NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.386 |
3.420 |
0.034 |
1.0% |
3.615 |
| High |
3.489 |
3.449 |
-0.040 |
-1.1% |
3.615 |
| Low |
3.356 |
3.350 |
-0.006 |
-0.2% |
3.337 |
| Close |
3.408 |
3.373 |
-0.035 |
-1.0% |
3.373 |
| Range |
0.133 |
0.099 |
-0.034 |
-25.6% |
0.278 |
| ATR |
0.205 |
0.197 |
-0.008 |
-3.7% |
0.000 |
| Volume |
65,615 |
84,845 |
19,230 |
29.3% |
446,002 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.688 |
3.629 |
3.427 |
|
| R3 |
3.589 |
3.530 |
3.400 |
|
| R2 |
3.490 |
3.490 |
3.391 |
|
| R1 |
3.431 |
3.431 |
3.382 |
3.411 |
| PP |
3.391 |
3.391 |
3.391 |
3.381 |
| S1 |
3.332 |
3.332 |
3.364 |
3.312 |
| S2 |
3.292 |
3.292 |
3.355 |
|
| S3 |
3.193 |
3.233 |
3.346 |
|
| S4 |
3.094 |
3.134 |
3.319 |
|
|
| 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 |
3.615 |
3.337 |
0.278 |
8.2% |
0.141 |
4.2% |
13% |
False |
False |
89,200 |
| 10 |
4.138 |
3.337 |
0.801 |
23.7% |
0.159 |
4.7% |
4% |
False |
False |
84,558 |
| 20 |
4.574 |
3.337 |
1.237 |
36.7% |
0.198 |
5.9% |
3% |
False |
False |
73,162 |
| 40 |
4.582 |
3.337 |
1.245 |
36.9% |
0.231 |
6.9% |
3% |
False |
False |
46,503 |
| 60 |
4.789 |
3.337 |
1.452 |
43.0% |
0.217 |
6.4% |
2% |
False |
False |
33,249 |
| 80 |
4.820 |
3.337 |
1.483 |
44.0% |
0.210 |
6.2% |
2% |
False |
False |
25,724 |
| 100 |
4.820 |
3.337 |
1.483 |
44.0% |
0.201 |
6.0% |
2% |
False |
False |
21,056 |
| 120 |
5.350 |
3.337 |
2.013 |
59.7% |
0.201 |
6.0% |
2% |
False |
False |
17,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.870 |
|
2.618 |
3.708 |
|
1.618 |
3.609 |
|
1.000 |
3.548 |
|
0.618 |
3.510 |
|
HIGH |
3.449 |
|
0.618 |
3.411 |
|
0.500 |
3.400 |
|
0.382 |
3.388 |
|
LOW |
3.350 |
|
0.618 |
3.289 |
|
1.000 |
3.251 |
|
1.618 |
3.190 |
|
2.618 |
3.091 |
|
4.250 |
2.929 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.400 |
3.413 |
| PP |
3.391 |
3.400 |
| S1 |
3.382 |
3.386 |
|