NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.931 |
3.849 |
-0.082 |
-2.1% |
4.193 |
| High |
3.986 |
3.891 |
-0.095 |
-2.4% |
4.245 |
| Low |
3.798 |
3.759 |
-0.039 |
-1.0% |
3.871 |
| Close |
3.835 |
3.795 |
-0.040 |
-1.0% |
4.105 |
| Range |
0.188 |
0.132 |
-0.056 |
-29.8% |
0.374 |
| ATR |
0.233 |
0.226 |
-0.007 |
-3.1% |
0.000 |
| Volume |
63,865 |
88,475 |
24,610 |
38.5% |
311,732 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.211 |
4.135 |
3.868 |
|
| R3 |
4.079 |
4.003 |
3.831 |
|
| R2 |
3.947 |
3.947 |
3.819 |
|
| R1 |
3.871 |
3.871 |
3.807 |
3.843 |
| PP |
3.815 |
3.815 |
3.815 |
3.801 |
| S1 |
3.739 |
3.739 |
3.783 |
3.711 |
| S2 |
3.683 |
3.683 |
3.771 |
|
| S3 |
3.551 |
3.607 |
3.759 |
|
| S4 |
3.419 |
3.475 |
3.722 |
|
|
| 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 |
3.759 |
0.379 |
10.0% |
0.183 |
4.8% |
9% |
False |
True |
77,311 |
| 10 |
4.504 |
3.759 |
0.745 |
19.6% |
0.194 |
5.1% |
5% |
False |
True |
65,289 |
| 20 |
4.574 |
3.710 |
0.864 |
22.8% |
0.231 |
6.1% |
10% |
False |
False |
56,844 |
| 40 |
4.789 |
3.627 |
1.162 |
30.6% |
0.249 |
6.5% |
14% |
False |
False |
35,026 |
| 60 |
4.789 |
3.520 |
1.269 |
33.4% |
0.217 |
5.7% |
22% |
False |
False |
24,864 |
| 80 |
4.820 |
3.520 |
1.300 |
34.3% |
0.209 |
5.5% |
21% |
False |
False |
19,378 |
| 100 |
5.350 |
3.520 |
1.830 |
48.2% |
0.205 |
5.4% |
15% |
False |
False |
15,882 |
| 120 |
6.077 |
3.520 |
2.557 |
67.4% |
0.205 |
5.4% |
11% |
False |
False |
13,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.452 |
|
2.618 |
4.237 |
|
1.618 |
4.105 |
|
1.000 |
4.023 |
|
0.618 |
3.973 |
|
HIGH |
3.891 |
|
0.618 |
3.841 |
|
0.500 |
3.825 |
|
0.382 |
3.809 |
|
LOW |
3.759 |
|
0.618 |
3.677 |
|
1.000 |
3.627 |
|
1.618 |
3.545 |
|
2.618 |
3.413 |
|
4.250 |
3.198 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.825 |
3.925 |
| PP |
3.815 |
3.881 |
| S1 |
3.805 |
3.838 |
|