NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.798 |
3.763 |
-0.035 |
-0.9% |
4.182 |
| High |
3.834 |
3.763 |
-0.071 |
-1.9% |
4.229 |
| Low |
3.747 |
3.503 |
-0.244 |
-6.5% |
3.747 |
| Close |
3.750 |
3.622 |
-0.128 |
-3.4% |
3.750 |
| Range |
0.087 |
0.260 |
0.173 |
198.9% |
0.482 |
| ATR |
0.205 |
0.209 |
0.004 |
1.9% |
0.000 |
| Volume |
22,868 |
25,697 |
2,829 |
12.4% |
103,405 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.409 |
4.276 |
3.765 |
|
| R3 |
4.149 |
4.016 |
3.694 |
|
| R2 |
3.889 |
3.889 |
3.670 |
|
| R1 |
3.756 |
3.756 |
3.646 |
3.693 |
| PP |
3.629 |
3.629 |
3.629 |
3.598 |
| S1 |
3.496 |
3.496 |
3.598 |
3.433 |
| S2 |
3.369 |
3.369 |
3.574 |
|
| S3 |
3.109 |
3.236 |
3.551 |
|
| S4 |
2.849 |
2.976 |
3.479 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.355 |
5.034 |
4.015 |
|
| R3 |
4.873 |
4.552 |
3.883 |
|
| R2 |
4.391 |
4.391 |
3.838 |
|
| R1 |
4.070 |
4.070 |
3.794 |
3.990 |
| PP |
3.909 |
3.909 |
3.909 |
3.868 |
| S1 |
3.588 |
3.588 |
3.706 |
3.508 |
| S2 |
3.427 |
3.427 |
3.662 |
|
| S3 |
2.945 |
3.106 |
3.617 |
|
| S4 |
2.463 |
2.624 |
3.485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.142 |
3.503 |
0.639 |
17.6% |
0.171 |
4.7% |
19% |
False |
True |
22,936 |
| 10 |
4.261 |
3.503 |
0.758 |
20.9% |
0.173 |
4.8% |
16% |
False |
True |
19,298 |
| 20 |
4.716 |
3.503 |
1.213 |
33.5% |
0.212 |
5.8% |
10% |
False |
True |
20,955 |
| 40 |
4.830 |
3.503 |
1.327 |
36.6% |
0.231 |
6.4% |
9% |
False |
True |
15,332 |
| 60 |
4.830 |
3.503 |
1.327 |
36.6% |
0.205 |
5.7% |
9% |
False |
True |
11,435 |
| 80 |
4.860 |
3.503 |
1.357 |
37.5% |
0.199 |
5.5% |
9% |
False |
True |
9,053 |
| 100 |
5.142 |
3.503 |
1.639 |
45.3% |
0.192 |
5.3% |
7% |
False |
True |
7,579 |
| 120 |
5.650 |
3.503 |
2.147 |
59.3% |
0.192 |
5.3% |
6% |
False |
True |
6,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.868 |
|
2.618 |
4.444 |
|
1.618 |
4.184 |
|
1.000 |
4.023 |
|
0.618 |
3.924 |
|
HIGH |
3.763 |
|
0.618 |
3.664 |
|
0.500 |
3.633 |
|
0.382 |
3.602 |
|
LOW |
3.503 |
|
0.618 |
3.342 |
|
1.000 |
3.243 |
|
1.618 |
3.082 |
|
2.618 |
2.822 |
|
4.250 |
2.398 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.633 |
3.722 |
| PP |
3.629 |
3.688 |
| S1 |
3.626 |
3.655 |
|