NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.454 |
3.510 |
0.056 |
1.6% |
4.182 |
| High |
3.543 |
3.610 |
0.067 |
1.9% |
4.229 |
| Low |
3.454 |
3.478 |
0.024 |
0.7% |
3.747 |
| Close |
3.478 |
3.526 |
0.048 |
1.4% |
3.750 |
| Range |
0.089 |
0.132 |
0.043 |
48.3% |
0.482 |
| ATR |
0.197 |
0.193 |
-0.005 |
-2.4% |
0.000 |
| Volume |
29,991 |
24,849 |
-5,142 |
-17.1% |
103,405 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.934 |
3.862 |
3.599 |
|
| R3 |
3.802 |
3.730 |
3.562 |
|
| R2 |
3.670 |
3.670 |
3.550 |
|
| R1 |
3.598 |
3.598 |
3.538 |
3.634 |
| PP |
3.538 |
3.538 |
3.538 |
3.556 |
| S1 |
3.466 |
3.466 |
3.514 |
3.502 |
| S2 |
3.406 |
3.406 |
3.502 |
|
| S3 |
3.274 |
3.334 |
3.490 |
|
| S4 |
3.142 |
3.202 |
3.453 |
|
|
| 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 |
3.834 |
3.454 |
0.380 |
10.8% |
0.143 |
4.1% |
19% |
False |
False |
25,803 |
| 10 |
4.261 |
3.454 |
0.807 |
22.9% |
0.157 |
4.4% |
9% |
False |
False |
22,394 |
| 20 |
4.716 |
3.454 |
1.262 |
35.8% |
0.192 |
5.4% |
6% |
False |
False |
20,968 |
| 40 |
4.716 |
3.454 |
1.262 |
35.8% |
0.224 |
6.4% |
6% |
False |
False |
16,698 |
| 60 |
4.830 |
3.454 |
1.376 |
39.0% |
0.205 |
5.8% |
5% |
False |
False |
12,635 |
| 80 |
4.860 |
3.454 |
1.406 |
39.9% |
0.199 |
5.6% |
5% |
False |
False |
9,985 |
| 100 |
4.860 |
3.454 |
1.406 |
39.9% |
0.191 |
5.4% |
5% |
False |
False |
8,346 |
| 120 |
5.392 |
3.454 |
1.938 |
55.0% |
0.191 |
5.4% |
4% |
False |
False |
7,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.171 |
|
2.618 |
3.956 |
|
1.618 |
3.824 |
|
1.000 |
3.742 |
|
0.618 |
3.692 |
|
HIGH |
3.610 |
|
0.618 |
3.560 |
|
0.500 |
3.544 |
|
0.382 |
3.528 |
|
LOW |
3.478 |
|
0.618 |
3.396 |
|
1.000 |
3.346 |
|
1.618 |
3.264 |
|
2.618 |
3.132 |
|
4.250 |
2.917 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.544 |
3.553 |
| PP |
3.538 |
3.544 |
| S1 |
3.532 |
3.535 |
|