NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.703 |
3.844 |
0.141 |
3.8% |
3.819 |
| High |
3.870 |
3.844 |
-0.026 |
-0.7% |
4.045 |
| Low |
3.690 |
3.721 |
0.031 |
0.8% |
3.665 |
| Close |
3.861 |
3.768 |
-0.093 |
-2.4% |
3.861 |
| Range |
0.180 |
0.123 |
-0.057 |
-31.7% |
0.380 |
| ATR |
0.218 |
0.213 |
-0.006 |
-2.6% |
0.000 |
| Volume |
78,370 |
57,940 |
-20,430 |
-26.1% |
303,952 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.147 |
4.080 |
3.836 |
|
| R3 |
4.024 |
3.957 |
3.802 |
|
| R2 |
3.901 |
3.901 |
3.791 |
|
| R1 |
3.834 |
3.834 |
3.779 |
3.806 |
| PP |
3.778 |
3.778 |
3.778 |
3.764 |
| S1 |
3.711 |
3.711 |
3.757 |
3.683 |
| S2 |
3.655 |
3.655 |
3.745 |
|
| S3 |
3.532 |
3.588 |
3.734 |
|
| S4 |
3.409 |
3.465 |
3.700 |
|
|
| 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 |
3.688 |
0.357 |
9.5% |
0.213 |
5.7% |
22% |
False |
False |
61,501 |
| 10 |
4.045 |
3.400 |
0.645 |
17.1% |
0.242 |
6.4% |
57% |
False |
False |
61,186 |
| 20 |
4.142 |
3.366 |
0.776 |
20.6% |
0.193 |
5.1% |
52% |
False |
False |
42,831 |
| 40 |
4.716 |
3.366 |
1.350 |
35.8% |
0.214 |
5.7% |
30% |
False |
False |
30,982 |
| 60 |
4.830 |
3.366 |
1.464 |
38.9% |
0.223 |
5.9% |
27% |
False |
False |
23,107 |
| 80 |
4.830 |
3.366 |
1.464 |
38.9% |
0.200 |
5.3% |
27% |
False |
False |
18,003 |
| 100 |
4.860 |
3.366 |
1.494 |
39.6% |
0.197 |
5.2% |
27% |
False |
False |
14,784 |
| 120 |
5.392 |
3.366 |
2.026 |
53.8% |
0.194 |
5.2% |
20% |
False |
False |
12,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.367 |
|
2.618 |
4.166 |
|
1.618 |
4.043 |
|
1.000 |
3.967 |
|
0.618 |
3.920 |
|
HIGH |
3.844 |
|
0.618 |
3.797 |
|
0.500 |
3.783 |
|
0.382 |
3.768 |
|
LOW |
3.721 |
|
0.618 |
3.645 |
|
1.000 |
3.598 |
|
1.618 |
3.522 |
|
2.618 |
3.399 |
|
4.250 |
3.198 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.783 |
3.866 |
| PP |
3.778 |
3.833 |
| S1 |
3.773 |
3.801 |
|