NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.615 |
3.435 |
-0.180 |
-5.0% |
3.763 |
| High |
3.667 |
3.825 |
0.158 |
4.3% |
3.763 |
| Low |
3.404 |
3.400 |
-0.004 |
-0.1% |
3.454 |
| Close |
3.433 |
3.813 |
0.380 |
11.1% |
3.494 |
| Range |
0.263 |
0.425 |
0.162 |
61.6% |
0.309 |
| ATR |
0.189 |
0.206 |
0.017 |
8.9% |
0.000 |
| Volume |
48,055 |
82,325 |
34,270 |
71.3% |
135,017 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.954 |
4.809 |
4.047 |
|
| R3 |
4.529 |
4.384 |
3.930 |
|
| R2 |
4.104 |
4.104 |
3.891 |
|
| R1 |
3.959 |
3.959 |
3.852 |
4.032 |
| PP |
3.679 |
3.679 |
3.679 |
3.716 |
| S1 |
3.534 |
3.534 |
3.774 |
3.607 |
| S2 |
3.254 |
3.254 |
3.735 |
|
| S3 |
2.829 |
3.109 |
3.696 |
|
| S4 |
2.404 |
2.684 |
3.579 |
|
|
| 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 |
3.825 |
3.366 |
0.459 |
12.0% |
0.215 |
5.6% |
97% |
True |
False |
44,627 |
| 10 |
3.834 |
3.366 |
0.468 |
12.3% |
0.179 |
4.7% |
96% |
False |
False |
35,215 |
| 20 |
4.475 |
3.366 |
1.109 |
29.1% |
0.179 |
4.7% |
40% |
False |
False |
26,145 |
| 40 |
4.716 |
3.366 |
1.350 |
35.4% |
0.225 |
5.9% |
33% |
False |
False |
21,248 |
| 60 |
4.830 |
3.366 |
1.464 |
38.4% |
0.214 |
5.6% |
31% |
False |
False |
16,140 |
| 80 |
4.838 |
3.366 |
1.472 |
38.6% |
0.196 |
5.1% |
30% |
False |
False |
12,670 |
| 100 |
4.860 |
3.366 |
1.494 |
39.2% |
0.195 |
5.1% |
30% |
False |
False |
10,517 |
| 120 |
5.392 |
3.366 |
2.026 |
53.1% |
0.193 |
5.1% |
22% |
False |
False |
8,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.631 |
|
2.618 |
4.938 |
|
1.618 |
4.513 |
|
1.000 |
4.250 |
|
0.618 |
4.088 |
|
HIGH |
3.825 |
|
0.618 |
3.663 |
|
0.500 |
3.613 |
|
0.382 |
3.562 |
|
LOW |
3.400 |
|
0.618 |
3.137 |
|
1.000 |
2.975 |
|
1.618 |
2.712 |
|
2.618 |
2.287 |
|
4.250 |
1.594 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.746 |
3.746 |
| PP |
3.679 |
3.679 |
| S1 |
3.613 |
3.613 |
|