NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
3.967 |
3.886 |
-0.081 |
-2.0% |
4.040 |
| High |
4.000 |
4.421 |
0.421 |
10.5% |
4.055 |
| Low |
3.821 |
3.853 |
0.032 |
0.8% |
3.699 |
| Close |
3.909 |
4.285 |
0.376 |
9.6% |
3.909 |
| Range |
0.179 |
0.568 |
0.389 |
217.3% |
0.356 |
| ATR |
0.207 |
0.233 |
0.026 |
12.4% |
0.000 |
| Volume |
23,258 |
23,243 |
-15 |
-0.1% |
80,101 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.890 |
5.656 |
4.597 |
|
| R3 |
5.322 |
5.088 |
4.441 |
|
| R2 |
4.754 |
4.754 |
4.389 |
|
| R1 |
4.520 |
4.520 |
4.337 |
4.637 |
| PP |
4.186 |
4.186 |
4.186 |
4.245 |
| S1 |
3.952 |
3.952 |
4.233 |
4.069 |
| S2 |
3.618 |
3.618 |
4.181 |
|
| S3 |
3.050 |
3.384 |
4.129 |
|
| S4 |
2.482 |
2.816 |
3.973 |
|
|
| 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 |
4.421 |
3.699 |
0.722 |
16.8% |
0.288 |
6.7% |
81% |
True |
False |
18,506 |
| 10 |
4.421 |
3.699 |
0.722 |
16.8% |
0.243 |
5.7% |
81% |
True |
False |
17,638 |
| 20 |
4.421 |
3.584 |
0.837 |
19.5% |
0.214 |
5.0% |
84% |
True |
False |
18,001 |
| 40 |
4.933 |
3.584 |
1.349 |
31.5% |
0.209 |
4.9% |
52% |
False |
False |
15,817 |
| 60 |
4.955 |
3.584 |
1.371 |
32.0% |
0.221 |
5.2% |
51% |
False |
False |
14,611 |
| 80 |
4.955 |
3.584 |
1.371 |
32.0% |
0.206 |
4.8% |
51% |
False |
False |
12,710 |
| 100 |
4.978 |
3.584 |
1.394 |
32.5% |
0.202 |
4.7% |
50% |
False |
False |
11,491 |
| 120 |
5.260 |
3.584 |
1.676 |
39.1% |
0.198 |
4.6% |
42% |
False |
False |
10,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.835 |
|
2.618 |
5.908 |
|
1.618 |
5.340 |
|
1.000 |
4.989 |
|
0.618 |
4.772 |
|
HIGH |
4.421 |
|
0.618 |
4.204 |
|
0.500 |
4.137 |
|
0.382 |
4.070 |
|
LOW |
3.853 |
|
0.618 |
3.502 |
|
1.000 |
3.285 |
|
1.618 |
2.934 |
|
2.618 |
2.366 |
|
4.250 |
1.439 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.236 |
4.218 |
| PP |
4.186 |
4.151 |
| S1 |
4.137 |
4.084 |
|