NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.700 |
3.676 |
-0.024 |
-0.6% |
3.337 |
| High |
3.774 |
3.745 |
-0.029 |
-0.8% |
3.785 |
| Low |
3.516 |
3.606 |
0.090 |
2.6% |
3.225 |
| Close |
3.689 |
3.705 |
0.016 |
0.4% |
3.669 |
| Range |
0.258 |
0.139 |
-0.119 |
-46.1% |
0.560 |
| ATR |
0.221 |
0.215 |
-0.006 |
-2.7% |
0.000 |
| Volume |
114,831 |
105,496 |
-9,335 |
-8.1% |
544,696 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.102 |
4.043 |
3.781 |
|
| R3 |
3.963 |
3.904 |
3.743 |
|
| R2 |
3.824 |
3.824 |
3.730 |
|
| R1 |
3.765 |
3.765 |
3.718 |
3.795 |
| PP |
3.685 |
3.685 |
3.685 |
3.700 |
| S1 |
3.626 |
3.626 |
3.692 |
3.656 |
| S2 |
3.546 |
3.546 |
3.680 |
|
| S3 |
3.407 |
3.487 |
3.667 |
|
| S4 |
3.268 |
3.348 |
3.629 |
|
|
| 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 |
14.4% |
0.267 |
7.2% |
85% |
False |
False |
126,402 |
| 10 |
3.785 |
3.225 |
0.560 |
15.1% |
0.194 |
5.2% |
86% |
False |
False |
101,777 |
| 20 |
4.138 |
3.225 |
0.913 |
24.6% |
0.190 |
5.1% |
53% |
False |
False |
89,772 |
| 40 |
4.574 |
3.225 |
1.349 |
36.4% |
0.230 |
6.2% |
36% |
False |
False |
63,770 |
| 60 |
4.789 |
3.225 |
1.564 |
42.2% |
0.228 |
6.1% |
31% |
False |
False |
45,503 |
| 80 |
4.789 |
3.225 |
1.564 |
42.2% |
0.208 |
5.6% |
31% |
False |
False |
35,071 |
| 100 |
4.820 |
3.225 |
1.595 |
43.0% |
0.207 |
5.6% |
30% |
False |
False |
28,602 |
| 120 |
5.350 |
3.225 |
2.125 |
57.4% |
0.205 |
5.5% |
23% |
False |
False |
24,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.336 |
|
2.618 |
4.109 |
|
1.618 |
3.970 |
|
1.000 |
3.884 |
|
0.618 |
3.831 |
|
HIGH |
3.745 |
|
0.618 |
3.692 |
|
0.500 |
3.676 |
|
0.382 |
3.659 |
|
LOW |
3.606 |
|
0.618 |
3.520 |
|
1.000 |
3.467 |
|
1.618 |
3.381 |
|
2.618 |
3.242 |
|
4.250 |
3.015 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.695 |
3.687 |
| PP |
3.685 |
3.669 |
| S1 |
3.676 |
3.651 |
|