NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.820 |
3.529 |
-0.291 |
-7.6% |
3.700 |
| High |
3.891 |
3.705 |
-0.186 |
-4.8% |
3.904 |
| Low |
3.523 |
3.524 |
0.001 |
0.0% |
3.516 |
| Close |
3.550 |
3.695 |
0.145 |
4.1% |
3.695 |
| Range |
0.368 |
0.181 |
-0.187 |
-50.8% |
0.388 |
| ATR |
0.230 |
0.227 |
-0.004 |
-1.5% |
0.000 |
| Volume |
107,332 |
120,023 |
12,691 |
11.8% |
519,722 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.184 |
4.121 |
3.795 |
|
| R3 |
4.003 |
3.940 |
3.745 |
|
| R2 |
3.822 |
3.822 |
3.728 |
|
| R1 |
3.759 |
3.759 |
3.712 |
3.791 |
| PP |
3.641 |
3.641 |
3.641 |
3.657 |
| S1 |
3.578 |
3.578 |
3.678 |
3.610 |
| S2 |
3.460 |
3.460 |
3.662 |
|
| S3 |
3.279 |
3.397 |
3.645 |
|
| S4 |
3.098 |
3.216 |
3.595 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.869 |
4.670 |
3.908 |
|
| R3 |
4.481 |
4.282 |
3.802 |
|
| R2 |
4.093 |
4.093 |
3.766 |
|
| R1 |
3.894 |
3.894 |
3.731 |
3.800 |
| PP |
3.705 |
3.705 |
3.705 |
3.658 |
| S1 |
3.506 |
3.506 |
3.659 |
3.412 |
| S2 |
3.317 |
3.317 |
3.624 |
|
| S3 |
2.929 |
3.118 |
3.588 |
|
| S4 |
2.541 |
2.730 |
3.482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.904 |
3.516 |
0.388 |
10.5% |
0.244 |
6.6% |
46% |
False |
False |
103,944 |
| 10 |
3.904 |
3.225 |
0.679 |
18.4% |
0.246 |
6.7% |
69% |
False |
False |
106,441 |
| 20 |
4.138 |
3.225 |
0.913 |
24.7% |
0.202 |
5.5% |
51% |
False |
False |
95,500 |
| 40 |
4.574 |
3.225 |
1.349 |
36.5% |
0.232 |
6.3% |
35% |
False |
False |
70,329 |
| 60 |
4.789 |
3.225 |
1.564 |
42.3% |
0.234 |
6.3% |
30% |
False |
False |
50,344 |
| 80 |
4.789 |
3.225 |
1.564 |
42.3% |
0.212 |
5.7% |
30% |
False |
False |
38,710 |
| 100 |
4.820 |
3.225 |
1.595 |
43.2% |
0.208 |
5.6% |
29% |
False |
False |
31,523 |
| 120 |
5.350 |
3.225 |
2.125 |
57.5% |
0.205 |
5.6% |
22% |
False |
False |
26,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.474 |
|
2.618 |
4.179 |
|
1.618 |
3.998 |
|
1.000 |
3.886 |
|
0.618 |
3.817 |
|
HIGH |
3.705 |
|
0.618 |
3.636 |
|
0.500 |
3.615 |
|
0.382 |
3.593 |
|
LOW |
3.524 |
|
0.618 |
3.412 |
|
1.000 |
3.343 |
|
1.618 |
3.231 |
|
2.618 |
3.050 |
|
4.250 |
2.755 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.668 |
3.714 |
| PP |
3.641 |
3.707 |
| S1 |
3.615 |
3.701 |
|