NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4.040 |
4.030 |
-0.010 |
-0.2% |
4.000 |
| High |
4.048 |
4.055 |
0.007 |
0.2% |
4.255 |
| Low |
3.958 |
3.849 |
-0.109 |
-2.8% |
3.891 |
| Close |
4.008 |
3.924 |
-0.084 |
-2.1% |
4.086 |
| Range |
0.090 |
0.206 |
0.116 |
128.9% |
0.364 |
| ATR |
0.204 |
0.204 |
0.000 |
0.1% |
0.000 |
| Volume |
10,813 |
14,829 |
4,016 |
37.1% |
88,875 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.561 |
4.448 |
4.037 |
|
| R3 |
4.355 |
4.242 |
3.981 |
|
| R2 |
4.149 |
4.149 |
3.962 |
|
| R1 |
4.036 |
4.036 |
3.943 |
3.990 |
| PP |
3.943 |
3.943 |
3.943 |
3.919 |
| S1 |
3.830 |
3.830 |
3.905 |
3.784 |
| S2 |
3.737 |
3.737 |
3.886 |
|
| S3 |
3.531 |
3.624 |
3.867 |
|
| S4 |
3.325 |
3.418 |
3.811 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.169 |
4.992 |
4.286 |
|
| R3 |
4.805 |
4.628 |
4.186 |
|
| R2 |
4.441 |
4.441 |
4.153 |
|
| R1 |
4.264 |
4.264 |
4.119 |
4.353 |
| PP |
4.077 |
4.077 |
4.077 |
4.122 |
| S1 |
3.900 |
3.900 |
4.053 |
3.989 |
| S2 |
3.713 |
3.713 |
4.019 |
|
| S3 |
3.349 |
3.536 |
3.986 |
|
| S4 |
2.985 |
3.172 |
3.886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.255 |
3.849 |
0.406 |
10.3% |
0.211 |
5.4% |
18% |
False |
True |
16,345 |
| 10 |
4.255 |
3.635 |
0.620 |
15.8% |
0.230 |
5.8% |
47% |
False |
False |
18,425 |
| 20 |
4.263 |
3.584 |
0.679 |
17.3% |
0.185 |
4.7% |
50% |
False |
False |
16,621 |
| 40 |
4.933 |
3.584 |
1.349 |
34.4% |
0.205 |
5.2% |
25% |
False |
False |
15,333 |
| 60 |
4.955 |
3.584 |
1.371 |
34.9% |
0.216 |
5.5% |
25% |
False |
False |
13,940 |
| 80 |
4.955 |
3.584 |
1.371 |
34.9% |
0.199 |
5.1% |
25% |
False |
False |
11,999 |
| 100 |
4.978 |
3.584 |
1.394 |
35.5% |
0.196 |
5.0% |
24% |
False |
False |
10,960 |
| 120 |
5.499 |
3.584 |
1.915 |
48.8% |
0.195 |
5.0% |
18% |
False |
False |
10,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.931 |
|
2.618 |
4.594 |
|
1.618 |
4.388 |
|
1.000 |
4.261 |
|
0.618 |
4.182 |
|
HIGH |
4.055 |
|
0.618 |
3.976 |
|
0.500 |
3.952 |
|
0.382 |
3.928 |
|
LOW |
3.849 |
|
0.618 |
3.722 |
|
1.000 |
3.643 |
|
1.618 |
3.516 |
|
2.618 |
3.310 |
|
4.250 |
2.974 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.952 |
3.971 |
| PP |
3.943 |
3.955 |
| S1 |
3.933 |
3.940 |
|