NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.435 |
3.756 |
0.321 |
9.3% |
3.440 |
| High |
3.825 |
3.926 |
0.101 |
2.6% |
3.926 |
| Low |
3.400 |
3.690 |
0.290 |
8.5% |
3.366 |
| Close |
3.813 |
3.816 |
0.003 |
0.1% |
3.816 |
| Range |
0.425 |
0.236 |
-0.189 |
-44.5% |
0.560 |
| ATR |
0.206 |
0.208 |
0.002 |
1.0% |
0.000 |
| Volume |
82,325 |
76,474 |
-5,851 |
-7.1% |
270,743 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.519 |
4.403 |
3.946 |
|
| R3 |
4.283 |
4.167 |
3.881 |
|
| R2 |
4.047 |
4.047 |
3.859 |
|
| R1 |
3.931 |
3.931 |
3.838 |
3.989 |
| PP |
3.811 |
3.811 |
3.811 |
3.840 |
| S1 |
3.695 |
3.695 |
3.794 |
3.753 |
| S2 |
3.575 |
3.575 |
3.773 |
|
| S3 |
3.339 |
3.459 |
3.751 |
|
| S4 |
3.103 |
3.223 |
3.686 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.383 |
5.159 |
4.124 |
|
| R3 |
4.823 |
4.599 |
3.970 |
|
| R2 |
4.263 |
4.263 |
3.919 |
|
| R1 |
4.039 |
4.039 |
3.867 |
4.151 |
| PP |
3.703 |
3.703 |
3.703 |
3.759 |
| S1 |
3.479 |
3.479 |
3.765 |
3.591 |
| S2 |
3.143 |
3.143 |
3.713 |
|
| S3 |
2.583 |
2.919 |
3.662 |
|
| S4 |
2.023 |
2.359 |
3.508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.926 |
3.366 |
0.560 |
14.7% |
0.244 |
6.4% |
80% |
True |
False |
54,148 |
| 10 |
3.926 |
3.366 |
0.560 |
14.7% |
0.194 |
5.1% |
80% |
True |
False |
40,576 |
| 20 |
4.355 |
3.366 |
0.989 |
25.9% |
0.182 |
4.8% |
46% |
False |
False |
29,189 |
| 40 |
4.716 |
3.366 |
1.350 |
35.4% |
0.219 |
5.7% |
33% |
False |
False |
23,071 |
| 60 |
4.830 |
3.366 |
1.464 |
38.4% |
0.216 |
5.7% |
31% |
False |
False |
17,361 |
| 80 |
4.830 |
3.366 |
1.464 |
38.4% |
0.198 |
5.2% |
31% |
False |
False |
13,609 |
| 100 |
4.860 |
3.366 |
1.494 |
39.2% |
0.196 |
5.1% |
30% |
False |
False |
11,269 |
| 120 |
5.392 |
3.366 |
2.026 |
53.1% |
0.194 |
5.1% |
22% |
False |
False |
9,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.929 |
|
2.618 |
4.544 |
|
1.618 |
4.308 |
|
1.000 |
4.162 |
|
0.618 |
4.072 |
|
HIGH |
3.926 |
|
0.618 |
3.836 |
|
0.500 |
3.808 |
|
0.382 |
3.780 |
|
LOW |
3.690 |
|
0.618 |
3.544 |
|
1.000 |
3.454 |
|
1.618 |
3.308 |
|
2.618 |
3.072 |
|
4.250 |
2.687 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.813 |
3.765 |
| PP |
3.811 |
3.714 |
| S1 |
3.808 |
3.663 |
|