NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.994 |
3.939 |
-0.055 |
-1.4% |
4.300 |
| High |
4.040 |
3.940 |
-0.100 |
-2.5% |
4.355 |
| Low |
3.909 |
3.750 |
-0.159 |
-4.1% |
4.010 |
| Close |
3.944 |
3.757 |
-0.187 |
-4.7% |
4.237 |
| Range |
0.131 |
0.190 |
0.059 |
45.0% |
0.345 |
| ATR |
0.215 |
0.214 |
-0.002 |
-0.7% |
0.000 |
| Volume |
25,723 |
22,868 |
-2,855 |
-11.1% |
74,618 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.386 |
4.261 |
3.862 |
|
| R3 |
4.196 |
4.071 |
3.809 |
|
| R2 |
4.006 |
4.006 |
3.792 |
|
| R1 |
3.881 |
3.881 |
3.774 |
3.849 |
| PP |
3.816 |
3.816 |
3.816 |
3.799 |
| S1 |
3.691 |
3.691 |
3.740 |
3.659 |
| S2 |
3.626 |
3.626 |
3.722 |
|
| S3 |
3.436 |
3.501 |
3.705 |
|
| S4 |
3.246 |
3.311 |
3.653 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.236 |
5.081 |
4.427 |
|
| R3 |
4.891 |
4.736 |
4.332 |
|
| R2 |
4.546 |
4.546 |
4.300 |
|
| R1 |
4.391 |
4.391 |
4.269 |
4.296 |
| PP |
4.201 |
4.201 |
4.201 |
4.153 |
| S1 |
4.046 |
4.046 |
4.205 |
3.951 |
| S2 |
3.856 |
3.856 |
4.174 |
|
| S3 |
3.511 |
3.701 |
4.142 |
|
| S4 |
3.166 |
3.356 |
4.047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.261 |
3.750 |
0.511 |
13.6% |
0.170 |
4.5% |
1% |
False |
True |
18,986 |
| 10 |
4.475 |
3.750 |
0.725 |
19.3% |
0.180 |
4.8% |
1% |
False |
True |
17,075 |
| 20 |
4.716 |
3.750 |
0.966 |
25.7% |
0.215 |
5.7% |
1% |
False |
True |
20,378 |
| 40 |
4.830 |
3.728 |
1.102 |
29.3% |
0.235 |
6.3% |
3% |
False |
False |
14,497 |
| 60 |
4.830 |
3.596 |
1.234 |
32.8% |
0.205 |
5.4% |
13% |
False |
False |
10,742 |
| 80 |
4.860 |
3.596 |
1.264 |
33.6% |
0.199 |
5.3% |
13% |
False |
False |
8,521 |
| 100 |
5.361 |
3.596 |
1.765 |
47.0% |
0.193 |
5.1% |
9% |
False |
False |
7,122 |
| 120 |
6.091 |
3.596 |
2.495 |
66.4% |
0.193 |
5.1% |
6% |
False |
False |
6,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.748 |
|
2.618 |
4.437 |
|
1.618 |
4.247 |
|
1.000 |
4.130 |
|
0.618 |
4.057 |
|
HIGH |
3.940 |
|
0.618 |
3.867 |
|
0.500 |
3.845 |
|
0.382 |
3.823 |
|
LOW |
3.750 |
|
0.618 |
3.633 |
|
1.000 |
3.560 |
|
1.618 |
3.443 |
|
2.618 |
3.253 |
|
4.250 |
2.943 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.845 |
3.946 |
| PP |
3.816 |
3.883 |
| S1 |
3.786 |
3.820 |
|