NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
3.872 |
-0.128 |
-3.2% |
4.383 |
| High |
4.000 |
3.877 |
-0.123 |
-3.1% |
4.437 |
| Low |
3.723 |
3.724 |
0.001 |
0.0% |
3.985 |
| Close |
3.852 |
3.775 |
-0.077 |
-2.0% |
3.987 |
| Range |
0.277 |
0.153 |
-0.124 |
-44.8% |
0.452 |
| ATR |
0.203 |
0.199 |
-0.004 |
-1.7% |
0.000 |
| Volume |
13,156 |
16,535 |
3,379 |
25.7% |
54,981 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.251 |
4.166 |
3.859 |
|
| R3 |
4.098 |
4.013 |
3.817 |
|
| R2 |
3.945 |
3.945 |
3.803 |
|
| R1 |
3.860 |
3.860 |
3.789 |
3.826 |
| PP |
3.792 |
3.792 |
3.792 |
3.775 |
| S1 |
3.707 |
3.707 |
3.761 |
3.673 |
| S2 |
3.639 |
3.639 |
3.747 |
|
| S3 |
3.486 |
3.554 |
3.733 |
|
| S4 |
3.333 |
3.401 |
3.691 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.492 |
5.192 |
4.236 |
|
| R3 |
5.040 |
4.740 |
4.111 |
|
| R2 |
4.588 |
4.588 |
4.070 |
|
| R1 |
4.288 |
4.288 |
4.028 |
4.212 |
| PP |
4.136 |
4.136 |
4.136 |
4.099 |
| S1 |
3.836 |
3.836 |
3.946 |
3.760 |
| S2 |
3.684 |
3.684 |
3.904 |
|
| S3 |
3.232 |
3.384 |
3.863 |
|
| S4 |
2.780 |
2.932 |
3.738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.263 |
3.723 |
0.540 |
14.3% |
0.164 |
4.3% |
10% |
False |
False |
13,330 |
| 10 |
4.470 |
3.723 |
0.747 |
19.8% |
0.164 |
4.3% |
7% |
False |
False |
12,069 |
| 20 |
4.933 |
3.723 |
1.210 |
32.1% |
0.203 |
5.4% |
4% |
False |
False |
13,596 |
| 40 |
4.955 |
3.723 |
1.232 |
32.6% |
0.225 |
6.0% |
4% |
False |
False |
13,061 |
| 60 |
4.955 |
3.723 |
1.232 |
32.6% |
0.203 |
5.4% |
4% |
False |
False |
11,128 |
| 80 |
4.978 |
3.723 |
1.255 |
33.2% |
0.200 |
5.3% |
4% |
False |
False |
9,980 |
| 100 |
5.140 |
3.723 |
1.417 |
37.5% |
0.194 |
5.1% |
4% |
False |
False |
9,195 |
| 120 |
5.650 |
3.723 |
1.927 |
51.0% |
0.196 |
5.2% |
3% |
False |
False |
8,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.527 |
|
2.618 |
4.278 |
|
1.618 |
4.125 |
|
1.000 |
4.030 |
|
0.618 |
3.972 |
|
HIGH |
3.877 |
|
0.618 |
3.819 |
|
0.500 |
3.801 |
|
0.382 |
3.782 |
|
LOW |
3.724 |
|
0.618 |
3.629 |
|
1.000 |
3.571 |
|
1.618 |
3.476 |
|
2.618 |
3.323 |
|
4.250 |
3.074 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.801 |
3.896 |
| PP |
3.792 |
3.855 |
| S1 |
3.784 |
3.815 |
|