NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.924 |
3.755 |
-0.169 |
-4.3% |
4.000 |
| High |
3.924 |
4.009 |
0.085 |
2.2% |
4.255 |
| Low |
3.699 |
3.746 |
0.047 |
1.3% |
3.891 |
| Close |
3.788 |
3.988 |
0.200 |
5.3% |
4.086 |
| Range |
0.225 |
0.263 |
0.038 |
16.9% |
0.364 |
| ATR |
0.205 |
0.209 |
0.004 |
2.0% |
0.000 |
| Volume |
14,402 |
16,799 |
2,397 |
16.6% |
88,875 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.703 |
4.609 |
4.133 |
|
| R3 |
4.440 |
4.346 |
4.060 |
|
| R2 |
4.177 |
4.177 |
4.036 |
|
| R1 |
4.083 |
4.083 |
4.012 |
4.130 |
| PP |
3.914 |
3.914 |
3.914 |
3.938 |
| S1 |
3.820 |
3.820 |
3.964 |
3.867 |
| S2 |
3.651 |
3.651 |
3.940 |
|
| S3 |
3.388 |
3.557 |
3.916 |
|
| S4 |
3.125 |
3.294 |
3.843 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.169 |
4.992 |
4.286 |
|
| R3 |
4.805 |
4.628 |
4.186 |
|
| R2 |
4.441 |
4.441 |
4.153 |
|
| R1 |
4.264 |
4.264 |
4.119 |
4.353 |
| PP |
4.077 |
4.077 |
4.077 |
4.122 |
| S1 |
3.900 |
3.900 |
4.053 |
3.989 |
| S2 |
3.713 |
3.713 |
4.019 |
|
| S3 |
3.349 |
3.536 |
3.986 |
|
| S4 |
2.985 |
3.172 |
3.886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.092 |
3.699 |
0.393 |
9.9% |
0.191 |
4.8% |
74% |
False |
False |
15,445 |
| 10 |
4.255 |
3.699 |
0.556 |
13.9% |
0.215 |
5.4% |
52% |
False |
False |
17,771 |
| 20 |
4.255 |
3.584 |
0.671 |
16.8% |
0.194 |
4.9% |
60% |
False |
False |
16,961 |
| 40 |
4.933 |
3.584 |
1.349 |
33.8% |
0.200 |
5.0% |
30% |
False |
False |
15,426 |
| 60 |
4.955 |
3.584 |
1.371 |
34.4% |
0.218 |
5.5% |
29% |
False |
False |
14,212 |
| 80 |
4.955 |
3.584 |
1.371 |
34.4% |
0.201 |
5.0% |
29% |
False |
False |
12,265 |
| 100 |
4.978 |
3.584 |
1.394 |
35.0% |
0.198 |
5.0% |
29% |
False |
False |
11,149 |
| 120 |
5.491 |
3.584 |
1.907 |
47.8% |
0.196 |
4.9% |
21% |
False |
False |
10,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.127 |
|
2.618 |
4.698 |
|
1.618 |
4.435 |
|
1.000 |
4.272 |
|
0.618 |
4.172 |
|
HIGH |
4.009 |
|
0.618 |
3.909 |
|
0.500 |
3.878 |
|
0.382 |
3.846 |
|
LOW |
3.746 |
|
0.618 |
3.583 |
|
1.000 |
3.483 |
|
1.618 |
3.320 |
|
2.618 |
3.057 |
|
4.250 |
2.628 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.951 |
3.951 |
| PP |
3.914 |
3.914 |
| S1 |
3.878 |
3.877 |
|