NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 03-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
03-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.939 |
3.798 |
-0.141 |
-3.6% |
4.182 |
| High |
3.940 |
3.834 |
-0.106 |
-2.7% |
4.229 |
| Low |
3.750 |
3.747 |
-0.003 |
-0.1% |
3.747 |
| Close |
3.757 |
3.750 |
-0.007 |
-0.2% |
3.750 |
| Range |
0.190 |
0.087 |
-0.103 |
-54.2% |
0.482 |
| ATR |
0.214 |
0.205 |
-0.009 |
-4.2% |
0.000 |
| Volume |
22,868 |
22,868 |
0 |
0.0% |
103,405 |
|
| Daily Pivots for day following 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.038 |
3.981 |
3.798 |
|
| R3 |
3.951 |
3.894 |
3.774 |
|
| R2 |
3.864 |
3.864 |
3.766 |
|
| R1 |
3.807 |
3.807 |
3.758 |
3.792 |
| PP |
3.777 |
3.777 |
3.777 |
3.770 |
| S1 |
3.720 |
3.720 |
3.742 |
3.705 |
| S2 |
3.690 |
3.690 |
3.734 |
|
| S3 |
3.603 |
3.633 |
3.726 |
|
| S4 |
3.516 |
3.546 |
3.702 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.355 |
5.034 |
4.015 |
|
| R3 |
4.873 |
4.552 |
3.883 |
|
| R2 |
4.391 |
4.391 |
3.838 |
|
| R1 |
4.070 |
4.070 |
3.794 |
3.990 |
| PP |
3.909 |
3.909 |
3.909 |
3.868 |
| S1 |
3.588 |
3.588 |
3.706 |
3.508 |
| S2 |
3.427 |
3.427 |
3.662 |
|
| S3 |
2.945 |
3.106 |
3.617 |
|
| S4 |
2.463 |
2.624 |
3.485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.229 |
3.747 |
0.482 |
12.9% |
0.147 |
3.9% |
1% |
False |
True |
20,681 |
| 10 |
4.355 |
3.747 |
0.608 |
16.2% |
0.171 |
4.6% |
0% |
False |
True |
17,802 |
| 20 |
4.716 |
3.747 |
0.969 |
25.8% |
0.207 |
5.5% |
0% |
False |
True |
20,753 |
| 40 |
4.830 |
3.728 |
1.102 |
29.4% |
0.230 |
6.1% |
2% |
False |
False |
14,915 |
| 60 |
4.830 |
3.596 |
1.234 |
32.9% |
0.204 |
5.4% |
12% |
False |
False |
11,057 |
| 80 |
4.860 |
3.596 |
1.264 |
33.7% |
0.199 |
5.3% |
12% |
False |
False |
8,782 |
| 100 |
5.210 |
3.596 |
1.614 |
43.0% |
0.191 |
5.1% |
10% |
False |
False |
7,338 |
| 120 |
5.950 |
3.596 |
2.354 |
62.8% |
0.192 |
5.1% |
7% |
False |
False |
6,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.204 |
|
2.618 |
4.062 |
|
1.618 |
3.975 |
|
1.000 |
3.921 |
|
0.618 |
3.888 |
|
HIGH |
3.834 |
|
0.618 |
3.801 |
|
0.500 |
3.791 |
|
0.382 |
3.780 |
|
LOW |
3.747 |
|
0.618 |
3.693 |
|
1.000 |
3.660 |
|
1.618 |
3.606 |
|
2.618 |
3.519 |
|
4.250 |
3.377 |
|
|
| Fisher Pivots for day following 03-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.791 |
3.894 |
| PP |
3.777 |
3.846 |
| S1 |
3.764 |
3.798 |
|