NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.755 |
3.967 |
0.212 |
5.6% |
4.040 |
| High |
4.009 |
4.000 |
-0.009 |
-0.2% |
4.055 |
| Low |
3.746 |
3.821 |
0.075 |
2.0% |
3.699 |
| Close |
3.988 |
3.909 |
-0.079 |
-2.0% |
3.909 |
| Range |
0.263 |
0.179 |
-0.084 |
-31.9% |
0.356 |
| ATR |
0.209 |
0.207 |
-0.002 |
-1.0% |
0.000 |
| Volume |
16,799 |
23,258 |
6,459 |
38.4% |
80,101 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.447 |
4.357 |
4.007 |
|
| R3 |
4.268 |
4.178 |
3.958 |
|
| R2 |
4.089 |
4.089 |
3.942 |
|
| R1 |
3.999 |
3.999 |
3.925 |
3.955 |
| PP |
3.910 |
3.910 |
3.910 |
3.888 |
| S1 |
3.820 |
3.820 |
3.893 |
3.776 |
| S2 |
3.731 |
3.731 |
3.876 |
|
| S3 |
3.552 |
3.641 |
3.860 |
|
| S4 |
3.373 |
3.462 |
3.811 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.956 |
4.788 |
4.105 |
|
| R3 |
4.600 |
4.432 |
4.007 |
|
| R2 |
4.244 |
4.244 |
3.974 |
|
| R1 |
4.076 |
4.076 |
3.942 |
3.982 |
| PP |
3.888 |
3.888 |
3.888 |
3.841 |
| S1 |
3.720 |
3.720 |
3.876 |
3.626 |
| S2 |
3.532 |
3.532 |
3.844 |
|
| S3 |
3.176 |
3.364 |
3.811 |
|
| S4 |
2.820 |
3.008 |
3.713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.055 |
3.699 |
0.356 |
9.1% |
0.193 |
4.9% |
59% |
False |
False |
16,020 |
| 10 |
4.255 |
3.699 |
0.556 |
14.2% |
0.209 |
5.3% |
38% |
False |
False |
16,897 |
| 20 |
4.255 |
3.584 |
0.671 |
17.2% |
0.199 |
5.1% |
48% |
False |
False |
17,496 |
| 40 |
4.933 |
3.584 |
1.349 |
34.5% |
0.198 |
5.1% |
24% |
False |
False |
15,635 |
| 60 |
4.955 |
3.584 |
1.371 |
35.1% |
0.215 |
5.5% |
24% |
False |
False |
14,452 |
| 80 |
4.955 |
3.584 |
1.371 |
35.1% |
0.202 |
5.2% |
24% |
False |
False |
12,465 |
| 100 |
4.978 |
3.584 |
1.394 |
35.7% |
0.199 |
5.1% |
23% |
False |
False |
11,330 |
| 120 |
5.351 |
3.584 |
1.767 |
45.2% |
0.195 |
5.0% |
18% |
False |
False |
10,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.761 |
|
2.618 |
4.469 |
|
1.618 |
4.290 |
|
1.000 |
4.179 |
|
0.618 |
4.111 |
|
HIGH |
4.000 |
|
0.618 |
3.932 |
|
0.500 |
3.911 |
|
0.382 |
3.889 |
|
LOW |
3.821 |
|
0.618 |
3.710 |
|
1.000 |
3.642 |
|
1.618 |
3.531 |
|
2.618 |
3.352 |
|
4.250 |
3.060 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.911 |
3.891 |
| PP |
3.910 |
3.872 |
| S1 |
3.910 |
3.854 |
|