NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.615 |
3.505 |
-0.110 |
-3.0% |
4.049 |
| High |
3.615 |
3.525 |
-0.090 |
-2.5% |
4.090 |
| Low |
3.369 |
3.373 |
0.004 |
0.1% |
3.606 |
| Close |
3.487 |
3.429 |
-0.058 |
-1.7% |
3.615 |
| Range |
0.246 |
0.152 |
-0.094 |
-38.2% |
0.484 |
| ATR |
0.225 |
0.219 |
-0.005 |
-2.3% |
0.000 |
| Volume |
96,109 |
97,139 |
1,030 |
1.1% |
308,885 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.898 |
3.816 |
3.513 |
|
| R3 |
3.746 |
3.664 |
3.471 |
|
| R2 |
3.594 |
3.594 |
3.457 |
|
| R1 |
3.512 |
3.512 |
3.443 |
3.477 |
| PP |
3.442 |
3.442 |
3.442 |
3.425 |
| S1 |
3.360 |
3.360 |
3.415 |
3.325 |
| S2 |
3.290 |
3.290 |
3.401 |
|
| S3 |
3.138 |
3.208 |
3.387 |
|
| S4 |
2.986 |
3.056 |
3.345 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.222 |
4.903 |
3.881 |
|
| R3 |
4.738 |
4.419 |
3.748 |
|
| R2 |
4.254 |
4.254 |
3.704 |
|
| R1 |
3.935 |
3.935 |
3.659 |
3.853 |
| PP |
3.770 |
3.770 |
3.770 |
3.729 |
| S1 |
3.451 |
3.451 |
3.571 |
3.369 |
| S2 |
3.286 |
3.286 |
3.526 |
|
| S3 |
2.802 |
2.967 |
3.482 |
|
| S4 |
2.318 |
2.483 |
3.349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.986 |
3.369 |
0.617 |
18.0% |
0.181 |
5.3% |
10% |
False |
False |
85,196 |
| 10 |
4.138 |
3.369 |
0.769 |
22.4% |
0.186 |
5.4% |
8% |
False |
False |
77,767 |
| 20 |
4.574 |
3.369 |
1.205 |
35.1% |
0.222 |
6.5% |
5% |
False |
False |
66,398 |
| 40 |
4.789 |
3.369 |
1.420 |
41.4% |
0.243 |
7.1% |
4% |
False |
False |
41,023 |
| 60 |
4.789 |
3.369 |
1.420 |
41.4% |
0.218 |
6.4% |
4% |
False |
False |
29,218 |
| 80 |
4.820 |
3.369 |
1.451 |
42.3% |
0.211 |
6.1% |
4% |
False |
False |
22,649 |
| 100 |
5.102 |
3.369 |
1.733 |
50.5% |
0.204 |
5.9% |
3% |
False |
False |
18,570 |
| 120 |
5.648 |
3.369 |
2.279 |
66.5% |
0.204 |
5.9% |
3% |
False |
False |
15,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.171 |
|
2.618 |
3.923 |
|
1.618 |
3.771 |
|
1.000 |
3.677 |
|
0.618 |
3.619 |
|
HIGH |
3.525 |
|
0.618 |
3.467 |
|
0.500 |
3.449 |
|
0.382 |
3.431 |
|
LOW |
3.373 |
|
0.618 |
3.279 |
|
1.000 |
3.221 |
|
1.618 |
3.127 |
|
2.618 |
2.975 |
|
4.250 |
2.727 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.449 |
3.582 |
| PP |
3.442 |
3.531 |
| S1 |
3.436 |
3.480 |
|