NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.632 |
3.991 |
0.359 |
9.9% |
3.844 |
| High |
4.162 |
4.060 |
-0.102 |
-2.5% |
3.844 |
| Low |
3.596 |
3.868 |
0.272 |
7.6% |
3.459 |
| Close |
4.031 |
4.001 |
-0.030 |
-0.7% |
3.653 |
| Range |
0.566 |
0.192 |
-0.374 |
-66.1% |
0.385 |
| ATR |
0.244 |
0.240 |
-0.004 |
-1.5% |
0.000 |
| Volume |
80,278 |
147,816 |
67,538 |
84.1% |
362,285 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.552 |
4.469 |
4.107 |
|
| R3 |
4.360 |
4.277 |
4.054 |
|
| R2 |
4.168 |
4.168 |
4.036 |
|
| R1 |
4.085 |
4.085 |
4.019 |
4.127 |
| PP |
3.976 |
3.976 |
3.976 |
3.997 |
| S1 |
3.893 |
3.893 |
3.983 |
3.935 |
| S2 |
3.784 |
3.784 |
3.966 |
|
| S3 |
3.592 |
3.701 |
3.948 |
|
| S4 |
3.400 |
3.509 |
3.895 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.807 |
4.615 |
3.865 |
|
| R3 |
4.422 |
4.230 |
3.759 |
|
| R2 |
4.037 |
4.037 |
3.724 |
|
| R1 |
3.845 |
3.845 |
3.688 |
3.749 |
| PP |
3.652 |
3.652 |
3.652 |
3.604 |
| S1 |
3.460 |
3.460 |
3.618 |
3.364 |
| S2 |
3.267 |
3.267 |
3.582 |
|
| S3 |
2.882 |
3.075 |
3.547 |
|
| S4 |
2.497 |
2.690 |
3.441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.162 |
3.459 |
0.703 |
17.6% |
0.295 |
7.4% |
77% |
False |
False |
96,532 |
| 10 |
4.162 |
3.459 |
0.703 |
17.6% |
0.263 |
6.6% |
77% |
False |
False |
76,469 |
| 20 |
4.162 |
3.366 |
0.796 |
19.9% |
0.228 |
5.7% |
80% |
False |
False |
62,439 |
| 40 |
4.716 |
3.366 |
1.350 |
33.7% |
0.219 |
5.5% |
47% |
False |
False |
41,638 |
| 60 |
4.830 |
3.366 |
1.464 |
36.6% |
0.230 |
5.8% |
43% |
False |
False |
31,320 |
| 80 |
4.830 |
3.366 |
1.464 |
36.6% |
0.211 |
5.3% |
43% |
False |
False |
24,474 |
| 100 |
4.860 |
3.366 |
1.494 |
37.3% |
0.205 |
5.1% |
43% |
False |
False |
19,958 |
| 120 |
5.029 |
3.366 |
1.663 |
41.6% |
0.198 |
4.9% |
38% |
False |
False |
16,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.876 |
|
2.618 |
4.563 |
|
1.618 |
4.371 |
|
1.000 |
4.252 |
|
0.618 |
4.179 |
|
HIGH |
4.060 |
|
0.618 |
3.987 |
|
0.500 |
3.964 |
|
0.382 |
3.941 |
|
LOW |
3.868 |
|
0.618 |
3.749 |
|
1.000 |
3.676 |
|
1.618 |
3.557 |
|
2.618 |
3.365 |
|
4.250 |
3.052 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.989 |
3.953 |
| PP |
3.976 |
3.904 |
| S1 |
3.964 |
3.856 |
|