NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
4.012 |
0.012 |
0.3% |
3.662 |
| High |
4.121 |
4.097 |
-0.024 |
-0.6% |
4.136 |
| Low |
3.891 |
3.960 |
0.069 |
1.8% |
3.584 |
| Close |
4.045 |
4.058 |
0.013 |
0.3% |
4.028 |
| Range |
0.230 |
0.137 |
-0.093 |
-40.4% |
0.552 |
| ATR |
0.204 |
0.199 |
-0.005 |
-2.3% |
0.000 |
| Volume |
15,831 |
16,959 |
1,128 |
7.1% |
101,685 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.449 |
4.391 |
4.133 |
|
| R3 |
4.312 |
4.254 |
4.096 |
|
| R2 |
4.175 |
4.175 |
4.083 |
|
| R1 |
4.117 |
4.117 |
4.071 |
4.146 |
| PP |
4.038 |
4.038 |
4.038 |
4.053 |
| S1 |
3.980 |
3.980 |
4.045 |
4.009 |
| S2 |
3.901 |
3.901 |
4.033 |
|
| S3 |
3.764 |
3.843 |
4.020 |
|
| S4 |
3.627 |
3.706 |
3.983 |
|
|
| 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 |
3.635 |
0.501 |
12.3% |
0.248 |
6.1% |
84% |
False |
False |
20,506 |
| 10 |
4.136 |
3.584 |
0.552 |
13.6% |
0.183 |
4.5% |
86% |
False |
False |
18,405 |
| 20 |
4.470 |
3.584 |
0.886 |
21.8% |
0.173 |
4.3% |
53% |
False |
False |
15,237 |
| 40 |
4.933 |
3.584 |
1.349 |
33.2% |
0.212 |
5.2% |
35% |
False |
False |
14,864 |
| 60 |
4.955 |
3.584 |
1.371 |
33.8% |
0.213 |
5.2% |
35% |
False |
False |
13,189 |
| 80 |
4.955 |
3.584 |
1.371 |
33.8% |
0.195 |
4.8% |
35% |
False |
False |
11,389 |
| 100 |
4.978 |
3.584 |
1.394 |
34.4% |
0.195 |
4.8% |
34% |
False |
False |
10,534 |
| 120 |
5.499 |
3.584 |
1.915 |
47.2% |
0.196 |
4.8% |
25% |
False |
False |
9,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.679 |
|
2.618 |
4.456 |
|
1.618 |
4.319 |
|
1.000 |
4.234 |
|
0.618 |
4.182 |
|
HIGH |
4.097 |
|
0.618 |
4.045 |
|
0.500 |
4.029 |
|
0.382 |
4.012 |
|
LOW |
3.960 |
|
0.618 |
3.875 |
|
1.000 |
3.823 |
|
1.618 |
3.738 |
|
2.618 |
3.601 |
|
4.250 |
3.378 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.048 |
4.043 |
| PP |
4.038 |
4.028 |
| S1 |
4.029 |
4.014 |
|