NYMEX Natural Gas Future September 2009
Trading Metrics calculated at close of trading on 14-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
3.440 |
3.482 |
0.042 |
1.2% |
3.763 |
High |
3.492 |
3.614 |
0.122 |
3.5% |
3.763 |
Low |
3.366 |
3.445 |
0.079 |
2.3% |
3.454 |
Close |
3.402 |
3.571 |
0.169 |
5.0% |
3.494 |
Range |
0.126 |
0.169 |
0.043 |
34.1% |
0.309 |
ATR |
0.181 |
0.183 |
0.002 |
1.2% |
0.000 |
Volume |
20,773 |
43,116 |
22,343 |
107.6% |
135,017 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.050 |
3.980 |
3.664 |
|
R3 |
3.881 |
3.811 |
3.617 |
|
R2 |
3.712 |
3.712 |
3.602 |
|
R1 |
3.642 |
3.642 |
3.586 |
3.677 |
PP |
3.543 |
3.543 |
3.543 |
3.561 |
S1 |
3.473 |
3.473 |
3.556 |
3.508 |
S2 |
3.374 |
3.374 |
3.540 |
|
S3 |
3.205 |
3.304 |
3.525 |
|
S4 |
3.036 |
3.135 |
3.478 |
|
|
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 |
3.614 |
3.366 |
0.248 |
6.9% |
0.121 |
3.4% |
83% |
True |
False |
29,519 |
10 |
4.040 |
3.366 |
0.674 |
18.9% |
0.142 |
4.0% |
30% |
False |
False |
27,036 |
20 |
4.624 |
3.366 |
1.258 |
35.2% |
0.168 |
4.7% |
16% |
False |
False |
21,849 |
40 |
4.716 |
3.366 |
1.350 |
37.8% |
0.220 |
6.2% |
15% |
False |
False |
18,302 |
60 |
4.830 |
3.366 |
1.464 |
41.0% |
0.205 |
5.7% |
14% |
False |
False |
14,063 |
80 |
4.858 |
3.366 |
1.492 |
41.8% |
0.191 |
5.3% |
14% |
False |
False |
11,078 |
100 |
4.860 |
3.366 |
1.494 |
41.8% |
0.191 |
5.3% |
14% |
False |
False |
9,234 |
120 |
5.392 |
3.366 |
2.026 |
56.7% |
0.190 |
5.3% |
10% |
False |
False |
7,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.332 |
2.618 |
4.056 |
1.618 |
3.887 |
1.000 |
3.783 |
0.618 |
3.718 |
HIGH |
3.614 |
0.618 |
3.549 |
0.500 |
3.530 |
0.382 |
3.510 |
LOW |
3.445 |
0.618 |
3.341 |
1.000 |
3.276 |
1.618 |
3.172 |
2.618 |
3.003 |
4.250 |
2.727 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
3.557 |
3.544 |
PP |
3.543 |
3.517 |
S1 |
3.530 |
3.490 |
|