NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.420 |
3.337 |
-0.083 |
-2.4% |
3.615 |
| High |
3.449 |
3.356 |
-0.093 |
-2.7% |
3.615 |
| Low |
3.350 |
3.225 |
-0.125 |
-3.7% |
3.337 |
| Close |
3.373 |
3.263 |
-0.110 |
-3.3% |
3.373 |
| Range |
0.099 |
0.131 |
0.032 |
32.3% |
0.278 |
| ATR |
0.197 |
0.194 |
-0.004 |
-1.8% |
0.000 |
| Volume |
84,845 |
46,744 |
-38,101 |
-44.9% |
446,002 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.674 |
3.600 |
3.335 |
|
| R3 |
3.543 |
3.469 |
3.299 |
|
| R2 |
3.412 |
3.412 |
3.287 |
|
| R1 |
3.338 |
3.338 |
3.275 |
3.310 |
| PP |
3.281 |
3.281 |
3.281 |
3.267 |
| S1 |
3.207 |
3.207 |
3.251 |
3.179 |
| S2 |
3.150 |
3.150 |
3.239 |
|
| S3 |
3.019 |
3.076 |
3.227 |
|
| S4 |
2.888 |
2.945 |
3.191 |
|
|
| 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 |
3.525 |
3.225 |
0.300 |
9.2% |
0.118 |
3.6% |
13% |
False |
True |
79,327 |
| 10 |
4.090 |
3.225 |
0.865 |
26.5% |
0.150 |
4.6% |
4% |
False |
True |
80,163 |
| 20 |
4.574 |
3.225 |
1.349 |
41.3% |
0.194 |
6.0% |
3% |
False |
True |
71,279 |
| 40 |
4.574 |
3.225 |
1.349 |
41.3% |
0.229 |
7.0% |
3% |
False |
True |
47,180 |
| 60 |
4.789 |
3.225 |
1.564 |
47.9% |
0.217 |
6.6% |
2% |
False |
True |
33,988 |
| 80 |
4.820 |
3.225 |
1.595 |
48.9% |
0.210 |
6.4% |
2% |
False |
True |
26,287 |
| 100 |
4.820 |
3.225 |
1.595 |
48.9% |
0.201 |
6.2% |
2% |
False |
True |
21,509 |
| 120 |
5.350 |
3.225 |
2.125 |
65.1% |
0.201 |
6.2% |
2% |
False |
True |
18,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.913 |
|
2.618 |
3.699 |
|
1.618 |
3.568 |
|
1.000 |
3.487 |
|
0.618 |
3.437 |
|
HIGH |
3.356 |
|
0.618 |
3.306 |
|
0.500 |
3.291 |
|
0.382 |
3.275 |
|
LOW |
3.225 |
|
0.618 |
3.144 |
|
1.000 |
3.094 |
|
1.618 |
3.013 |
|
2.618 |
2.882 |
|
4.250 |
2.668 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.291 |
3.357 |
| PP |
3.281 |
3.326 |
| S1 |
3.272 |
3.294 |
|