NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.762 |
3.662 |
-0.100 |
-2.7% |
4.000 |
| High |
3.790 |
3.700 |
-0.090 |
-2.4% |
4.000 |
| Low |
3.673 |
3.584 |
-0.089 |
-2.4% |
3.673 |
| Close |
3.708 |
3.626 |
-0.082 |
-2.2% |
3.708 |
| Range |
0.117 |
0.116 |
-0.001 |
-0.9% |
0.327 |
| ATR |
0.182 |
0.178 |
-0.004 |
-2.3% |
0.000 |
| Volume |
13,947 |
13,037 |
-910 |
-6.5% |
79,273 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.985 |
3.921 |
3.690 |
|
| R3 |
3.869 |
3.805 |
3.658 |
|
| R2 |
3.753 |
3.753 |
3.647 |
|
| R1 |
3.689 |
3.689 |
3.637 |
3.663 |
| PP |
3.637 |
3.637 |
3.637 |
3.624 |
| S1 |
3.573 |
3.573 |
3.615 |
3.547 |
| S2 |
3.521 |
3.521 |
3.605 |
|
| S3 |
3.405 |
3.457 |
3.594 |
|
| S4 |
3.289 |
3.341 |
3.562 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.775 |
4.568 |
3.888 |
|
| R3 |
4.448 |
4.241 |
3.798 |
|
| R2 |
4.121 |
4.121 |
3.768 |
|
| R1 |
3.914 |
3.914 |
3.738 |
3.854 |
| PP |
3.794 |
3.794 |
3.794 |
3.764 |
| S1 |
3.587 |
3.587 |
3.678 |
3.527 |
| S2 |
3.467 |
3.467 |
3.648 |
|
| S3 |
3.140 |
3.260 |
3.618 |
|
| S4 |
2.813 |
2.933 |
3.528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.877 |
3.584 |
0.293 |
8.1% |
0.116 |
3.2% |
14% |
False |
True |
15,830 |
| 10 |
4.372 |
3.584 |
0.788 |
21.7% |
0.144 |
4.0% |
5% |
False |
True |
13,825 |
| 20 |
4.933 |
3.584 |
1.349 |
37.2% |
0.170 |
4.7% |
3% |
False |
True |
13,570 |
| 40 |
4.933 |
3.584 |
1.349 |
37.2% |
0.211 |
5.8% |
3% |
False |
True |
13,188 |
| 60 |
4.955 |
3.584 |
1.371 |
37.8% |
0.201 |
5.5% |
3% |
False |
True |
11,765 |
| 80 |
4.978 |
3.584 |
1.394 |
38.4% |
0.193 |
5.3% |
3% |
False |
True |
10,471 |
| 100 |
4.978 |
3.584 |
1.394 |
38.4% |
0.191 |
5.3% |
3% |
False |
True |
9,640 |
| 120 |
5.499 |
3.584 |
1.915 |
52.8% |
0.194 |
5.3% |
2% |
False |
True |
8,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.193 |
|
2.618 |
4.004 |
|
1.618 |
3.888 |
|
1.000 |
3.816 |
|
0.618 |
3.772 |
|
HIGH |
3.700 |
|
0.618 |
3.656 |
|
0.500 |
3.642 |
|
0.382 |
3.628 |
|
LOW |
3.584 |
|
0.618 |
3.512 |
|
1.000 |
3.468 |
|
1.618 |
3.396 |
|
2.618 |
3.280 |
|
4.250 |
3.091 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.642 |
3.700 |
| PP |
3.637 |
3.675 |
| S1 |
3.631 |
3.651 |
|