NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.655 |
3.956 |
0.301 |
8.2% |
3.662 |
| High |
4.029 |
4.136 |
0.107 |
2.7% |
4.136 |
| Low |
3.643 |
3.902 |
0.259 |
7.1% |
3.584 |
| Close |
4.020 |
4.028 |
0.008 |
0.2% |
4.028 |
| Range |
0.386 |
0.234 |
-0.152 |
-39.4% |
0.552 |
| ATR |
0.199 |
0.202 |
0.002 |
1.2% |
0.000 |
| Volume |
20,305 |
31,997 |
11,692 |
57.6% |
101,685 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.724 |
4.610 |
4.157 |
|
| R3 |
4.490 |
4.376 |
4.092 |
|
| R2 |
4.256 |
4.256 |
4.071 |
|
| R1 |
4.142 |
4.142 |
4.049 |
4.199 |
| PP |
4.022 |
4.022 |
4.022 |
4.051 |
| S1 |
3.908 |
3.908 |
4.007 |
3.965 |
| S2 |
3.788 |
3.788 |
3.985 |
|
| S3 |
3.554 |
3.674 |
3.964 |
|
| S4 |
3.320 |
3.440 |
3.899 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.572 |
5.352 |
4.332 |
|
| R3 |
5.020 |
4.800 |
4.180 |
|
| R2 |
4.468 |
4.468 |
4.129 |
|
| R1 |
4.248 |
4.248 |
4.079 |
4.358 |
| PP |
3.916 |
3.916 |
3.916 |
3.971 |
| S1 |
3.696 |
3.696 |
3.977 |
3.806 |
| S2 |
3.364 |
3.364 |
3.927 |
|
| S3 |
2.812 |
3.144 |
3.876 |
|
| S4 |
2.260 |
2.592 |
3.724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.136 |
3.584 |
0.552 |
13.7% |
0.229 |
5.7% |
80% |
True |
False |
20,337 |
| 10 |
4.136 |
3.584 |
0.552 |
13.7% |
0.189 |
4.7% |
80% |
True |
False |
18,095 |
| 20 |
4.550 |
3.584 |
0.966 |
24.0% |
0.175 |
4.3% |
46% |
False |
False |
14,501 |
| 40 |
4.933 |
3.584 |
1.349 |
33.5% |
0.211 |
5.2% |
33% |
False |
False |
14,552 |
| 60 |
4.955 |
3.584 |
1.371 |
34.0% |
0.211 |
5.2% |
32% |
False |
False |
12,850 |
| 80 |
4.965 |
3.584 |
1.381 |
34.3% |
0.198 |
4.9% |
32% |
False |
False |
11,205 |
| 100 |
4.978 |
3.584 |
1.394 |
34.6% |
0.196 |
4.9% |
32% |
False |
False |
10,321 |
| 120 |
5.499 |
3.584 |
1.915 |
47.5% |
0.196 |
4.9% |
23% |
False |
False |
9,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.131 |
|
2.618 |
4.749 |
|
1.618 |
4.515 |
|
1.000 |
4.370 |
|
0.618 |
4.281 |
|
HIGH |
4.136 |
|
0.618 |
4.047 |
|
0.500 |
4.019 |
|
0.382 |
3.991 |
|
LOW |
3.902 |
|
0.618 |
3.757 |
|
1.000 |
3.668 |
|
1.618 |
3.523 |
|
2.618 |
3.289 |
|
4.250 |
2.908 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.025 |
3.981 |
| PP |
4.022 |
3.933 |
| S1 |
4.019 |
3.886 |
|