NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.666 |
3.636 |
-0.030 |
-0.8% |
3.700 |
| High |
3.668 |
3.665 |
-0.003 |
-0.1% |
3.904 |
| Low |
3.555 |
3.454 |
-0.101 |
-2.8% |
3.516 |
| Close |
3.604 |
3.535 |
-0.069 |
-1.9% |
3.695 |
| Range |
0.113 |
0.211 |
0.098 |
86.7% |
0.388 |
| ATR |
0.220 |
0.220 |
-0.001 |
-0.3% |
0.000 |
| Volume |
79,912 |
59,240 |
-20,672 |
-25.9% |
519,722 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.184 |
4.071 |
3.651 |
|
| R3 |
3.973 |
3.860 |
3.593 |
|
| R2 |
3.762 |
3.762 |
3.574 |
|
| R1 |
3.649 |
3.649 |
3.554 |
3.600 |
| PP |
3.551 |
3.551 |
3.551 |
3.527 |
| S1 |
3.438 |
3.438 |
3.516 |
3.389 |
| S2 |
3.340 |
3.340 |
3.496 |
|
| S3 |
3.129 |
3.227 |
3.477 |
|
| S4 |
2.918 |
3.016 |
3.419 |
|
|
| 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 |
3.454 |
0.450 |
12.7% |
0.229 |
6.5% |
18% |
False |
True |
87,709 |
| 10 |
3.904 |
3.250 |
0.654 |
18.5% |
0.248 |
7.0% |
44% |
False |
False |
107,056 |
| 20 |
3.986 |
3.225 |
0.761 |
21.5% |
0.200 |
5.6% |
41% |
False |
False |
94,115 |
| 40 |
4.574 |
3.225 |
1.349 |
38.2% |
0.223 |
6.3% |
23% |
False |
False |
72,786 |
| 60 |
4.789 |
3.225 |
1.564 |
44.2% |
0.234 |
6.6% |
20% |
False |
False |
52,413 |
| 80 |
4.789 |
3.225 |
1.564 |
44.2% |
0.212 |
6.0% |
20% |
False |
False |
40,355 |
| 100 |
4.820 |
3.225 |
1.595 |
45.1% |
0.207 |
5.9% |
19% |
False |
False |
32,854 |
| 120 |
5.350 |
3.225 |
2.125 |
60.1% |
0.205 |
5.8% |
15% |
False |
False |
27,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.562 |
|
2.618 |
4.217 |
|
1.618 |
4.006 |
|
1.000 |
3.876 |
|
0.618 |
3.795 |
|
HIGH |
3.665 |
|
0.618 |
3.584 |
|
0.500 |
3.560 |
|
0.382 |
3.535 |
|
LOW |
3.454 |
|
0.618 |
3.324 |
|
1.000 |
3.243 |
|
1.618 |
3.113 |
|
2.618 |
2.902 |
|
4.250 |
2.557 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.560 |
3.580 |
| PP |
3.551 |
3.565 |
| S1 |
3.543 |
3.550 |
|