NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4.058 |
4.150 |
0.092 |
2.3% |
3.662 |
| High |
4.250 |
4.255 |
0.005 |
0.1% |
4.136 |
| Low |
3.992 |
3.925 |
-0.067 |
-1.7% |
3.584 |
| Close |
4.150 |
3.939 |
-0.211 |
-5.1% |
4.028 |
| Range |
0.258 |
0.330 |
0.072 |
27.9% |
0.552 |
| ATR |
0.203 |
0.212 |
0.009 |
4.5% |
0.000 |
| Volume |
15,505 |
20,196 |
4,691 |
30.3% |
101,685 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.030 |
4.814 |
4.121 |
|
| R3 |
4.700 |
4.484 |
4.030 |
|
| R2 |
4.370 |
4.370 |
4.000 |
|
| R1 |
4.154 |
4.154 |
3.969 |
4.097 |
| PP |
4.040 |
4.040 |
4.040 |
4.011 |
| S1 |
3.824 |
3.824 |
3.909 |
3.767 |
| S2 |
3.710 |
3.710 |
3.879 |
|
| S3 |
3.380 |
3.494 |
3.848 |
|
| S4 |
3.050 |
3.164 |
3.758 |
|
|
| 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 |
4.255 |
3.891 |
0.364 |
9.2% |
0.238 |
6.0% |
13% |
True |
False |
20,097 |
| 10 |
4.255 |
3.584 |
0.671 |
17.0% |
0.222 |
5.6% |
53% |
True |
False |
18,412 |
| 20 |
4.470 |
3.584 |
0.886 |
22.5% |
0.187 |
4.8% |
40% |
False |
False |
15,729 |
| 40 |
4.933 |
3.584 |
1.349 |
34.2% |
0.214 |
5.4% |
26% |
False |
False |
15,190 |
| 60 |
4.955 |
3.584 |
1.371 |
34.8% |
0.218 |
5.5% |
26% |
False |
False |
13,593 |
| 80 |
4.955 |
3.584 |
1.371 |
34.8% |
0.199 |
5.0% |
26% |
False |
False |
11,681 |
| 100 |
4.978 |
3.584 |
1.394 |
35.4% |
0.197 |
5.0% |
25% |
False |
False |
10,762 |
| 120 |
5.499 |
3.584 |
1.915 |
48.6% |
0.196 |
5.0% |
19% |
False |
False |
9,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.658 |
|
2.618 |
5.119 |
|
1.618 |
4.789 |
|
1.000 |
4.585 |
|
0.618 |
4.459 |
|
HIGH |
4.255 |
|
0.618 |
4.129 |
|
0.500 |
4.090 |
|
0.382 |
4.051 |
|
LOW |
3.925 |
|
0.618 |
3.721 |
|
1.000 |
3.595 |
|
1.618 |
3.391 |
|
2.618 |
3.061 |
|
4.250 |
2.523 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.090 |
4.090 |
| PP |
4.040 |
4.040 |
| S1 |
3.989 |
3.989 |
|