NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.622 |
3.454 |
-0.168 |
-4.6% |
4.182 |
| High |
3.652 |
3.543 |
-0.109 |
-3.0% |
4.229 |
| Low |
3.505 |
3.454 |
-0.051 |
-1.5% |
3.747 |
| Close |
3.558 |
3.478 |
-0.080 |
-2.2% |
3.750 |
| Range |
0.147 |
0.089 |
-0.058 |
-39.5% |
0.482 |
| ATR |
0.204 |
0.197 |
-0.007 |
-3.5% |
0.000 |
| Volume |
25,614 |
29,991 |
4,377 |
17.1% |
103,405 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.759 |
3.707 |
3.527 |
|
| R3 |
3.670 |
3.618 |
3.502 |
|
| R2 |
3.581 |
3.581 |
3.494 |
|
| R1 |
3.529 |
3.529 |
3.486 |
3.555 |
| PP |
3.492 |
3.492 |
3.492 |
3.505 |
| S1 |
3.440 |
3.440 |
3.470 |
3.466 |
| S2 |
3.403 |
3.403 |
3.462 |
|
| S3 |
3.314 |
3.351 |
3.454 |
|
| S4 |
3.225 |
3.262 |
3.429 |
|
|
| 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 |
3.940 |
3.454 |
0.486 |
14.0% |
0.155 |
4.4% |
5% |
False |
True |
25,407 |
| 10 |
4.261 |
3.454 |
0.807 |
23.2% |
0.164 |
4.7% |
3% |
False |
True |
21,901 |
| 20 |
4.716 |
3.454 |
1.262 |
36.3% |
0.204 |
5.9% |
2% |
False |
True |
21,091 |
| 40 |
4.830 |
3.454 |
1.376 |
39.6% |
0.228 |
6.6% |
2% |
False |
True |
16,288 |
| 60 |
4.830 |
3.454 |
1.376 |
39.6% |
0.204 |
5.9% |
2% |
False |
True |
12,275 |
| 80 |
4.860 |
3.454 |
1.406 |
40.4% |
0.199 |
5.7% |
2% |
False |
True |
9,695 |
| 100 |
4.860 |
3.454 |
1.406 |
40.4% |
0.191 |
5.5% |
2% |
False |
True |
8,104 |
| 120 |
5.490 |
3.454 |
2.036 |
58.5% |
0.191 |
5.5% |
1% |
False |
True |
6,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.921 |
|
2.618 |
3.776 |
|
1.618 |
3.687 |
|
1.000 |
3.632 |
|
0.618 |
3.598 |
|
HIGH |
3.543 |
|
0.618 |
3.509 |
|
0.500 |
3.499 |
|
0.382 |
3.488 |
|
LOW |
3.454 |
|
0.618 |
3.399 |
|
1.000 |
3.365 |
|
1.618 |
3.310 |
|
2.618 |
3.221 |
|
4.250 |
3.076 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.499 |
3.609 |
| PP |
3.492 |
3.565 |
| S1 |
3.485 |
3.522 |
|