NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.844 |
3.802 |
-0.042 |
-1.1% |
3.819 |
| High |
3.844 |
3.835 |
-0.009 |
-0.2% |
4.045 |
| Low |
3.721 |
3.608 |
-0.113 |
-3.0% |
3.665 |
| Close |
3.768 |
3.687 |
-0.081 |
-2.1% |
3.861 |
| Range |
0.123 |
0.227 |
0.104 |
84.6% |
0.380 |
| ATR |
0.213 |
0.214 |
0.001 |
0.5% |
0.000 |
| Volume |
57,940 |
49,776 |
-8,164 |
-14.1% |
303,952 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.391 |
4.266 |
3.812 |
|
| R3 |
4.164 |
4.039 |
3.749 |
|
| R2 |
3.937 |
3.937 |
3.729 |
|
| R1 |
3.812 |
3.812 |
3.708 |
3.761 |
| PP |
3.710 |
3.710 |
3.710 |
3.685 |
| S1 |
3.585 |
3.585 |
3.666 |
3.534 |
| S2 |
3.483 |
3.483 |
3.645 |
|
| S3 |
3.256 |
3.358 |
3.625 |
|
| S4 |
3.029 |
3.131 |
3.562 |
|
|
| 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 |
3.608 |
0.437 |
11.9% |
0.232 |
6.3% |
18% |
False |
True |
56,405 |
| 10 |
4.045 |
3.400 |
0.645 |
17.5% |
0.248 |
6.7% |
44% |
False |
False |
61,852 |
| 20 |
4.045 |
3.366 |
0.679 |
18.4% |
0.195 |
5.3% |
47% |
False |
False |
44,444 |
| 40 |
4.716 |
3.366 |
1.350 |
36.6% |
0.215 |
5.8% |
24% |
False |
False |
31,948 |
| 60 |
4.830 |
3.366 |
1.464 |
39.7% |
0.223 |
6.0% |
22% |
False |
False |
23,869 |
| 80 |
4.830 |
3.366 |
1.464 |
39.7% |
0.201 |
5.5% |
22% |
False |
False |
18,603 |
| 100 |
4.860 |
3.366 |
1.494 |
40.5% |
0.197 |
5.3% |
21% |
False |
False |
15,257 |
| 120 |
5.392 |
3.366 |
2.026 |
54.9% |
0.195 |
5.3% |
16% |
False |
False |
12,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.800 |
|
2.618 |
4.429 |
|
1.618 |
4.202 |
|
1.000 |
4.062 |
|
0.618 |
3.975 |
|
HIGH |
3.835 |
|
0.618 |
3.748 |
|
0.500 |
3.722 |
|
0.382 |
3.695 |
|
LOW |
3.608 |
|
0.618 |
3.468 |
|
1.000 |
3.381 |
|
1.618 |
3.241 |
|
2.618 |
3.014 |
|
4.250 |
2.643 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.722 |
3.739 |
| PP |
3.710 |
3.722 |
| S1 |
3.699 |
3.704 |
|