NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.731 |
3.829 |
0.098 |
2.6% |
4.000 |
| High |
3.831 |
3.887 |
0.056 |
1.5% |
4.000 |
| Low |
3.672 |
3.635 |
-0.037 |
-1.0% |
3.673 |
| Close |
3.786 |
3.667 |
-0.119 |
-3.1% |
3.708 |
| Range |
0.159 |
0.252 |
0.093 |
58.5% |
0.327 |
| ATR |
0.180 |
0.185 |
0.005 |
2.9% |
0.000 |
| Volume |
18,908 |
17,438 |
-1,470 |
-7.8% |
79,273 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.486 |
4.328 |
3.806 |
|
| R3 |
4.234 |
4.076 |
3.736 |
|
| R2 |
3.982 |
3.982 |
3.713 |
|
| R1 |
3.824 |
3.824 |
3.690 |
3.777 |
| PP |
3.730 |
3.730 |
3.730 |
3.706 |
| S1 |
3.572 |
3.572 |
3.644 |
3.525 |
| S2 |
3.478 |
3.478 |
3.621 |
|
| S3 |
3.226 |
3.320 |
3.598 |
|
| S4 |
2.974 |
3.068 |
3.528 |
|
|
| 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 |
3.887 |
3.584 |
0.303 |
8.3% |
0.154 |
4.2% |
27% |
True |
False |
16,374 |
| 10 |
4.175 |
3.584 |
0.591 |
16.1% |
0.154 |
4.2% |
14% |
False |
False |
15,377 |
| 20 |
4.821 |
3.584 |
1.237 |
33.7% |
0.165 |
4.5% |
7% |
False |
False |
13,618 |
| 40 |
4.933 |
3.584 |
1.349 |
36.8% |
0.209 |
5.7% |
6% |
False |
False |
13,665 |
| 60 |
4.955 |
3.584 |
1.371 |
37.4% |
0.203 |
5.5% |
6% |
False |
False |
12,192 |
| 80 |
4.978 |
3.584 |
1.394 |
38.0% |
0.194 |
5.3% |
6% |
False |
False |
10,684 |
| 100 |
4.978 |
3.584 |
1.394 |
38.0% |
0.194 |
5.3% |
6% |
False |
False |
9,876 |
| 120 |
5.499 |
3.584 |
1.915 |
52.2% |
0.193 |
5.3% |
4% |
False |
False |
9,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.958 |
|
2.618 |
4.547 |
|
1.618 |
4.295 |
|
1.000 |
4.139 |
|
0.618 |
4.043 |
|
HIGH |
3.887 |
|
0.618 |
3.791 |
|
0.500 |
3.761 |
|
0.382 |
3.731 |
|
LOW |
3.635 |
|
0.618 |
3.479 |
|
1.000 |
3.383 |
|
1.618 |
3.227 |
|
2.618 |
2.975 |
|
4.250 |
2.564 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.761 |
3.736 |
| PP |
3.730 |
3.713 |
| S1 |
3.698 |
3.690 |
|