NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.676 |
3.681 |
0.005 |
0.1% |
3.337 |
| High |
3.745 |
3.904 |
0.159 |
4.2% |
3.785 |
| Low |
3.606 |
3.630 |
0.024 |
0.7% |
3.225 |
| Close |
3.705 |
3.793 |
0.088 |
2.4% |
3.669 |
| Range |
0.139 |
0.274 |
0.135 |
97.1% |
0.560 |
| ATR |
0.215 |
0.220 |
0.004 |
1.9% |
0.000 |
| Volume |
105,496 |
72,040 |
-33,456 |
-31.7% |
544,696 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.598 |
4.469 |
3.944 |
|
| R3 |
4.324 |
4.195 |
3.868 |
|
| R2 |
4.050 |
4.050 |
3.843 |
|
| R1 |
3.921 |
3.921 |
3.818 |
3.986 |
| PP |
3.776 |
3.776 |
3.776 |
3.808 |
| S1 |
3.647 |
3.647 |
3.768 |
3.712 |
| S2 |
3.502 |
3.502 |
3.743 |
|
| S3 |
3.228 |
3.373 |
3.718 |
|
| S4 |
2.954 |
3.099 |
3.642 |
|
|
| 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 |
3.904 |
3.250 |
0.654 |
17.2% |
0.268 |
7.1% |
83% |
True |
False |
121,366 |
| 10 |
3.904 |
3.225 |
0.679 |
17.9% |
0.214 |
5.6% |
84% |
True |
False |
98,752 |
| 20 |
4.138 |
3.225 |
0.913 |
24.1% |
0.195 |
5.1% |
62% |
False |
False |
90,511 |
| 40 |
4.574 |
3.225 |
1.349 |
35.6% |
0.232 |
6.1% |
42% |
False |
False |
65,272 |
| 60 |
4.789 |
3.225 |
1.564 |
41.2% |
0.230 |
6.1% |
36% |
False |
False |
46,666 |
| 80 |
4.789 |
3.225 |
1.564 |
41.2% |
0.208 |
5.5% |
36% |
False |
False |
35,926 |
| 100 |
4.820 |
3.225 |
1.595 |
42.1% |
0.206 |
5.4% |
36% |
False |
False |
29,304 |
| 120 |
5.350 |
3.225 |
2.125 |
56.0% |
0.205 |
5.4% |
27% |
False |
False |
24,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.069 |
|
2.618 |
4.621 |
|
1.618 |
4.347 |
|
1.000 |
4.178 |
|
0.618 |
4.073 |
|
HIGH |
3.904 |
|
0.618 |
3.799 |
|
0.500 |
3.767 |
|
0.382 |
3.735 |
|
LOW |
3.630 |
|
0.618 |
3.461 |
|
1.000 |
3.356 |
|
1.618 |
3.187 |
|
2.618 |
2.913 |
|
4.250 |
2.466 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.784 |
3.765 |
| PP |
3.776 |
3.738 |
| S1 |
3.767 |
3.710 |
|