NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.505 |
3.365 |
-0.140 |
-4.0% |
4.049 |
| High |
3.525 |
3.410 |
-0.115 |
-3.3% |
4.090 |
| Low |
3.373 |
3.337 |
-0.036 |
-1.1% |
3.606 |
| Close |
3.429 |
3.353 |
-0.076 |
-2.2% |
3.615 |
| Range |
0.152 |
0.073 |
-0.079 |
-52.0% |
0.484 |
| ATR |
0.219 |
0.210 |
-0.009 |
-4.1% |
0.000 |
| Volume |
97,139 |
102,294 |
5,155 |
5.3% |
308,885 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.586 |
3.542 |
3.393 |
|
| R3 |
3.513 |
3.469 |
3.373 |
|
| R2 |
3.440 |
3.440 |
3.366 |
|
| R1 |
3.396 |
3.396 |
3.360 |
3.382 |
| PP |
3.367 |
3.367 |
3.367 |
3.359 |
| S1 |
3.323 |
3.323 |
3.346 |
3.309 |
| S2 |
3.294 |
3.294 |
3.340 |
|
| S3 |
3.221 |
3.250 |
3.333 |
|
| S4 |
3.148 |
3.177 |
3.313 |
|
|
| 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 |
3.891 |
3.337 |
0.554 |
16.5% |
0.158 |
4.7% |
3% |
False |
True |
92,882 |
| 10 |
4.138 |
3.337 |
0.801 |
23.9% |
0.175 |
5.2% |
2% |
False |
True |
82,271 |
| 20 |
4.574 |
3.337 |
1.237 |
36.9% |
0.217 |
6.5% |
1% |
False |
True |
69,998 |
| 40 |
4.789 |
3.337 |
1.452 |
43.3% |
0.241 |
7.2% |
1% |
False |
True |
43,316 |
| 60 |
4.789 |
3.337 |
1.452 |
43.3% |
0.217 |
6.5% |
1% |
False |
True |
30,865 |
| 80 |
4.820 |
3.337 |
1.483 |
44.2% |
0.210 |
6.3% |
1% |
False |
True |
23,890 |
| 100 |
4.992 |
3.337 |
1.655 |
49.4% |
0.202 |
6.0% |
1% |
False |
True |
19,580 |
| 120 |
5.470 |
3.337 |
2.133 |
63.6% |
0.203 |
6.0% |
1% |
False |
True |
16,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.720 |
|
2.618 |
3.601 |
|
1.618 |
3.528 |
|
1.000 |
3.483 |
|
0.618 |
3.455 |
|
HIGH |
3.410 |
|
0.618 |
3.382 |
|
0.500 |
3.374 |
|
0.382 |
3.365 |
|
LOW |
3.337 |
|
0.618 |
3.292 |
|
1.000 |
3.264 |
|
1.618 |
3.219 |
|
2.618 |
3.146 |
|
4.250 |
3.027 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.374 |
3.476 |
| PP |
3.367 |
3.435 |
| S1 |
3.360 |
3.394 |
|