NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.529 |
3.666 |
0.137 |
3.9% |
3.700 |
| High |
3.705 |
3.668 |
-0.037 |
-1.0% |
3.904 |
| Low |
3.524 |
3.555 |
0.031 |
0.9% |
3.516 |
| Close |
3.695 |
3.604 |
-0.091 |
-2.5% |
3.695 |
| Range |
0.181 |
0.113 |
-0.068 |
-37.6% |
0.388 |
| ATR |
0.227 |
0.220 |
-0.006 |
-2.7% |
0.000 |
| Volume |
120,023 |
79,912 |
-40,111 |
-33.4% |
519,722 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.948 |
3.889 |
3.666 |
|
| R3 |
3.835 |
3.776 |
3.635 |
|
| R2 |
3.722 |
3.722 |
3.625 |
|
| R1 |
3.663 |
3.663 |
3.614 |
3.636 |
| PP |
3.609 |
3.609 |
3.609 |
3.596 |
| S1 |
3.550 |
3.550 |
3.594 |
3.523 |
| S2 |
3.496 |
3.496 |
3.583 |
|
| S3 |
3.383 |
3.437 |
3.573 |
|
| S4 |
3.270 |
3.324 |
3.542 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.869 |
4.670 |
3.908 |
|
| R3 |
4.481 |
4.282 |
3.802 |
|
| R2 |
4.093 |
4.093 |
3.766 |
|
| R1 |
3.894 |
3.894 |
3.731 |
3.800 |
| PP |
3.705 |
3.705 |
3.705 |
3.658 |
| S1 |
3.506 |
3.506 |
3.659 |
3.412 |
| S2 |
3.317 |
3.317 |
3.624 |
|
| S3 |
2.929 |
3.118 |
3.588 |
|
| S4 |
2.541 |
2.730 |
3.482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.904 |
3.523 |
0.381 |
10.6% |
0.215 |
6.0% |
21% |
False |
False |
96,960 |
| 10 |
3.904 |
3.250 |
0.654 |
18.1% |
0.244 |
6.8% |
54% |
False |
False |
109,758 |
| 20 |
4.090 |
3.225 |
0.865 |
24.0% |
0.197 |
5.5% |
44% |
False |
False |
94,960 |
| 40 |
4.574 |
3.225 |
1.349 |
37.4% |
0.228 |
6.3% |
28% |
False |
False |
71,733 |
| 60 |
4.789 |
3.225 |
1.564 |
43.4% |
0.234 |
6.5% |
24% |
False |
False |
51,548 |
| 80 |
4.789 |
3.225 |
1.564 |
43.4% |
0.212 |
5.9% |
24% |
False |
False |
39,661 |
| 100 |
4.820 |
3.225 |
1.595 |
44.3% |
0.207 |
5.8% |
24% |
False |
False |
32,293 |
| 120 |
5.350 |
3.225 |
2.125 |
59.0% |
0.205 |
5.7% |
18% |
False |
False |
27,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.148 |
|
2.618 |
3.964 |
|
1.618 |
3.851 |
|
1.000 |
3.781 |
|
0.618 |
3.738 |
|
HIGH |
3.668 |
|
0.618 |
3.625 |
|
0.500 |
3.612 |
|
0.382 |
3.598 |
|
LOW |
3.555 |
|
0.618 |
3.485 |
|
1.000 |
3.442 |
|
1.618 |
3.372 |
|
2.618 |
3.259 |
|
4.250 |
3.075 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.612 |
3.707 |
| PP |
3.609 |
3.673 |
| S1 |
3.607 |
3.638 |
|