NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4.012 |
4.058 |
0.046 |
1.1% |
3.662 |
| High |
4.097 |
4.250 |
0.153 |
3.7% |
4.136 |
| Low |
3.960 |
3.992 |
0.032 |
0.8% |
3.584 |
| Close |
4.058 |
4.150 |
0.092 |
2.3% |
4.028 |
| Range |
0.137 |
0.258 |
0.121 |
88.3% |
0.552 |
| ATR |
0.199 |
0.203 |
0.004 |
2.1% |
0.000 |
| Volume |
16,959 |
15,505 |
-1,454 |
-8.6% |
101,685 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.905 |
4.785 |
4.292 |
|
| R3 |
4.647 |
4.527 |
4.221 |
|
| R2 |
4.389 |
4.389 |
4.197 |
|
| R1 |
4.269 |
4.269 |
4.174 |
4.329 |
| PP |
4.131 |
4.131 |
4.131 |
4.161 |
| S1 |
4.011 |
4.011 |
4.126 |
4.071 |
| S2 |
3.873 |
3.873 |
4.103 |
|
| S3 |
3.615 |
3.753 |
4.079 |
|
| S4 |
3.357 |
3.495 |
4.008 |
|
|
| 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 |
4.250 |
3.643 |
0.607 |
14.6% |
0.249 |
6.0% |
84% |
True |
False |
20,119 |
| 10 |
4.250 |
3.584 |
0.666 |
16.0% |
0.202 |
4.9% |
85% |
True |
False |
18,246 |
| 20 |
4.470 |
3.584 |
0.886 |
21.3% |
0.178 |
4.3% |
64% |
False |
False |
15,363 |
| 40 |
4.933 |
3.584 |
1.349 |
32.5% |
0.216 |
5.2% |
42% |
False |
False |
14,983 |
| 60 |
4.955 |
3.584 |
1.371 |
33.0% |
0.215 |
5.2% |
41% |
False |
False |
13,365 |
| 80 |
4.955 |
3.584 |
1.371 |
33.0% |
0.197 |
4.7% |
41% |
False |
False |
11,461 |
| 100 |
4.978 |
3.584 |
1.394 |
33.6% |
0.195 |
4.7% |
41% |
False |
False |
10,605 |
| 120 |
5.499 |
3.584 |
1.915 |
46.1% |
0.196 |
4.7% |
30% |
False |
False |
9,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.347 |
|
2.618 |
4.925 |
|
1.618 |
4.667 |
|
1.000 |
4.508 |
|
0.618 |
4.409 |
|
HIGH |
4.250 |
|
0.618 |
4.151 |
|
0.500 |
4.121 |
|
0.382 |
4.091 |
|
LOW |
3.992 |
|
0.618 |
3.833 |
|
1.000 |
3.734 |
|
1.618 |
3.575 |
|
2.618 |
3.317 |
|
4.250 |
2.896 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.140 |
4.124 |
| PP |
4.131 |
4.097 |
| S1 |
4.121 |
4.071 |
|