NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.337 |
3.320 |
-0.017 |
-0.5% |
3.615 |
| High |
3.356 |
3.472 |
0.116 |
3.5% |
3.615 |
| Low |
3.225 |
3.304 |
0.079 |
2.4% |
3.337 |
| Close |
3.263 |
3.429 |
0.166 |
5.1% |
3.373 |
| Range |
0.131 |
0.168 |
0.037 |
28.2% |
0.278 |
| ATR |
0.194 |
0.195 |
0.001 |
0.6% |
0.000 |
| Volume |
46,744 |
86,266 |
39,522 |
84.5% |
446,002 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.906 |
3.835 |
3.521 |
|
| R3 |
3.738 |
3.667 |
3.475 |
|
| R2 |
3.570 |
3.570 |
3.460 |
|
| R1 |
3.499 |
3.499 |
3.444 |
3.535 |
| PP |
3.402 |
3.402 |
3.402 |
3.419 |
| S1 |
3.331 |
3.331 |
3.414 |
3.367 |
| S2 |
3.234 |
3.234 |
3.398 |
|
| S3 |
3.066 |
3.163 |
3.383 |
|
| S4 |
2.898 |
2.995 |
3.337 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.276 |
4.102 |
3.526 |
|
| R3 |
3.998 |
3.824 |
3.449 |
|
| R2 |
3.720 |
3.720 |
3.424 |
|
| R1 |
3.546 |
3.546 |
3.398 |
3.494 |
| PP |
3.442 |
3.442 |
3.442 |
3.416 |
| S1 |
3.268 |
3.268 |
3.348 |
3.216 |
| S2 |
3.164 |
3.164 |
3.322 |
|
| S3 |
2.886 |
2.990 |
3.297 |
|
| S4 |
2.608 |
2.712 |
3.220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.489 |
3.225 |
0.264 |
7.7% |
0.121 |
3.5% |
77% |
False |
False |
77,152 |
| 10 |
3.986 |
3.225 |
0.761 |
22.2% |
0.151 |
4.4% |
27% |
False |
False |
81,174 |
| 20 |
4.574 |
3.225 |
1.349 |
39.3% |
0.185 |
5.4% |
15% |
False |
False |
72,451 |
| 40 |
4.574 |
3.225 |
1.349 |
39.3% |
0.228 |
6.7% |
15% |
False |
False |
49,086 |
| 60 |
4.789 |
3.225 |
1.564 |
45.6% |
0.216 |
6.3% |
13% |
False |
False |
35,368 |
| 80 |
4.820 |
3.225 |
1.595 |
46.5% |
0.205 |
6.0% |
13% |
False |
False |
27,342 |
| 100 |
4.820 |
3.225 |
1.595 |
46.5% |
0.201 |
5.8% |
13% |
False |
False |
22,356 |
| 120 |
5.350 |
3.225 |
2.125 |
62.0% |
0.201 |
5.9% |
10% |
False |
False |
18,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.186 |
|
2.618 |
3.912 |
|
1.618 |
3.744 |
|
1.000 |
3.640 |
|
0.618 |
3.576 |
|
HIGH |
3.472 |
|
0.618 |
3.408 |
|
0.500 |
3.388 |
|
0.382 |
3.368 |
|
LOW |
3.304 |
|
0.618 |
3.200 |
|
1.000 |
3.136 |
|
1.618 |
3.032 |
|
2.618 |
2.864 |
|
4.250 |
2.590 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.415 |
3.402 |
| PP |
3.402 |
3.375 |
| S1 |
3.388 |
3.349 |
|