NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.955 |
3.703 |
-0.252 |
-6.4% |
3.819 |
| High |
4.044 |
3.870 |
-0.174 |
-4.3% |
4.045 |
| Low |
3.688 |
3.690 |
0.002 |
0.1% |
3.665 |
| Close |
3.710 |
3.861 |
0.151 |
4.1% |
3.861 |
| Range |
0.356 |
0.180 |
-0.176 |
-49.4% |
0.380 |
| ATR |
0.221 |
0.218 |
-0.003 |
-1.3% |
0.000 |
| Volume |
51,617 |
78,370 |
26,753 |
51.8% |
303,952 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.347 |
4.284 |
3.960 |
|
| R3 |
4.167 |
4.104 |
3.911 |
|
| R2 |
3.987 |
3.987 |
3.894 |
|
| R1 |
3.924 |
3.924 |
3.878 |
3.956 |
| PP |
3.807 |
3.807 |
3.807 |
3.823 |
| S1 |
3.744 |
3.744 |
3.845 |
3.776 |
| S2 |
3.627 |
3.627 |
3.828 |
|
| S3 |
3.447 |
3.564 |
3.812 |
|
| S4 |
3.267 |
3.384 |
3.762 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.997 |
4.809 |
4.070 |
|
| R3 |
4.617 |
4.429 |
3.966 |
|
| R2 |
4.237 |
4.237 |
3.931 |
|
| R1 |
4.049 |
4.049 |
3.896 |
4.143 |
| PP |
3.857 |
3.857 |
3.857 |
3.904 |
| S1 |
3.669 |
3.669 |
3.826 |
3.763 |
| S2 |
3.477 |
3.477 |
3.791 |
|
| S3 |
3.097 |
3.289 |
3.757 |
|
| S4 |
2.717 |
2.909 |
3.652 |
|
|
| 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 |
9.8% |
0.241 |
6.2% |
52% |
False |
False |
60,790 |
| 10 |
4.045 |
3.366 |
0.679 |
17.6% |
0.242 |
6.3% |
73% |
False |
False |
57,469 |
| 20 |
4.229 |
3.366 |
0.863 |
22.4% |
0.194 |
5.0% |
57% |
False |
False |
40,655 |
| 40 |
4.716 |
3.366 |
1.350 |
35.0% |
0.221 |
5.7% |
37% |
False |
False |
29,779 |
| 60 |
4.830 |
3.366 |
1.464 |
37.9% |
0.225 |
5.8% |
34% |
False |
False |
22,210 |
| 80 |
4.830 |
3.366 |
1.464 |
37.9% |
0.200 |
5.2% |
34% |
False |
False |
17,299 |
| 100 |
4.860 |
3.366 |
1.494 |
38.7% |
0.198 |
5.1% |
33% |
False |
False |
14,228 |
| 120 |
5.392 |
3.366 |
2.026 |
52.5% |
0.194 |
5.0% |
24% |
False |
False |
12,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.635 |
|
2.618 |
4.341 |
|
1.618 |
4.161 |
|
1.000 |
4.050 |
|
0.618 |
3.981 |
|
HIGH |
3.870 |
|
0.618 |
3.801 |
|
0.500 |
3.780 |
|
0.382 |
3.759 |
|
LOW |
3.690 |
|
0.618 |
3.579 |
|
1.000 |
3.510 |
|
1.618 |
3.399 |
|
2.618 |
3.219 |
|
4.250 |
2.925 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.834 |
3.867 |
| PP |
3.807 |
3.865 |
| S1 |
3.780 |
3.863 |
|