NYMEX Natural Gas Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.518 |
3.742 |
0.224 |
6.4% |
3.844 |
| High |
3.769 |
3.761 |
-0.008 |
-0.2% |
3.844 |
| Low |
3.499 |
3.550 |
0.051 |
1.5% |
3.459 |
| Close |
3.743 |
3.653 |
-0.090 |
-2.4% |
3.653 |
| Range |
0.270 |
0.211 |
-0.059 |
-21.9% |
0.385 |
| ATR |
0.219 |
0.219 |
-0.001 |
-0.3% |
0.000 |
| Volume |
86,648 |
95,093 |
8,445 |
9.7% |
362,285 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.288 |
4.181 |
3.769 |
|
| R3 |
4.077 |
3.970 |
3.711 |
|
| R2 |
3.866 |
3.866 |
3.692 |
|
| R1 |
3.759 |
3.759 |
3.672 |
3.707 |
| PP |
3.655 |
3.655 |
3.655 |
3.629 |
| S1 |
3.548 |
3.548 |
3.634 |
3.496 |
| S2 |
3.444 |
3.444 |
3.614 |
|
| S3 |
3.233 |
3.337 |
3.595 |
|
| S4 |
3.022 |
3.126 |
3.537 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.807 |
4.615 |
3.865 |
|
| R3 |
4.422 |
4.230 |
3.759 |
|
| R2 |
4.037 |
4.037 |
3.724 |
|
| R1 |
3.845 |
3.845 |
3.688 |
3.749 |
| PP |
3.652 |
3.652 |
3.652 |
3.604 |
| S1 |
3.460 |
3.460 |
3.618 |
3.364 |
| S2 |
3.267 |
3.267 |
3.582 |
|
| S3 |
2.882 |
3.075 |
3.547 |
|
| S4 |
2.497 |
2.690 |
3.441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.844 |
3.459 |
0.385 |
10.5% |
0.214 |
5.8% |
50% |
False |
False |
72,457 |
| 10 |
4.045 |
3.459 |
0.586 |
16.0% |
0.227 |
6.2% |
33% |
False |
False |
66,623 |
| 20 |
4.045 |
3.366 |
0.679 |
18.6% |
0.210 |
5.8% |
42% |
False |
False |
53,599 |
| 40 |
4.716 |
3.366 |
1.350 |
37.0% |
0.209 |
5.7% |
21% |
False |
False |
37,176 |
| 60 |
4.830 |
3.366 |
1.464 |
40.1% |
0.223 |
6.1% |
20% |
False |
False |
27,810 |
| 80 |
4.830 |
3.366 |
1.464 |
40.1% |
0.206 |
5.6% |
20% |
False |
False |
21,692 |
| 100 |
4.860 |
3.366 |
1.494 |
40.9% |
0.201 |
5.5% |
19% |
False |
False |
17,745 |
| 120 |
5.210 |
3.366 |
1.844 |
50.5% |
0.195 |
5.3% |
16% |
False |
False |
15,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.658 |
|
2.618 |
4.313 |
|
1.618 |
4.102 |
|
1.000 |
3.972 |
|
0.618 |
3.891 |
|
HIGH |
3.761 |
|
0.618 |
3.680 |
|
0.500 |
3.656 |
|
0.382 |
3.631 |
|
LOW |
3.550 |
|
0.618 |
3.420 |
|
1.000 |
3.339 |
|
1.618 |
3.209 |
|
2.618 |
2.998 |
|
4.250 |
2.653 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.656 |
3.640 |
| PP |
3.655 |
3.627 |
| S1 |
3.654 |
3.614 |
|