NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.365 |
3.386 |
0.021 |
0.6% |
4.049 |
| High |
3.410 |
3.489 |
0.079 |
2.3% |
4.090 |
| Low |
3.337 |
3.356 |
0.019 |
0.6% |
3.606 |
| Close |
3.353 |
3.408 |
0.055 |
1.6% |
3.615 |
| Range |
0.073 |
0.133 |
0.060 |
82.2% |
0.484 |
| ATR |
0.210 |
0.205 |
-0.005 |
-2.5% |
0.000 |
| Volume |
102,294 |
65,615 |
-36,679 |
-35.9% |
308,885 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.817 |
3.745 |
3.481 |
|
| R3 |
3.684 |
3.612 |
3.445 |
|
| R2 |
3.551 |
3.551 |
3.432 |
|
| R1 |
3.479 |
3.479 |
3.420 |
3.515 |
| PP |
3.418 |
3.418 |
3.418 |
3.436 |
| S1 |
3.346 |
3.346 |
3.396 |
3.382 |
| S2 |
3.285 |
3.285 |
3.384 |
|
| S3 |
3.152 |
3.213 |
3.371 |
|
| S4 |
3.019 |
3.080 |
3.335 |
|
|
| 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 |
3.795 |
3.337 |
0.458 |
13.4% |
0.159 |
4.7% |
16% |
False |
False |
88,310 |
| 10 |
4.138 |
3.337 |
0.801 |
23.5% |
0.171 |
5.0% |
9% |
False |
False |
82,810 |
| 20 |
4.574 |
3.337 |
1.237 |
36.3% |
0.213 |
6.2% |
6% |
False |
False |
71,320 |
| 40 |
4.789 |
3.337 |
1.452 |
42.6% |
0.238 |
7.0% |
5% |
False |
False |
44,710 |
| 60 |
4.789 |
3.337 |
1.452 |
42.6% |
0.217 |
6.4% |
5% |
False |
False |
31,893 |
| 80 |
4.820 |
3.337 |
1.483 |
43.5% |
0.210 |
6.2% |
5% |
False |
False |
24,689 |
| 100 |
4.850 |
3.337 |
1.513 |
44.4% |
0.202 |
5.9% |
5% |
False |
False |
20,214 |
| 120 |
5.420 |
3.337 |
2.083 |
61.1% |
0.202 |
5.9% |
3% |
False |
False |
17,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.054 |
|
2.618 |
3.837 |
|
1.618 |
3.704 |
|
1.000 |
3.622 |
|
0.618 |
3.571 |
|
HIGH |
3.489 |
|
0.618 |
3.438 |
|
0.500 |
3.423 |
|
0.382 |
3.407 |
|
LOW |
3.356 |
|
0.618 |
3.274 |
|
1.000 |
3.223 |
|
1.618 |
3.141 |
|
2.618 |
3.008 |
|
4.250 |
2.791 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.423 |
3.431 |
| PP |
3.418 |
3.423 |
| S1 |
3.413 |
3.416 |
|