NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.756 |
3.819 |
0.063 |
1.7% |
3.440 |
| High |
3.926 |
3.925 |
-0.001 |
0.0% |
3.926 |
| Low |
3.690 |
3.665 |
-0.025 |
-0.7% |
3.366 |
| Close |
3.816 |
3.838 |
0.022 |
0.6% |
3.816 |
| Range |
0.236 |
0.260 |
0.024 |
10.2% |
0.560 |
| ATR |
0.208 |
0.212 |
0.004 |
1.8% |
0.000 |
| Volume |
76,474 |
54,384 |
-22,090 |
-28.9% |
270,743 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.589 |
4.474 |
3.981 |
|
| R3 |
4.329 |
4.214 |
3.910 |
|
| R2 |
4.069 |
4.069 |
3.886 |
|
| R1 |
3.954 |
3.954 |
3.862 |
4.012 |
| PP |
3.809 |
3.809 |
3.809 |
3.838 |
| S1 |
3.694 |
3.694 |
3.814 |
3.752 |
| S2 |
3.549 |
3.549 |
3.790 |
|
| S3 |
3.289 |
3.434 |
3.767 |
|
| S4 |
3.029 |
3.174 |
3.695 |
|
|
| 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 |
3.400 |
0.526 |
13.7% |
0.271 |
7.1% |
83% |
False |
False |
60,870 |
| 10 |
3.926 |
3.366 |
0.560 |
14.6% |
0.194 |
5.0% |
84% |
False |
False |
43,444 |
| 20 |
4.261 |
3.366 |
0.895 |
23.3% |
0.183 |
4.8% |
53% |
False |
False |
31,371 |
| 40 |
4.716 |
3.366 |
1.350 |
35.2% |
0.222 |
5.8% |
35% |
False |
False |
24,267 |
| 60 |
4.830 |
3.366 |
1.464 |
38.1% |
0.218 |
5.7% |
32% |
False |
False |
18,212 |
| 80 |
4.830 |
3.366 |
1.464 |
38.1% |
0.196 |
5.1% |
32% |
False |
False |
14,267 |
| 100 |
4.860 |
3.366 |
1.494 |
38.9% |
0.197 |
5.1% |
32% |
False |
False |
11,795 |
| 120 |
5.392 |
3.366 |
2.026 |
52.8% |
0.194 |
5.1% |
23% |
False |
False |
10,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.030 |
|
2.618 |
4.606 |
|
1.618 |
4.346 |
|
1.000 |
4.185 |
|
0.618 |
4.086 |
|
HIGH |
3.925 |
|
0.618 |
3.826 |
|
0.500 |
3.795 |
|
0.382 |
3.764 |
|
LOW |
3.665 |
|
0.618 |
3.504 |
|
1.000 |
3.405 |
|
1.618 |
3.244 |
|
2.618 |
2.984 |
|
4.250 |
2.560 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.824 |
3.780 |
| PP |
3.809 |
3.721 |
| S1 |
3.795 |
3.663 |
|