NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.662 |
3.731 |
0.069 |
1.9% |
4.000 |
| High |
3.700 |
3.831 |
0.131 |
3.5% |
4.000 |
| Low |
3.584 |
3.672 |
0.088 |
2.5% |
3.673 |
| Close |
3.626 |
3.786 |
0.160 |
4.4% |
3.708 |
| Range |
0.116 |
0.159 |
0.043 |
37.1% |
0.327 |
| ATR |
0.178 |
0.180 |
0.002 |
1.1% |
0.000 |
| Volume |
13,037 |
18,908 |
5,871 |
45.0% |
79,273 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.240 |
4.172 |
3.873 |
|
| R3 |
4.081 |
4.013 |
3.830 |
|
| R2 |
3.922 |
3.922 |
3.815 |
|
| R1 |
3.854 |
3.854 |
3.801 |
3.888 |
| PP |
3.763 |
3.763 |
3.763 |
3.780 |
| S1 |
3.695 |
3.695 |
3.771 |
3.729 |
| S2 |
3.604 |
3.604 |
3.757 |
|
| S3 |
3.445 |
3.536 |
3.742 |
|
| S4 |
3.286 |
3.377 |
3.699 |
|
|
| 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 |
3.831 |
3.584 |
0.247 |
6.5% |
0.118 |
3.1% |
82% |
True |
False |
16,305 |
| 10 |
4.263 |
3.584 |
0.679 |
17.9% |
0.141 |
3.7% |
30% |
False |
False |
14,818 |
| 20 |
4.821 |
3.584 |
1.237 |
32.7% |
0.162 |
4.3% |
16% |
False |
False |
13,677 |
| 40 |
4.933 |
3.584 |
1.349 |
35.6% |
0.210 |
5.6% |
15% |
False |
False |
13,434 |
| 60 |
4.955 |
3.584 |
1.371 |
36.2% |
0.201 |
5.3% |
15% |
False |
False |
11,979 |
| 80 |
4.978 |
3.584 |
1.394 |
36.8% |
0.192 |
5.1% |
14% |
False |
False |
10,538 |
| 100 |
4.978 |
3.584 |
1.394 |
36.8% |
0.192 |
5.1% |
14% |
False |
False |
9,748 |
| 120 |
5.499 |
3.584 |
1.915 |
50.6% |
0.193 |
5.1% |
11% |
False |
False |
8,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.507 |
|
2.618 |
4.247 |
|
1.618 |
4.088 |
|
1.000 |
3.990 |
|
0.618 |
3.929 |
|
HIGH |
3.831 |
|
0.618 |
3.770 |
|
0.500 |
3.752 |
|
0.382 |
3.733 |
|
LOW |
3.672 |
|
0.618 |
3.574 |
|
1.000 |
3.513 |
|
1.618 |
3.415 |
|
2.618 |
3.256 |
|
4.250 |
2.996 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.775 |
3.760 |
| PP |
3.763 |
3.734 |
| S1 |
3.752 |
3.708 |
|