NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.849 |
3.792 |
-0.057 |
-1.5% |
4.193 |
| High |
3.891 |
3.795 |
-0.096 |
-2.5% |
4.245 |
| Low |
3.759 |
3.606 |
-0.153 |
-4.1% |
3.871 |
| Close |
3.795 |
3.615 |
-0.180 |
-4.7% |
4.105 |
| Range |
0.132 |
0.189 |
0.057 |
43.2% |
0.374 |
| ATR |
0.226 |
0.223 |
-0.003 |
-1.2% |
0.000 |
| Volume |
88,475 |
80,395 |
-8,080 |
-9.1% |
311,732 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.239 |
4.116 |
3.719 |
|
| R3 |
4.050 |
3.927 |
3.667 |
|
| R2 |
3.861 |
3.861 |
3.650 |
|
| R1 |
3.738 |
3.738 |
3.632 |
3.705 |
| PP |
3.672 |
3.672 |
3.672 |
3.656 |
| S1 |
3.549 |
3.549 |
3.598 |
3.516 |
| S2 |
3.483 |
3.483 |
3.580 |
|
| S3 |
3.294 |
3.360 |
3.563 |
|
| S4 |
3.105 |
3.171 |
3.511 |
|
|
| 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 |
3.606 |
0.532 |
14.7% |
0.177 |
4.9% |
2% |
False |
True |
79,917 |
| 10 |
4.341 |
3.606 |
0.735 |
20.3% |
0.188 |
5.2% |
1% |
False |
True |
66,617 |
| 20 |
4.574 |
3.606 |
0.968 |
26.8% |
0.224 |
6.2% |
1% |
False |
True |
59,617 |
| 40 |
4.789 |
3.606 |
1.183 |
32.7% |
0.246 |
6.8% |
1% |
False |
True |
36,825 |
| 60 |
4.789 |
3.520 |
1.269 |
35.1% |
0.218 |
6.0% |
7% |
False |
False |
26,157 |
| 80 |
4.820 |
3.520 |
1.300 |
36.0% |
0.210 |
5.8% |
7% |
False |
False |
20,362 |
| 100 |
5.316 |
3.520 |
1.796 |
49.7% |
0.204 |
5.7% |
5% |
False |
False |
16,665 |
| 120 |
6.030 |
3.520 |
2.510 |
69.4% |
0.204 |
5.7% |
4% |
False |
False |
14,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.598 |
|
2.618 |
4.290 |
|
1.618 |
4.101 |
|
1.000 |
3.984 |
|
0.618 |
3.912 |
|
HIGH |
3.795 |
|
0.618 |
3.723 |
|
0.500 |
3.701 |
|
0.382 |
3.678 |
|
LOW |
3.606 |
|
0.618 |
3.489 |
|
1.000 |
3.417 |
|
1.618 |
3.300 |
|
2.618 |
3.111 |
|
4.250 |
2.803 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.701 |
3.796 |
| PP |
3.672 |
3.736 |
| S1 |
3.644 |
3.675 |
|