NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.482 |
3.615 |
0.133 |
3.8% |
3.763 |
| High |
3.614 |
3.667 |
0.053 |
1.5% |
3.763 |
| Low |
3.445 |
3.404 |
-0.041 |
-1.2% |
3.454 |
| Close |
3.571 |
3.433 |
-0.138 |
-3.9% |
3.494 |
| Range |
0.169 |
0.263 |
0.094 |
55.6% |
0.309 |
| ATR |
0.183 |
0.189 |
0.006 |
3.1% |
0.000 |
| Volume |
43,116 |
48,055 |
4,939 |
11.5% |
135,017 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.290 |
4.125 |
3.578 |
|
| R3 |
4.027 |
3.862 |
3.505 |
|
| R2 |
3.764 |
3.764 |
3.481 |
|
| R1 |
3.599 |
3.599 |
3.457 |
3.550 |
| PP |
3.501 |
3.501 |
3.501 |
3.477 |
| S1 |
3.336 |
3.336 |
3.409 |
3.287 |
| S2 |
3.238 |
3.238 |
3.385 |
|
| S3 |
2.975 |
3.073 |
3.361 |
|
| S4 |
2.712 |
2.810 |
3.288 |
|
|
| 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 |
3.667 |
3.366 |
0.301 |
8.8% |
0.156 |
4.5% |
22% |
True |
False |
33,131 |
| 10 |
3.940 |
3.366 |
0.574 |
16.7% |
0.155 |
4.5% |
12% |
False |
False |
29,269 |
| 20 |
4.624 |
3.366 |
1.258 |
36.6% |
0.170 |
5.0% |
5% |
False |
False |
23,093 |
| 40 |
4.716 |
3.366 |
1.350 |
39.3% |
0.219 |
6.4% |
5% |
False |
False |
19,400 |
| 60 |
4.830 |
3.366 |
1.464 |
42.6% |
0.208 |
6.1% |
5% |
False |
False |
14,823 |
| 80 |
4.858 |
3.366 |
1.492 |
43.5% |
0.193 |
5.6% |
4% |
False |
False |
11,654 |
| 100 |
4.860 |
3.366 |
1.494 |
43.5% |
0.192 |
5.6% |
4% |
False |
False |
9,703 |
| 120 |
5.392 |
3.366 |
2.026 |
59.0% |
0.190 |
5.5% |
3% |
False |
False |
8,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.785 |
|
2.618 |
4.356 |
|
1.618 |
4.093 |
|
1.000 |
3.930 |
|
0.618 |
3.830 |
|
HIGH |
3.667 |
|
0.618 |
3.567 |
|
0.500 |
3.536 |
|
0.382 |
3.504 |
|
LOW |
3.404 |
|
0.618 |
3.241 |
|
1.000 |
3.141 |
|
1.618 |
2.978 |
|
2.618 |
2.715 |
|
4.250 |
2.286 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.536 |
3.517 |
| PP |
3.501 |
3.489 |
| S1 |
3.467 |
3.461 |
|