NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.802 |
3.686 |
-0.116 |
-3.1% |
3.819 |
| High |
3.835 |
3.696 |
-0.139 |
-3.6% |
4.045 |
| Low |
3.608 |
3.459 |
-0.149 |
-4.1% |
3.665 |
| Close |
3.687 |
3.548 |
-0.139 |
-3.8% |
3.861 |
| Range |
0.227 |
0.237 |
0.010 |
4.4% |
0.380 |
| ATR |
0.214 |
0.215 |
0.002 |
0.8% |
0.000 |
| Volume |
49,776 |
72,828 |
23,052 |
46.3% |
303,952 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.279 |
4.150 |
3.678 |
|
| R3 |
4.042 |
3.913 |
3.613 |
|
| R2 |
3.805 |
3.805 |
3.591 |
|
| R1 |
3.676 |
3.676 |
3.570 |
3.622 |
| PP |
3.568 |
3.568 |
3.568 |
3.541 |
| S1 |
3.439 |
3.439 |
3.526 |
3.385 |
| S2 |
3.331 |
3.331 |
3.505 |
|
| S3 |
3.094 |
3.202 |
3.483 |
|
| S4 |
2.857 |
2.965 |
3.418 |
|
|
| 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 |
4.044 |
3.459 |
0.585 |
16.5% |
0.225 |
6.3% |
15% |
False |
True |
62,106 |
| 10 |
4.045 |
3.400 |
0.645 |
18.2% |
0.245 |
6.9% |
23% |
False |
False |
64,329 |
| 20 |
4.045 |
3.366 |
0.679 |
19.1% |
0.200 |
5.6% |
27% |
False |
False |
46,799 |
| 40 |
4.716 |
3.366 |
1.350 |
38.0% |
0.211 |
5.9% |
13% |
False |
False |
33,425 |
| 60 |
4.830 |
3.366 |
1.464 |
41.3% |
0.225 |
6.3% |
12% |
False |
False |
24,995 |
| 80 |
4.830 |
3.366 |
1.464 |
41.3% |
0.202 |
5.7% |
12% |
False |
False |
19,488 |
| 100 |
4.860 |
3.366 |
1.494 |
42.1% |
0.198 |
5.6% |
12% |
False |
False |
15,960 |
| 120 |
5.392 |
3.366 |
2.026 |
57.1% |
0.195 |
5.5% |
9% |
False |
False |
13,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.703 |
|
2.618 |
4.316 |
|
1.618 |
4.079 |
|
1.000 |
3.933 |
|
0.618 |
3.842 |
|
HIGH |
3.696 |
|
0.618 |
3.605 |
|
0.500 |
3.578 |
|
0.382 |
3.550 |
|
LOW |
3.459 |
|
0.618 |
3.313 |
|
1.000 |
3.222 |
|
1.618 |
3.076 |
|
2.618 |
2.839 |
|
4.250 |
2.452 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.578 |
3.652 |
| PP |
3.568 |
3.617 |
| S1 |
3.558 |
3.583 |
|