NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.686 |
3.518 |
-0.168 |
-4.6% |
3.819 |
| High |
3.696 |
3.769 |
0.073 |
2.0% |
4.045 |
| Low |
3.459 |
3.499 |
0.040 |
1.2% |
3.665 |
| Close |
3.548 |
3.743 |
0.195 |
5.5% |
3.861 |
| Range |
0.237 |
0.270 |
0.033 |
13.9% |
0.380 |
| ATR |
0.215 |
0.219 |
0.004 |
1.8% |
0.000 |
| Volume |
72,828 |
86,648 |
13,820 |
19.0% |
303,952 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.480 |
4.382 |
3.892 |
|
| R3 |
4.210 |
4.112 |
3.817 |
|
| R2 |
3.940 |
3.940 |
3.793 |
|
| R1 |
3.842 |
3.842 |
3.768 |
3.891 |
| PP |
3.670 |
3.670 |
3.670 |
3.695 |
| S1 |
3.572 |
3.572 |
3.718 |
3.621 |
| S2 |
3.400 |
3.400 |
3.694 |
|
| S3 |
3.130 |
3.302 |
3.669 |
|
| S4 |
2.860 |
3.032 |
3.595 |
|
|
| 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 |
3.870 |
3.459 |
0.411 |
11.0% |
0.207 |
5.5% |
69% |
False |
False |
69,112 |
| 10 |
4.045 |
3.459 |
0.586 |
15.7% |
0.230 |
6.1% |
48% |
False |
False |
64,761 |
| 20 |
4.045 |
3.366 |
0.679 |
18.1% |
0.204 |
5.5% |
56% |
False |
False |
49,988 |
| 40 |
4.716 |
3.366 |
1.350 |
36.1% |
0.210 |
5.6% |
28% |
False |
False |
35,183 |
| 60 |
4.830 |
3.366 |
1.464 |
39.1% |
0.225 |
6.0% |
26% |
False |
False |
26,328 |
| 80 |
4.830 |
3.366 |
1.464 |
39.1% |
0.205 |
5.5% |
26% |
False |
False |
20,553 |
| 100 |
4.860 |
3.366 |
1.494 |
39.9% |
0.200 |
5.3% |
25% |
False |
False |
16,814 |
| 120 |
5.361 |
3.366 |
1.995 |
53.3% |
0.195 |
5.2% |
19% |
False |
False |
14,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.917 |
|
2.618 |
4.476 |
|
1.618 |
4.206 |
|
1.000 |
4.039 |
|
0.618 |
3.936 |
|
HIGH |
3.769 |
|
0.618 |
3.666 |
|
0.500 |
3.634 |
|
0.382 |
3.602 |
|
LOW |
3.499 |
|
0.618 |
3.332 |
|
1.000 |
3.229 |
|
1.618 |
3.062 |
|
2.618 |
2.792 |
|
4.250 |
2.352 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.707 |
3.711 |
| PP |
3.670 |
3.679 |
| S1 |
3.634 |
3.647 |
|