NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.320 |
3.446 |
0.126 |
3.8% |
3.615 |
| High |
3.472 |
3.527 |
0.055 |
1.6% |
3.615 |
| Low |
3.304 |
3.259 |
-0.045 |
-1.4% |
3.337 |
| Close |
3.429 |
3.283 |
-0.146 |
-4.3% |
3.373 |
| Range |
0.168 |
0.268 |
0.100 |
59.5% |
0.278 |
| ATR |
0.195 |
0.200 |
0.005 |
2.7% |
0.000 |
| Volume |
86,266 |
97,222 |
10,956 |
12.7% |
446,002 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.160 |
3.990 |
3.430 |
|
| R3 |
3.892 |
3.722 |
3.357 |
|
| R2 |
3.624 |
3.624 |
3.332 |
|
| R1 |
3.454 |
3.454 |
3.308 |
3.405 |
| PP |
3.356 |
3.356 |
3.356 |
3.332 |
| S1 |
3.186 |
3.186 |
3.258 |
3.137 |
| S2 |
3.088 |
3.088 |
3.234 |
|
| S3 |
2.820 |
2.918 |
3.209 |
|
| S4 |
2.552 |
2.650 |
3.136 |
|
|
| 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 |
3.527 |
3.225 |
0.302 |
9.2% |
0.160 |
4.9% |
19% |
True |
False |
76,138 |
| 10 |
3.891 |
3.225 |
0.666 |
20.3% |
0.159 |
4.8% |
9% |
False |
False |
84,510 |
| 20 |
4.504 |
3.225 |
1.279 |
39.0% |
0.182 |
5.5% |
5% |
False |
False |
73,680 |
| 40 |
4.574 |
3.225 |
1.349 |
41.1% |
0.230 |
7.0% |
4% |
False |
False |
51,356 |
| 60 |
4.789 |
3.225 |
1.564 |
47.6% |
0.217 |
6.6% |
4% |
False |
False |
36,900 |
| 80 |
4.820 |
3.225 |
1.595 |
48.6% |
0.205 |
6.3% |
4% |
False |
False |
28,516 |
| 100 |
4.820 |
3.225 |
1.595 |
48.6% |
0.203 |
6.2% |
4% |
False |
False |
23,308 |
| 120 |
5.350 |
3.225 |
2.125 |
64.7% |
0.202 |
6.1% |
3% |
False |
False |
19,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.666 |
|
2.618 |
4.229 |
|
1.618 |
3.961 |
|
1.000 |
3.795 |
|
0.618 |
3.693 |
|
HIGH |
3.527 |
|
0.618 |
3.425 |
|
0.500 |
3.393 |
|
0.382 |
3.361 |
|
LOW |
3.259 |
|
0.618 |
3.093 |
|
1.000 |
2.991 |
|
1.618 |
2.825 |
|
2.618 |
2.557 |
|
4.250 |
2.120 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.393 |
3.376 |
| PP |
3.356 |
3.345 |
| S1 |
3.320 |
3.314 |
|