NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.872 |
3.717 |
-0.155 |
-4.0% |
4.383 |
| High |
3.877 |
3.750 |
-0.127 |
-3.3% |
4.437 |
| Low |
3.724 |
3.680 |
-0.044 |
-1.2% |
3.985 |
| Close |
3.775 |
3.690 |
-0.085 |
-2.3% |
3.987 |
| Range |
0.153 |
0.070 |
-0.083 |
-54.2% |
0.452 |
| ATR |
0.199 |
0.192 |
-0.007 |
-3.7% |
0.000 |
| Volume |
16,535 |
17,095 |
560 |
3.4% |
54,981 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.917 |
3.873 |
3.729 |
|
| R3 |
3.847 |
3.803 |
3.709 |
|
| R2 |
3.777 |
3.777 |
3.703 |
|
| R1 |
3.733 |
3.733 |
3.696 |
3.720 |
| PP |
3.707 |
3.707 |
3.707 |
3.700 |
| S1 |
3.663 |
3.663 |
3.684 |
3.650 |
| S2 |
3.637 |
3.637 |
3.677 |
|
| S3 |
3.567 |
3.593 |
3.671 |
|
| S4 |
3.497 |
3.523 |
3.652 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.492 |
5.192 |
4.236 |
|
| R3 |
5.040 |
4.740 |
4.111 |
|
| R2 |
4.588 |
4.588 |
4.070 |
|
| R1 |
4.288 |
4.288 |
4.028 |
4.212 |
| PP |
4.136 |
4.136 |
4.136 |
4.099 |
| S1 |
3.836 |
3.836 |
3.946 |
3.760 |
| S2 |
3.684 |
3.684 |
3.904 |
|
| S3 |
3.232 |
3.384 |
3.863 |
|
| S4 |
2.780 |
2.932 |
3.738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.175 |
3.680 |
0.495 |
13.4% |
0.154 |
4.2% |
2% |
False |
True |
14,380 |
| 10 |
4.470 |
3.680 |
0.790 |
21.4% |
0.155 |
4.2% |
1% |
False |
True |
12,479 |
| 20 |
4.933 |
3.680 |
1.253 |
34.0% |
0.196 |
5.3% |
1% |
False |
True |
13,864 |
| 40 |
4.955 |
3.680 |
1.275 |
34.6% |
0.220 |
6.0% |
1% |
False |
True |
13,185 |
| 60 |
4.955 |
3.680 |
1.275 |
34.6% |
0.202 |
5.5% |
1% |
False |
True |
11,329 |
| 80 |
4.978 |
3.680 |
1.298 |
35.2% |
0.199 |
5.4% |
1% |
False |
True |
10,137 |
| 100 |
4.978 |
3.680 |
1.298 |
35.2% |
0.193 |
5.2% |
1% |
False |
True |
9,314 |
| 120 |
5.608 |
3.680 |
1.928 |
52.2% |
0.194 |
5.3% |
1% |
False |
True |
8,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.048 |
|
2.618 |
3.933 |
|
1.618 |
3.863 |
|
1.000 |
3.820 |
|
0.618 |
3.793 |
|
HIGH |
3.750 |
|
0.618 |
3.723 |
|
0.500 |
3.715 |
|
0.382 |
3.707 |
|
LOW |
3.680 |
|
0.618 |
3.637 |
|
1.000 |
3.610 |
|
1.618 |
3.567 |
|
2.618 |
3.497 |
|
4.250 |
3.383 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.715 |
3.840 |
| PP |
3.707 |
3.790 |
| S1 |
3.698 |
3.740 |
|