NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.539 |
3.440 |
-0.099 |
-2.8% |
3.763 |
| High |
3.561 |
3.492 |
-0.069 |
-1.9% |
3.763 |
| Low |
3.470 |
3.366 |
-0.104 |
-3.0% |
3.454 |
| Close |
3.494 |
3.402 |
-0.092 |
-2.6% |
3.494 |
| Range |
0.091 |
0.126 |
0.035 |
38.5% |
0.309 |
| ATR |
0.185 |
0.181 |
-0.004 |
-2.2% |
0.000 |
| Volume |
28,866 |
20,773 |
-8,093 |
-28.0% |
135,017 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.798 |
3.726 |
3.471 |
|
| R3 |
3.672 |
3.600 |
3.437 |
|
| R2 |
3.546 |
3.546 |
3.425 |
|
| R1 |
3.474 |
3.474 |
3.414 |
3.447 |
| PP |
3.420 |
3.420 |
3.420 |
3.407 |
| S1 |
3.348 |
3.348 |
3.390 |
3.321 |
| S2 |
3.294 |
3.294 |
3.379 |
|
| S3 |
3.168 |
3.222 |
3.367 |
|
| S4 |
3.042 |
3.096 |
3.333 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.497 |
4.305 |
3.664 |
|
| R3 |
4.188 |
3.996 |
3.579 |
|
| R2 |
3.879 |
3.879 |
3.551 |
|
| R1 |
3.687 |
3.687 |
3.522 |
3.629 |
| PP |
3.570 |
3.570 |
3.570 |
3.541 |
| S1 |
3.378 |
3.378 |
3.466 |
3.320 |
| S2 |
3.261 |
3.261 |
3.437 |
|
| S3 |
2.952 |
3.069 |
3.409 |
|
| S4 |
2.643 |
2.760 |
3.324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.652 |
3.366 |
0.286 |
8.4% |
0.117 |
3.4% |
13% |
False |
True |
26,018 |
| 10 |
4.142 |
3.366 |
0.776 |
22.8% |
0.144 |
4.2% |
5% |
False |
True |
24,477 |
| 20 |
4.716 |
3.366 |
1.350 |
39.7% |
0.176 |
5.2% |
3% |
False |
True |
20,592 |
| 40 |
4.716 |
3.366 |
1.350 |
39.7% |
0.220 |
6.5% |
3% |
False |
True |
17,363 |
| 60 |
4.830 |
3.366 |
1.464 |
43.0% |
0.203 |
6.0% |
2% |
False |
True |
13,382 |
| 80 |
4.858 |
3.366 |
1.492 |
43.9% |
0.191 |
5.6% |
2% |
False |
True |
10,573 |
| 100 |
4.860 |
3.366 |
1.494 |
43.9% |
0.190 |
5.6% |
2% |
False |
True |
8,815 |
| 120 |
5.392 |
3.366 |
2.026 |
59.6% |
0.190 |
5.6% |
2% |
False |
True |
7,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.028 |
|
2.618 |
3.822 |
|
1.618 |
3.696 |
|
1.000 |
3.618 |
|
0.618 |
3.570 |
|
HIGH |
3.492 |
|
0.618 |
3.444 |
|
0.500 |
3.429 |
|
0.382 |
3.414 |
|
LOW |
3.366 |
|
0.618 |
3.288 |
|
1.000 |
3.240 |
|
1.618 |
3.162 |
|
2.618 |
3.036 |
|
4.250 |
2.831 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.429 |
3.488 |
| PP |
3.420 |
3.459 |
| S1 |
3.411 |
3.431 |
|