NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.510 |
3.539 |
0.029 |
0.8% |
3.763 |
| High |
3.610 |
3.561 |
-0.049 |
-1.4% |
3.763 |
| Low |
3.478 |
3.470 |
-0.008 |
-0.2% |
3.454 |
| Close |
3.526 |
3.494 |
-0.032 |
-0.9% |
3.494 |
| Range |
0.132 |
0.091 |
-0.041 |
-31.1% |
0.309 |
| ATR |
0.193 |
0.185 |
-0.007 |
-3.8% |
0.000 |
| Volume |
24,849 |
28,866 |
4,017 |
16.2% |
135,017 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.781 |
3.729 |
3.544 |
|
| R3 |
3.690 |
3.638 |
3.519 |
|
| R2 |
3.599 |
3.599 |
3.511 |
|
| R1 |
3.547 |
3.547 |
3.502 |
3.528 |
| PP |
3.508 |
3.508 |
3.508 |
3.499 |
| S1 |
3.456 |
3.456 |
3.486 |
3.437 |
| S2 |
3.417 |
3.417 |
3.477 |
|
| S3 |
3.326 |
3.365 |
3.469 |
|
| S4 |
3.235 |
3.274 |
3.444 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.497 |
4.305 |
3.664 |
|
| R3 |
4.188 |
3.996 |
3.579 |
|
| R2 |
3.879 |
3.879 |
3.551 |
|
| R1 |
3.687 |
3.687 |
3.522 |
3.629 |
| PP |
3.570 |
3.570 |
3.570 |
3.541 |
| S1 |
3.378 |
3.378 |
3.466 |
3.320 |
| S2 |
3.261 |
3.261 |
3.437 |
|
| S3 |
2.952 |
3.069 |
3.409 |
|
| S4 |
2.643 |
2.760 |
3.324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.763 |
3.454 |
0.309 |
8.8% |
0.144 |
4.1% |
13% |
False |
False |
27,003 |
| 10 |
4.229 |
3.454 |
0.775 |
22.2% |
0.145 |
4.2% |
5% |
False |
False |
23,842 |
| 20 |
4.716 |
3.454 |
1.262 |
36.1% |
0.186 |
5.3% |
3% |
False |
False |
20,578 |
| 40 |
4.716 |
3.454 |
1.262 |
36.1% |
0.221 |
6.3% |
3% |
False |
False |
17,051 |
| 60 |
4.830 |
3.454 |
1.376 |
39.4% |
0.204 |
5.9% |
3% |
False |
False |
13,085 |
| 80 |
4.860 |
3.454 |
1.406 |
40.2% |
0.198 |
5.7% |
3% |
False |
False |
10,331 |
| 100 |
4.860 |
3.454 |
1.406 |
40.2% |
0.190 |
5.4% |
3% |
False |
False |
8,622 |
| 120 |
5.392 |
3.454 |
1.938 |
55.5% |
0.190 |
5.4% |
2% |
False |
False |
7,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.948 |
|
2.618 |
3.799 |
|
1.618 |
3.708 |
|
1.000 |
3.652 |
|
0.618 |
3.617 |
|
HIGH |
3.561 |
|
0.618 |
3.526 |
|
0.500 |
3.516 |
|
0.382 |
3.505 |
|
LOW |
3.470 |
|
0.618 |
3.414 |
|
1.000 |
3.379 |
|
1.618 |
3.323 |
|
2.618 |
3.232 |
|
4.250 |
3.083 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.516 |
3.532 |
| PP |
3.508 |
3.519 |
| S1 |
3.501 |
3.507 |
|