NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.616 |
3.700 |
0.084 |
2.3% |
3.337 |
| High |
3.785 |
3.774 |
-0.011 |
-0.3% |
3.785 |
| Low |
3.544 |
3.516 |
-0.028 |
-0.8% |
3.225 |
| Close |
3.669 |
3.689 |
0.020 |
0.5% |
3.669 |
| Range |
0.241 |
0.258 |
0.017 |
7.1% |
0.560 |
| ATR |
0.218 |
0.221 |
0.003 |
1.3% |
0.000 |
| Volume |
167,361 |
114,831 |
-52,530 |
-31.4% |
544,696 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.434 |
4.319 |
3.831 |
|
| R3 |
4.176 |
4.061 |
3.760 |
|
| R2 |
3.918 |
3.918 |
3.736 |
|
| R1 |
3.803 |
3.803 |
3.713 |
3.732 |
| PP |
3.660 |
3.660 |
3.660 |
3.624 |
| S1 |
3.545 |
3.545 |
3.665 |
3.474 |
| S2 |
3.402 |
3.402 |
3.642 |
|
| S3 |
3.144 |
3.287 |
3.618 |
|
| S4 |
2.886 |
3.029 |
3.547 |
|
|
| 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 |
3.250 |
0.535 |
14.5% |
0.273 |
7.4% |
82% |
False |
False |
122,556 |
| 10 |
3.785 |
3.225 |
0.560 |
15.2% |
0.195 |
5.3% |
83% |
False |
False |
100,942 |
| 20 |
4.245 |
3.225 |
1.020 |
27.6% |
0.196 |
5.3% |
45% |
False |
False |
86,307 |
| 40 |
4.574 |
3.225 |
1.349 |
36.6% |
0.230 |
6.2% |
34% |
False |
False |
61,438 |
| 60 |
4.789 |
3.225 |
1.564 |
42.4% |
0.228 |
6.2% |
30% |
False |
False |
43,852 |
| 80 |
4.805 |
3.225 |
1.580 |
42.8% |
0.212 |
5.7% |
29% |
False |
False |
33,778 |
| 100 |
4.820 |
3.225 |
1.595 |
43.2% |
0.207 |
5.6% |
29% |
False |
False |
27,564 |
| 120 |
5.350 |
3.225 |
2.125 |
57.6% |
0.205 |
5.6% |
22% |
False |
False |
23,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.871 |
|
2.618 |
4.449 |
|
1.618 |
4.191 |
|
1.000 |
4.032 |
|
0.618 |
3.933 |
|
HIGH |
3.774 |
|
0.618 |
3.675 |
|
0.500 |
3.645 |
|
0.382 |
3.615 |
|
LOW |
3.516 |
|
0.618 |
3.357 |
|
1.000 |
3.258 |
|
1.618 |
3.099 |
|
2.618 |
2.841 |
|
4.250 |
2.420 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.674 |
3.632 |
| PP |
3.660 |
3.575 |
| S1 |
3.645 |
3.518 |
|