NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4.049 |
3.931 |
-0.118 |
-2.9% |
4.193 |
| High |
4.090 |
3.986 |
-0.104 |
-2.5% |
4.245 |
| Low |
3.929 |
3.798 |
-0.131 |
-3.3% |
3.871 |
| Close |
3.944 |
3.835 |
-0.109 |
-2.8% |
4.105 |
| Range |
0.161 |
0.188 |
0.027 |
16.8% |
0.374 |
| ATR |
0.236 |
0.233 |
-0.003 |
-1.5% |
0.000 |
| Volume |
76,150 |
63,865 |
-12,285 |
-16.1% |
311,732 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.437 |
4.324 |
3.938 |
|
| R3 |
4.249 |
4.136 |
3.887 |
|
| R2 |
4.061 |
4.061 |
3.869 |
|
| R1 |
3.948 |
3.948 |
3.852 |
3.911 |
| PP |
3.873 |
3.873 |
3.873 |
3.854 |
| S1 |
3.760 |
3.760 |
3.818 |
3.723 |
| S2 |
3.685 |
3.685 |
3.801 |
|
| S3 |
3.497 |
3.572 |
3.783 |
|
| S4 |
3.309 |
3.384 |
3.732 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.196 |
5.024 |
4.311 |
|
| R3 |
4.822 |
4.650 |
4.208 |
|
| R2 |
4.448 |
4.448 |
4.174 |
|
| R1 |
4.276 |
4.276 |
4.139 |
4.175 |
| PP |
4.074 |
4.074 |
4.074 |
4.023 |
| S1 |
3.902 |
3.902 |
4.071 |
3.801 |
| S2 |
3.700 |
3.700 |
4.036 |
|
| S3 |
3.326 |
3.528 |
4.002 |
|
| S4 |
2.952 |
3.154 |
3.899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.138 |
3.798 |
0.340 |
8.9% |
0.192 |
5.0% |
11% |
False |
True |
71,660 |
| 10 |
4.504 |
3.798 |
0.706 |
18.4% |
0.204 |
5.3% |
5% |
False |
True |
62,850 |
| 20 |
4.574 |
3.710 |
0.864 |
22.5% |
0.245 |
6.4% |
14% |
False |
False |
53,656 |
| 40 |
4.789 |
3.627 |
1.162 |
30.3% |
0.249 |
6.5% |
18% |
False |
False |
33,014 |
| 60 |
4.789 |
3.520 |
1.269 |
33.1% |
0.218 |
5.7% |
25% |
False |
False |
23,447 |
| 80 |
4.820 |
3.520 |
1.300 |
33.9% |
0.209 |
5.5% |
24% |
False |
False |
18,302 |
| 100 |
5.350 |
3.520 |
1.830 |
47.7% |
0.206 |
5.4% |
17% |
False |
False |
15,023 |
| 120 |
6.344 |
3.520 |
2.824 |
73.6% |
0.206 |
5.4% |
11% |
False |
False |
12,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.785 |
|
2.618 |
4.478 |
|
1.618 |
4.290 |
|
1.000 |
4.174 |
|
0.618 |
4.102 |
|
HIGH |
3.986 |
|
0.618 |
3.914 |
|
0.500 |
3.892 |
|
0.382 |
3.870 |
|
LOW |
3.798 |
|
0.618 |
3.682 |
|
1.000 |
3.610 |
|
1.618 |
3.494 |
|
2.618 |
3.306 |
|
4.250 |
2.999 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.892 |
3.968 |
| PP |
3.873 |
3.924 |
| S1 |
3.854 |
3.879 |
|