NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4.242 |
4.158 |
-0.084 |
-2.0% |
4.489 |
| High |
4.263 |
4.175 |
-0.088 |
-2.1% |
4.550 |
| Low |
4.142 |
3.990 |
-0.152 |
-3.7% |
4.206 |
| Close |
4.178 |
3.996 |
-0.182 |
-4.4% |
4.451 |
| Range |
0.121 |
0.185 |
0.064 |
52.9% |
0.344 |
| ATR |
0.207 |
0.206 |
-0.001 |
-0.7% |
0.000 |
| Volume |
11,846 |
12,558 |
712 |
6.0% |
54,085 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.609 |
4.487 |
4.098 |
|
| R3 |
4.424 |
4.302 |
4.047 |
|
| R2 |
4.239 |
4.239 |
4.030 |
|
| R1 |
4.117 |
4.117 |
4.013 |
4.086 |
| PP |
4.054 |
4.054 |
4.054 |
4.038 |
| S1 |
3.932 |
3.932 |
3.979 |
3.901 |
| S2 |
3.869 |
3.869 |
3.962 |
|
| S3 |
3.684 |
3.747 |
3.945 |
|
| S4 |
3.499 |
3.562 |
3.894 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.434 |
5.287 |
4.640 |
|
| R3 |
5.090 |
4.943 |
4.546 |
|
| R2 |
4.746 |
4.746 |
4.514 |
|
| R1 |
4.599 |
4.599 |
4.483 |
4.501 |
| PP |
4.402 |
4.402 |
4.402 |
4.353 |
| S1 |
4.255 |
4.255 |
4.419 |
4.157 |
| S2 |
4.058 |
4.058 |
4.388 |
|
| S3 |
3.714 |
3.911 |
4.356 |
|
| S4 |
3.370 |
3.567 |
4.262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.470 |
3.990 |
0.480 |
12.0% |
0.163 |
4.1% |
1% |
False |
True |
10,514 |
| 10 |
4.670 |
3.990 |
0.680 |
17.0% |
0.170 |
4.2% |
1% |
False |
True |
11,219 |
| 20 |
4.933 |
3.990 |
0.943 |
23.6% |
0.205 |
5.1% |
1% |
False |
True |
13,892 |
| 40 |
4.955 |
3.892 |
1.063 |
26.6% |
0.229 |
5.7% |
10% |
False |
False |
12,837 |
| 60 |
4.955 |
3.754 |
1.201 |
30.1% |
0.203 |
5.1% |
20% |
False |
False |
10,700 |
| 80 |
4.978 |
3.754 |
1.224 |
30.6% |
0.199 |
5.0% |
20% |
False |
False |
9,696 |
| 100 |
5.491 |
3.754 |
1.737 |
43.5% |
0.196 |
4.9% |
14% |
False |
False |
8,959 |
| 120 |
6.200 |
3.754 |
2.446 |
61.2% |
0.197 |
4.9% |
10% |
False |
False |
8,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.961 |
|
2.618 |
4.659 |
|
1.618 |
4.474 |
|
1.000 |
4.360 |
|
0.618 |
4.289 |
|
HIGH |
4.175 |
|
0.618 |
4.104 |
|
0.500 |
4.083 |
|
0.382 |
4.061 |
|
LOW |
3.990 |
|
0.618 |
3.876 |
|
1.000 |
3.805 |
|
1.618 |
3.691 |
|
2.618 |
3.506 |
|
4.250 |
3.204 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.083 |
4.181 |
| PP |
4.054 |
4.119 |
| S1 |
4.025 |
4.058 |
|