NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.296 |
3.616 |
0.320 |
9.7% |
3.337 |
| High |
3.680 |
3.785 |
0.105 |
2.9% |
3.785 |
| Low |
3.250 |
3.544 |
0.294 |
9.0% |
3.225 |
| Close |
3.668 |
3.669 |
0.001 |
0.0% |
3.669 |
| Range |
0.430 |
0.241 |
-0.189 |
-44.0% |
0.560 |
| ATR |
0.217 |
0.218 |
0.002 |
0.8% |
0.000 |
| Volume |
147,103 |
167,361 |
20,258 |
13.8% |
544,696 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.389 |
4.270 |
3.802 |
|
| R3 |
4.148 |
4.029 |
3.735 |
|
| R2 |
3.907 |
3.907 |
3.713 |
|
| R1 |
3.788 |
3.788 |
3.691 |
3.848 |
| PP |
3.666 |
3.666 |
3.666 |
3.696 |
| S1 |
3.547 |
3.547 |
3.647 |
3.607 |
| S2 |
3.425 |
3.425 |
3.625 |
|
| S3 |
3.184 |
3.306 |
3.603 |
|
| S4 |
2.943 |
3.065 |
3.536 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.240 |
5.014 |
3.977 |
|
| R3 |
4.680 |
4.454 |
3.823 |
|
| R2 |
4.120 |
4.120 |
3.772 |
|
| R1 |
3.894 |
3.894 |
3.720 |
4.007 |
| PP |
3.560 |
3.560 |
3.560 |
3.616 |
| S1 |
3.334 |
3.334 |
3.618 |
3.447 |
| S2 |
3.000 |
3.000 |
3.566 |
|
| S3 |
2.440 |
2.774 |
3.515 |
|
| S4 |
1.880 |
2.214 |
3.361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.785 |
3.225 |
0.560 |
15.3% |
0.248 |
6.7% |
79% |
True |
False |
108,939 |
| 10 |
3.785 |
3.225 |
0.560 |
15.3% |
0.194 |
5.3% |
79% |
True |
False |
99,069 |
| 20 |
4.341 |
3.225 |
1.116 |
30.4% |
0.191 |
5.2% |
40% |
False |
False |
82,843 |
| 40 |
4.574 |
3.225 |
1.349 |
36.8% |
0.234 |
6.4% |
33% |
False |
False |
58,745 |
| 60 |
4.789 |
3.225 |
1.564 |
42.6% |
0.226 |
6.2% |
28% |
False |
False |
42,016 |
| 80 |
4.820 |
3.225 |
1.595 |
43.5% |
0.210 |
5.7% |
28% |
False |
False |
32,370 |
| 100 |
4.820 |
3.225 |
1.595 |
43.5% |
0.206 |
5.6% |
28% |
False |
False |
26,432 |
| 120 |
5.350 |
3.225 |
2.125 |
57.9% |
0.204 |
5.6% |
21% |
False |
False |
22,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.809 |
|
2.618 |
4.416 |
|
1.618 |
4.175 |
|
1.000 |
4.026 |
|
0.618 |
3.934 |
|
HIGH |
3.785 |
|
0.618 |
3.693 |
|
0.500 |
3.665 |
|
0.382 |
3.636 |
|
LOW |
3.544 |
|
0.618 |
3.395 |
|
1.000 |
3.303 |
|
1.618 |
3.154 |
|
2.618 |
2.913 |
|
4.250 |
2.520 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.668 |
3.619 |
| PP |
3.666 |
3.568 |
| S1 |
3.665 |
3.518 |
|