NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.839 |
3.817 |
-0.022 |
-0.6% |
3.440 |
| High |
3.888 |
4.045 |
0.157 |
4.0% |
3.926 |
| Low |
3.753 |
3.773 |
0.020 |
0.5% |
3.366 |
| Close |
3.846 |
3.940 |
0.094 |
2.4% |
3.816 |
| Range |
0.135 |
0.272 |
0.137 |
101.5% |
0.560 |
| ATR |
0.206 |
0.211 |
0.005 |
2.3% |
0.000 |
| Volume |
75,255 |
44,326 |
-30,929 |
-41.1% |
270,743 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.735 |
4.610 |
4.090 |
|
| R3 |
4.463 |
4.338 |
4.015 |
|
| R2 |
4.191 |
4.191 |
3.990 |
|
| R1 |
4.066 |
4.066 |
3.965 |
4.129 |
| PP |
3.919 |
3.919 |
3.919 |
3.951 |
| S1 |
3.794 |
3.794 |
3.915 |
3.857 |
| S2 |
3.647 |
3.647 |
3.890 |
|
| S3 |
3.375 |
3.522 |
3.865 |
|
| S4 |
3.103 |
3.250 |
3.790 |
|
|
| 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 |
4.045 |
3.400 |
0.645 |
16.4% |
0.266 |
6.7% |
84% |
True |
False |
66,552 |
| 10 |
4.045 |
3.366 |
0.679 |
17.2% |
0.211 |
5.4% |
85% |
True |
False |
49,842 |
| 20 |
4.261 |
3.366 |
0.895 |
22.7% |
0.187 |
4.8% |
64% |
False |
False |
35,871 |
| 40 |
4.716 |
3.366 |
1.350 |
34.3% |
0.225 |
5.7% |
43% |
False |
False |
26,955 |
| 60 |
4.830 |
3.366 |
1.464 |
37.2% |
0.221 |
5.6% |
39% |
False |
False |
20,152 |
| 80 |
4.830 |
3.366 |
1.464 |
37.2% |
0.197 |
5.0% |
39% |
False |
False |
15,712 |
| 100 |
4.860 |
3.366 |
1.494 |
37.9% |
0.196 |
5.0% |
38% |
False |
False |
12,950 |
| 120 |
5.392 |
3.366 |
2.026 |
51.4% |
0.194 |
4.9% |
28% |
False |
False |
11,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.201 |
|
2.618 |
4.757 |
|
1.618 |
4.485 |
|
1.000 |
4.317 |
|
0.618 |
4.213 |
|
HIGH |
4.045 |
|
0.618 |
3.941 |
|
0.500 |
3.909 |
|
0.382 |
3.877 |
|
LOW |
3.773 |
|
0.618 |
3.605 |
|
1.000 |
3.501 |
|
1.618 |
3.333 |
|
2.618 |
3.061 |
|
4.250 |
2.617 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.930 |
3.912 |
| PP |
3.919 |
3.883 |
| S1 |
3.909 |
3.855 |
|