% |
False |
True |
15,562 |
| 60 |
5.515 |
3.651 |
1.864 |
50.9% |
0.172 |
4.7% |
1% |
False |
True |
11,796 |
| 80 |
5.515 |
3.651 |
1.864 |
50.9% |
0.181 |
4.9% |
1% |
False |
True |
9,710 |
| 100 |
5.523 |
3.651 |
1.872 |
51.1% |
0.175 |
4.8% |
1% |
False |
True |
8,224 |
| 120 |
5.523 |
3.651 |
1.872 |
51.1% |
0.170 |
4.6% |
1% |
False |
True |
7,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.189 |
|
2.618 |
4.711 |
|
1.618 |
4.418 |
|
1.000 |
4.237 |
|
0.618 |
4.125 |
|
HIGH |
3.944 |
|
0.618 |
3.832 |
|
0.500 |
3.798 |
|
0.382 |
3.763 |
|
LOW |
3.651 |
|
0.618 |
3.470 |
|
1.000 |
3.358 |
|
1.618 |
3.177 |
|
2.618 |
2.884 |
|
4.250 |
2.406 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.798 |
3.845 |
| PP |
3.752 |
3.784 |
| S1 |
3.707 |
3.723 |
|