NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.446 |
3.296 |
-0.150 |
-4.4% |
3.615 |
| High |
3.527 |
3.680 |
0.153 |
4.3% |
3.615 |
| Low |
3.259 |
3.250 |
-0.009 |
-0.3% |
3.337 |
| Close |
3.283 |
3.668 |
0.385 |
11.7% |
3.373 |
| Range |
0.268 |
0.430 |
0.162 |
60.4% |
0.278 |
| ATR |
0.200 |
0.217 |
0.016 |
8.2% |
0.000 |
| Volume |
97,222 |
147,103 |
49,881 |
51.3% |
446,002 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.823 |
4.675 |
3.905 |
|
| R3 |
4.393 |
4.245 |
3.786 |
|
| R2 |
3.963 |
3.963 |
3.747 |
|
| R1 |
3.815 |
3.815 |
3.707 |
3.889 |
| PP |
3.533 |
3.533 |
3.533 |
3.570 |
| S1 |
3.385 |
3.385 |
3.629 |
3.459 |
| S2 |
3.103 |
3.103 |
3.589 |
|
| S3 |
2.673 |
2.955 |
3.550 |
|
| S4 |
2.243 |
2.525 |
3.432 |
|
|
| 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 |
3.680 |
3.225 |
0.455 |
12.4% |
0.219 |
6.0% |
97% |
True |
False |
92,436 |
| 10 |
3.795 |
3.225 |
0.570 |
15.5% |
0.189 |
5.1% |
78% |
False |
False |
90,373 |
| 20 |
4.504 |
3.225 |
1.279 |
34.9% |
0.192 |
5.2% |
35% |
False |
False |
77,831 |
| 40 |
4.574 |
3.225 |
1.349 |
36.8% |
0.233 |
6.3% |
33% |
False |
False |
54,854 |
| 60 |
4.789 |
3.225 |
1.564 |
42.6% |
0.223 |
6.1% |
28% |
False |
False |
39,296 |
| 80 |
4.820 |
3.225 |
1.595 |
43.5% |
0.210 |
5.7% |
28% |
False |
False |
30,313 |
| 100 |
4.820 |
3.225 |
1.595 |
43.5% |
0.205 |
5.6% |
28% |
False |
False |
24,770 |
| 120 |
5.350 |
3.225 |
2.125 |
57.9% |
0.204 |
5.5% |
21% |
False |
False |
20,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.508 |
|
2.618 |
4.806 |
|
1.618 |
4.376 |
|
1.000 |
4.110 |
|
0.618 |
3.946 |
|
HIGH |
3.680 |
|
0.618 |
3.516 |
|
0.500 |
3.465 |
|
0.382 |
3.414 |
|
LOW |
3.250 |
|
0.618 |
2.984 |
|
1.000 |
2.820 |
|
1.618 |
2.554 |
|
2.618 |
2.124 |
|
4.250 |
1.423 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.600 |
3.600 |
| PP |
3.533 |
3.533 |
| S1 |
3.465 |
3.465 |
|