NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.681 |
3.820 |
0.139 |
3.8% |
3.337 |
| High |
3.904 |
3.891 |
-0.013 |
-0.3% |
3.785 |
| Low |
3.630 |
3.523 |
-0.107 |
-2.9% |
3.225 |
| Close |
3.793 |
3.550 |
-0.243 |
-6.4% |
3.669 |
| Range |
0.274 |
0.368 |
0.094 |
34.3% |
0.560 |
| ATR |
0.220 |
0.230 |
0.011 |
4.8% |
0.000 |
| Volume |
72,040 |
107,332 |
35,292 |
49.0% |
544,696 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.759 |
4.522 |
3.752 |
|
| R3 |
4.391 |
4.154 |
3.651 |
|
| R2 |
4.023 |
4.023 |
3.617 |
|
| R1 |
3.786 |
3.786 |
3.584 |
3.721 |
| PP |
3.655 |
3.655 |
3.655 |
3.622 |
| S1 |
3.418 |
3.418 |
3.516 |
3.353 |
| S2 |
3.287 |
3.287 |
3.483 |
|
| S3 |
2.919 |
3.050 |
3.449 |
|
| S4 |
2.551 |
2.682 |
3.348 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.240 |
5.014 |
3.977 |
|
| R3 |
4.680 |
4.454 |
3.823 |
|
| R2 |
4.120 |
4.120 |
3.772 |
|
| R1 |
3.894 |
3.894 |
3.720 |
4.007 |
| PP |
3.560 |
3.560 |
3.560 |
3.616 |
| S1 |
3.334 |
3.334 |
3.618 |
3.447 |
| S2 |
3.000 |
3.000 |
3.566 |
|
| S3 |
2.440 |
2.774 |
3.515 |
|
| S4 |
1.880 |
2.214 |
3.361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.904 |
3.516 |
0.388 |
10.9% |
0.256 |
7.2% |
9% |
False |
False |
113,412 |
| 10 |
3.904 |
3.225 |
0.679 |
19.1% |
0.238 |
6.7% |
48% |
False |
False |
102,924 |
| 20 |
4.138 |
3.225 |
0.913 |
25.7% |
0.204 |
5.8% |
36% |
False |
False |
92,867 |
| 40 |
4.574 |
3.225 |
1.349 |
38.0% |
0.238 |
6.7% |
24% |
False |
False |
67,663 |
| 60 |
4.789 |
3.225 |
1.564 |
44.1% |
0.234 |
6.6% |
21% |
False |
False |
48,409 |
| 80 |
4.789 |
3.225 |
1.564 |
44.1% |
0.212 |
6.0% |
21% |
False |
False |
37,225 |
| 100 |
4.820 |
3.225 |
1.595 |
44.9% |
0.208 |
5.9% |
20% |
False |
False |
30,340 |
| 120 |
5.350 |
3.225 |
2.125 |
59.9% |
0.207 |
5.8% |
15% |
False |
False |
25,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.455 |
|
2.618 |
4.854 |
|
1.618 |
4.486 |
|
1.000 |
4.259 |
|
0.618 |
4.118 |
|
HIGH |
3.891 |
|
0.618 |
3.750 |
|
0.500 |
3.707 |
|
0.382 |
3.664 |
|
LOW |
3.523 |
|
0.618 |
3.296 |
|
1.000 |
3.155 |
|
1.618 |
2.928 |
|
2.618 |
2.560 |
|
4.250 |
1.959 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.707 |
3.714 |
| PP |
3.655 |
3.659 |
| S1 |
3.602 |
3.605 |
|