NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.792 |
3.615 |
-0.177 |
-4.7% |
4.049 |
| High |
3.795 |
3.615 |
-0.180 |
-4.7% |
4.090 |
| Low |
3.606 |
3.369 |
-0.237 |
-6.6% |
3.606 |
| Close |
3.615 |
3.487 |
-0.128 |
-3.5% |
3.615 |
| Range |
0.189 |
0.246 |
0.057 |
30.2% |
0.484 |
| ATR |
0.223 |
0.225 |
0.002 |
0.7% |
0.000 |
| Volume |
80,395 |
96,109 |
15,714 |
19.5% |
308,885 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.228 |
4.104 |
3.622 |
|
| R3 |
3.982 |
3.858 |
3.555 |
|
| R2 |
3.736 |
3.736 |
3.532 |
|
| R1 |
3.612 |
3.612 |
3.510 |
3.551 |
| PP |
3.490 |
3.490 |
3.490 |
3.460 |
| S1 |
3.366 |
3.366 |
3.464 |
3.305 |
| S2 |
3.244 |
3.244 |
3.442 |
|
| S3 |
2.998 |
3.120 |
3.419 |
|
| S4 |
2.752 |
2.874 |
3.352 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.222 |
4.903 |
3.881 |
|
| R3 |
4.738 |
4.419 |
3.748 |
|
| R2 |
4.254 |
4.254 |
3.704 |
|
| R1 |
3.935 |
3.935 |
3.659 |
3.853 |
| PP |
3.770 |
3.770 |
3.770 |
3.729 |
| S1 |
3.451 |
3.451 |
3.571 |
3.369 |
| S2 |
3.286 |
3.286 |
3.526 |
|
| S3 |
2.802 |
2.967 |
3.482 |
|
| S4 |
2.318 |
2.483 |
3.349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.090 |
3.369 |
0.721 |
20.7% |
0.183 |
5.3% |
16% |
False |
True |
80,998 |
| 10 |
4.245 |
3.369 |
0.876 |
25.1% |
0.196 |
5.6% |
13% |
False |
True |
71,672 |
| 20 |
4.574 |
3.369 |
1.205 |
34.6% |
0.224 |
6.4% |
10% |
False |
True |
63,101 |
| 40 |
4.789 |
3.369 |
1.420 |
40.7% |
0.245 |
7.0% |
8% |
False |
True |
38,958 |
| 60 |
4.789 |
3.369 |
1.420 |
40.7% |
0.220 |
6.3% |
8% |
False |
True |
27,660 |
| 80 |
4.820 |
3.369 |
1.451 |
41.6% |
0.212 |
6.1% |
8% |
False |
True |
21,482 |
| 100 |
5.201 |
3.369 |
1.832 |
52.5% |
0.204 |
5.9% |
6% |
False |
True |
17,613 |
| 120 |
5.895 |
3.369 |
2.526 |
72.4% |
0.205 |
5.9% |
5% |
False |
True |
14,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.661 |
|
2.618 |
4.259 |
|
1.618 |
4.013 |
|
1.000 |
3.861 |
|
0.618 |
3.767 |
|
HIGH |
3.615 |
|
0.618 |
3.521 |
|
0.500 |
3.492 |
|
0.382 |
3.463 |
|
LOW |
3.369 |
|
0.618 |
3.217 |
|
1.000 |
3.123 |
|
1.618 |
2.971 |
|
2.618 |
2.725 |
|
4.250 |
2.324 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.492 |
3.630 |
| PP |
3.490 |
3.582 |
| S1 |
3.489 |
3.535 |
|