NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.636 |
3.545 |
-0.091 |
-2.5% |
3.700 |
| High |
3.665 |
3.548 |
-0.117 |
-3.2% |
3.904 |
| Low |
3.454 |
3.296 |
-0.158 |
-4.6% |
3.516 |
| Close |
3.535 |
3.379 |
-0.156 |
-4.4% |
3.695 |
| Range |
0.211 |
0.252 |
0.041 |
19.4% |
0.388 |
| ATR |
0.220 |
0.222 |
0.002 |
1.0% |
0.000 |
| Volume |
59,240 |
71,209 |
11,969 |
20.2% |
519,722 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.164 |
4.023 |
3.518 |
|
| R3 |
3.912 |
3.771 |
3.448 |
|
| R2 |
3.660 |
3.660 |
3.425 |
|
| R1 |
3.519 |
3.519 |
3.402 |
3.464 |
| PP |
3.408 |
3.408 |
3.408 |
3.380 |
| S1 |
3.267 |
3.267 |
3.356 |
3.212 |
| S2 |
3.156 |
3.156 |
3.333 |
|
| S3 |
2.904 |
3.015 |
3.310 |
|
| S4 |
2.652 |
2.763 |
3.240 |
|
|
| 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 |
3.891 |
3.296 |
0.595 |
17.6% |
0.225 |
6.7% |
14% |
False |
True |
87,543 |
| 10 |
3.904 |
3.250 |
0.654 |
19.4% |
0.247 |
7.3% |
20% |
False |
False |
104,454 |
| 20 |
3.904 |
3.225 |
0.679 |
20.1% |
0.203 |
6.0% |
23% |
False |
False |
94,482 |
| 40 |
4.574 |
3.225 |
1.349 |
39.9% |
0.224 |
6.6% |
11% |
False |
False |
74,069 |
| 60 |
4.789 |
3.225 |
1.564 |
46.3% |
0.234 |
6.9% |
10% |
False |
False |
53,503 |
| 80 |
4.789 |
3.225 |
1.564 |
46.3% |
0.214 |
6.3% |
10% |
False |
False |
41,206 |
| 100 |
4.820 |
3.225 |
1.595 |
47.2% |
0.208 |
6.2% |
10% |
False |
False |
33,538 |
| 120 |
5.350 |
3.225 |
2.125 |
62.9% |
0.206 |
6.1% |
7% |
False |
False |
28,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.619 |
|
2.618 |
4.208 |
|
1.618 |
3.956 |
|
1.000 |
3.800 |
|
0.618 |
3.704 |
|
HIGH |
3.548 |
|
0.618 |
3.452 |
|
0.500 |
3.422 |
|
0.382 |
3.392 |
|
LOW |
3.296 |
|
0.618 |
3.140 |
|
1.000 |
3.044 |
|
1.618 |
2.888 |
|
2.618 |
2.636 |
|
4.250 |
2.225 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.422 |
3.482 |
| PP |
3.408 |
3.448 |
| S1 |
3.393 |
3.413 |
|