NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.817 |
3.955 |
0.138 |
3.6% |
3.440 |
| High |
4.045 |
4.044 |
-0.001 |
0.0% |
3.926 |
| Low |
3.773 |
3.688 |
-0.085 |
-2.3% |
3.366 |
| Close |
3.940 |
3.710 |
-0.230 |
-5.8% |
3.816 |
| Range |
0.272 |
0.356 |
0.084 |
30.9% |
0.560 |
| ATR |
0.211 |
0.221 |
0.010 |
4.9% |
0.000 |
| Volume |
44,326 |
51,617 |
7,291 |
16.4% |
270,743 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.882 |
4.652 |
3.906 |
|
| R3 |
4.526 |
4.296 |
3.808 |
|
| R2 |
4.170 |
4.170 |
3.775 |
|
| R1 |
3.940 |
3.940 |
3.743 |
3.877 |
| PP |
3.814 |
3.814 |
3.814 |
3.783 |
| S1 |
3.584 |
3.584 |
3.677 |
3.521 |
| S2 |
3.458 |
3.458 |
3.645 |
|
| S3 |
3.102 |
3.228 |
3.612 |
|
| S4 |
2.746 |
2.872 |
3.514 |
|
|
| 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 |
3.665 |
0.380 |
10.2% |
0.252 |
6.8% |
12% |
False |
False |
60,411 |
| 10 |
4.045 |
3.366 |
0.679 |
18.3% |
0.233 |
6.3% |
51% |
False |
False |
52,519 |
| 20 |
4.261 |
3.366 |
0.895 |
24.1% |
0.195 |
5.3% |
38% |
False |
False |
37,457 |
| 40 |
4.716 |
3.366 |
1.350 |
36.4% |
0.224 |
6.0% |
25% |
False |
False |
28,098 |
| 60 |
4.830 |
3.366 |
1.464 |
39.5% |
0.224 |
6.0% |
23% |
False |
False |
20,983 |
| 80 |
4.830 |
3.366 |
1.464 |
39.5% |
0.199 |
5.4% |
23% |
False |
False |
16,348 |
| 100 |
4.860 |
3.366 |
1.494 |
40.3% |
0.198 |
5.3% |
23% |
False |
False |
13,455 |
| 120 |
5.392 |
3.366 |
2.026 |
54.6% |
0.195 |
5.2% |
17% |
False |
False |
11,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.557 |
|
2.618 |
4.976 |
|
1.618 |
4.620 |
|
1.000 |
4.400 |
|
0.618 |
4.264 |
|
HIGH |
4.044 |
|
0.618 |
3.908 |
|
0.500 |
3.866 |
|
0.382 |
3.824 |
|
LOW |
3.688 |
|
0.618 |
3.468 |
|
1.000 |
3.332 |
|
1.618 |
3.112 |
|
2.618 |
2.756 |
|
4.250 |
2.175 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.866 |
3.867 |
| PP |
3.814 |
3.814 |
| S1 |
3.762 |
3.762 |
|