NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.829 |
3.655 |
-0.174 |
-4.5% |
4.000 |
| High |
3.887 |
4.029 |
0.142 |
3.7% |
4.000 |
| Low |
3.635 |
3.643 |
0.008 |
0.2% |
3.673 |
| Close |
3.667 |
4.020 |
0.353 |
9.6% |
3.708 |
| Range |
0.252 |
0.386 |
0.134 |
53.2% |
0.327 |
| ATR |
0.185 |
0.199 |
0.014 |
7.8% |
0.000 |
| Volume |
17,438 |
20,305 |
2,867 |
16.4% |
79,273 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.055 |
4.924 |
4.232 |
|
| R3 |
4.669 |
4.538 |
4.126 |
|
| R2 |
4.283 |
4.283 |
4.091 |
|
| R1 |
4.152 |
4.152 |
4.055 |
4.218 |
| PP |
3.897 |
3.897 |
3.897 |
3.930 |
| S1 |
3.766 |
3.766 |
3.985 |
3.832 |
| S2 |
3.511 |
3.511 |
3.949 |
|
| S3 |
3.125 |
3.380 |
3.914 |
|
| S4 |
2.739 |
2.994 |
3.808 |
|
|
| 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 |
4.029 |
3.584 |
0.445 |
11.1% |
0.206 |
5.1% |
98% |
True |
False |
16,727 |
| 10 |
4.068 |
3.584 |
0.484 |
12.0% |
0.174 |
4.3% |
90% |
False |
False |
16,151 |
| 20 |
4.670 |
3.584 |
1.086 |
27.0% |
0.172 |
4.3% |
40% |
False |
False |
13,685 |
| 40 |
4.933 |
3.584 |
1.349 |
33.6% |
0.214 |
5.3% |
32% |
False |
False |
13,910 |
| 60 |
4.955 |
3.584 |
1.371 |
34.1% |
0.209 |
5.2% |
32% |
False |
False |
12,420 |
| 80 |
4.965 |
3.584 |
1.381 |
34.4% |
0.197 |
4.9% |
32% |
False |
False |
10,874 |
| 100 |
4.978 |
3.584 |
1.394 |
34.7% |
0.195 |
4.9% |
31% |
False |
False |
10,042 |
| 120 |
5.499 |
3.584 |
1.915 |
47.6% |
0.195 |
4.9% |
23% |
False |
False |
9,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.670 |
|
2.618 |
5.040 |
|
1.618 |
4.654 |
|
1.000 |
4.415 |
|
0.618 |
4.268 |
|
HIGH |
4.029 |
|
0.618 |
3.882 |
|
0.500 |
3.836 |
|
0.382 |
3.790 |
|
LOW |
3.643 |
|
0.618 |
3.404 |
|
1.000 |
3.257 |
|
1.618 |
3.018 |
|
2.618 |
2.632 |
|
4.250 |
2.003 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.959 |
3.957 |
| PP |
3.897 |
3.895 |
| S1 |
3.836 |
3.832 |
|