NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.819 |
3.839 |
0.020 |
0.5% |
3.440 |
| High |
3.925 |
3.888 |
-0.037 |
-0.9% |
3.926 |
| Low |
3.665 |
3.753 |
0.088 |
2.4% |
3.366 |
| Close |
3.838 |
3.846 |
0.008 |
0.2% |
3.816 |
| Range |
0.260 |
0.135 |
-0.125 |
-48.1% |
0.560 |
| ATR |
0.212 |
0.206 |
-0.005 |
-2.6% |
0.000 |
| Volume |
54,384 |
75,255 |
20,871 |
38.4% |
270,743 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.234 |
4.175 |
3.920 |
|
| R3 |
4.099 |
4.040 |
3.883 |
|
| R2 |
3.964 |
3.964 |
3.871 |
|
| R1 |
3.905 |
3.905 |
3.858 |
3.935 |
| PP |
3.829 |
3.829 |
3.829 |
3.844 |
| S1 |
3.770 |
3.770 |
3.834 |
3.800 |
| S2 |
3.694 |
3.694 |
3.821 |
|
| S3 |
3.559 |
3.635 |
3.809 |
|
| S4 |
3.424 |
3.500 |
3.772 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.383 |
5.159 |
4.124 |
|
| R3 |
4.823 |
4.599 |
3.970 |
|
| R2 |
4.263 |
4.263 |
3.919 |
|
| R1 |
4.039 |
4.039 |
3.867 |
4.151 |
| PP |
3.703 |
3.703 |
3.703 |
3.759 |
| S1 |
3.479 |
3.479 |
3.765 |
3.591 |
| S2 |
3.143 |
3.143 |
3.713 |
|
| S3 |
2.583 |
2.919 |
3.662 |
|
| S4 |
2.023 |
2.359 |
3.508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.926 |
3.400 |
0.526 |
13.7% |
0.264 |
6.9% |
85% |
False |
False |
67,298 |
| 10 |
3.926 |
3.366 |
0.560 |
14.6% |
0.193 |
5.0% |
86% |
False |
False |
48,408 |
| 20 |
4.261 |
3.366 |
0.895 |
23.3% |
0.182 |
4.7% |
54% |
False |
False |
34,310 |
| 40 |
4.716 |
3.366 |
1.350 |
35.1% |
0.221 |
5.7% |
36% |
False |
False |
25,991 |
| 60 |
4.830 |
3.366 |
1.464 |
38.1% |
0.219 |
5.7% |
33% |
False |
False |
19,438 |
| 80 |
4.830 |
3.366 |
1.464 |
38.1% |
0.194 |
5.1% |
33% |
False |
False |
15,187 |
| 100 |
4.860 |
3.366 |
1.494 |
38.8% |
0.195 |
5.1% |
32% |
False |
False |
12,532 |
| 120 |
5.392 |
3.366 |
2.026 |
52.7% |
0.193 |
5.0% |
24% |
False |
False |
10,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.462 |
|
2.618 |
4.241 |
|
1.618 |
4.106 |
|
1.000 |
4.023 |
|
0.618 |
3.971 |
|
HIGH |
3.888 |
|
0.618 |
3.836 |
|
0.500 |
3.821 |
|
0.382 |
3.805 |
|
LOW |
3.753 |
|
0.618 |
3.670 |
|
1.000 |
3.618 |
|
1.618 |
3.535 |
|
2.618 |
3.400 |
|
4.250 |
3.179 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.838 |
3.829 |
| PP |
3.829 |
3.812 |
| S1 |
3.821 |
3.796 |
|