NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.763 |
3.622 |
-0.141 |
-3.7% |
4.182 |
| High |
3.763 |
3.652 |
-0.111 |
-2.9% |
4.229 |
| Low |
3.503 |
3.505 |
0.002 |
0.1% |
3.747 |
| Close |
3.622 |
3.558 |
-0.064 |
-1.8% |
3.750 |
| Range |
0.260 |
0.147 |
-0.113 |
-43.5% |
0.482 |
| ATR |
0.209 |
0.204 |
-0.004 |
-2.1% |
0.000 |
| Volume |
25,697 |
25,614 |
-83 |
-0.3% |
103,405 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.932 |
3.639 |
|
| R3 |
3.866 |
3.785 |
3.598 |
|
| R2 |
3.719 |
3.719 |
3.585 |
|
| R1 |
3.638 |
3.638 |
3.571 |
3.605 |
| PP |
3.572 |
3.572 |
3.572 |
3.555 |
| S1 |
3.491 |
3.491 |
3.545 |
3.458 |
| S2 |
3.425 |
3.425 |
3.531 |
|
| S3 |
3.278 |
3.344 |
3.518 |
|
| S4 |
3.131 |
3.197 |
3.477 |
|
|
| 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 |
4.040 |
3.503 |
0.537 |
15.1% |
0.163 |
4.6% |
10% |
False |
False |
24,554 |
| 10 |
4.261 |
3.503 |
0.758 |
21.3% |
0.171 |
4.8% |
7% |
False |
False |
20,213 |
| 20 |
4.716 |
3.503 |
1.213 |
34.1% |
0.210 |
5.9% |
5% |
False |
False |
20,838 |
| 40 |
4.830 |
3.503 |
1.327 |
37.3% |
0.232 |
6.5% |
4% |
False |
False |
15,761 |
| 60 |
4.830 |
3.503 |
1.327 |
37.3% |
0.205 |
5.8% |
4% |
False |
False |
11,820 |
| 80 |
4.860 |
3.503 |
1.357 |
38.1% |
0.200 |
5.6% |
4% |
False |
False |
9,338 |
| 100 |
5.029 |
3.503 |
1.526 |
42.9% |
0.191 |
5.4% |
4% |
False |
False |
7,822 |
| 120 |
5.530 |
3.503 |
2.027 |
57.0% |
0.192 |
5.4% |
3% |
False |
False |
6,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.277 |
|
2.618 |
4.037 |
|
1.618 |
3.890 |
|
1.000 |
3.799 |
|
0.618 |
3.743 |
|
HIGH |
3.652 |
|
0.618 |
3.596 |
|
0.500 |
3.579 |
|
0.382 |
3.561 |
|
LOW |
3.505 |
|
0.618 |
3.414 |
|
1.000 |
3.358 |
|
1.618 |
3.267 |
|
2.618 |
3.120 |
|
4.250 |
2.880 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.579 |
3.669 |
| PP |
3.572 |
3.632 |
| S1 |
3.565 |
3.595 |
|