NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.717 |
3.721 |
0.004 |
0.1% |
4.383 |
| High |
3.750 |
3.815 |
0.065 |
1.7% |
4.437 |
| Low |
3.680 |
3.689 |
0.009 |
0.2% |
3.985 |
| Close |
3.690 |
3.734 |
0.044 |
1.2% |
3.987 |
| Range |
0.070 |
0.126 |
0.056 |
80.0% |
0.452 |
| ATR |
0.192 |
0.187 |
-0.005 |
-2.4% |
0.000 |
| Volume |
17,095 |
18,540 |
1,445 |
8.5% |
54,981 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.124 |
4.055 |
3.803 |
|
| R3 |
3.998 |
3.929 |
3.769 |
|
| R2 |
3.872 |
3.872 |
3.757 |
|
| R1 |
3.803 |
3.803 |
3.746 |
3.838 |
| PP |
3.746 |
3.746 |
3.746 |
3.763 |
| S1 |
3.677 |
3.677 |
3.722 |
3.712 |
| S2 |
3.620 |
3.620 |
3.711 |
|
| S3 |
3.494 |
3.551 |
3.699 |
|
| S4 |
3.368 |
3.425 |
3.665 |
|
|
| 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 |
4.068 |
3.680 |
0.388 |
10.4% |
0.142 |
3.8% |
14% |
False |
False |
15,576 |
| 10 |
4.470 |
3.680 |
0.790 |
21.2% |
0.152 |
4.1% |
7% |
False |
False |
13,045 |
| 20 |
4.933 |
3.680 |
1.253 |
33.6% |
0.184 |
4.9% |
4% |
False |
False |
14,075 |
| 40 |
4.933 |
3.680 |
1.253 |
33.6% |
0.215 |
5.8% |
4% |
False |
False |
13,272 |
| 60 |
4.955 |
3.680 |
1.275 |
34.1% |
0.203 |
5.4% |
4% |
False |
False |
11,543 |
| 80 |
4.978 |
3.680 |
1.298 |
34.8% |
0.199 |
5.3% |
4% |
False |
False |
10,269 |
| 100 |
4.978 |
3.680 |
1.298 |
34.8% |
0.192 |
5.1% |
4% |
False |
False |
9,475 |
| 120 |
5.499 |
3.680 |
1.819 |
48.7% |
0.194 |
5.2% |
3% |
False |
False |
8,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.351 |
|
2.618 |
4.145 |
|
1.618 |
4.019 |
|
1.000 |
3.941 |
|
0.618 |
3.893 |
|
HIGH |
3.815 |
|
0.618 |
3.767 |
|
0.500 |
3.752 |
|
0.382 |
3.737 |
|
LOW |
3.689 |
|
0.618 |
3.611 |
|
1.000 |
3.563 |
|
1.618 |
3.485 |
|
2.618 |
3.359 |
|
4.250 |
3.154 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.752 |
3.779 |
| PP |
3.746 |
3.764 |
| S1 |
3.740 |
3.749 |
|