NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.721 |
3.762 |
0.041 |
1.1% |
4.000 |
| High |
3.815 |
3.790 |
-0.025 |
-0.7% |
4.000 |
| Low |
3.689 |
3.673 |
-0.016 |
-0.4% |
3.673 |
| Close |
3.734 |
3.708 |
-0.026 |
-0.7% |
3.708 |
| Range |
0.126 |
0.117 |
-0.009 |
-7.1% |
0.327 |
| ATR |
0.187 |
0.182 |
-0.005 |
-2.7% |
0.000 |
| Volume |
18,540 |
13,947 |
-4,593 |
-24.8% |
79,273 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.075 |
4.008 |
3.772 |
|
| R3 |
3.958 |
3.891 |
3.740 |
|
| R2 |
3.841 |
3.841 |
3.729 |
|
| R1 |
3.774 |
3.774 |
3.719 |
3.749 |
| PP |
3.724 |
3.724 |
3.724 |
3.711 |
| S1 |
3.657 |
3.657 |
3.697 |
3.632 |
| S2 |
3.607 |
3.607 |
3.687 |
|
| S3 |
3.490 |
3.540 |
3.676 |
|
| S4 |
3.373 |
3.423 |
3.644 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.775 |
4.568 |
3.888 |
|
| R3 |
4.448 |
4.241 |
3.798 |
|
| R2 |
4.121 |
4.121 |
3.768 |
|
| R1 |
3.914 |
3.914 |
3.738 |
3.854 |
| PP |
3.794 |
3.794 |
3.794 |
3.764 |
| S1 |
3.587 |
3.587 |
3.678 |
3.527 |
| S2 |
3.467 |
3.467 |
3.648 |
|
| S3 |
3.140 |
3.260 |
3.618 |
|
| S4 |
2.813 |
2.933 |
3.528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.000 |
3.673 |
0.327 |
8.8% |
0.149 |
4.0% |
11% |
False |
True |
15,854 |
| 10 |
4.437 |
3.673 |
0.764 |
20.6% |
0.145 |
3.9% |
5% |
False |
True |
13,425 |
| 20 |
4.933 |
3.673 |
1.260 |
34.0% |
0.180 |
4.9% |
3% |
False |
True |
13,582 |
| 40 |
4.933 |
3.673 |
1.260 |
34.0% |
0.213 |
5.7% |
3% |
False |
True |
13,226 |
| 60 |
4.955 |
3.673 |
1.282 |
34.6% |
0.203 |
5.5% |
3% |
False |
True |
11,674 |
| 80 |
4.978 |
3.673 |
1.305 |
35.2% |
0.198 |
5.4% |
3% |
False |
True |
10,386 |
| 100 |
4.978 |
3.673 |
1.305 |
35.2% |
0.192 |
5.2% |
3% |
False |
True |
9,578 |
| 120 |
5.499 |
3.673 |
1.826 |
49.2% |
0.194 |
5.2% |
2% |
False |
True |
8,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.287 |
|
2.618 |
4.096 |
|
1.618 |
3.979 |
|
1.000 |
3.907 |
|
0.618 |
3.862 |
|
HIGH |
3.790 |
|
0.618 |
3.745 |
|
0.500 |
3.732 |
|
0.382 |
3.718 |
|
LOW |
3.673 |
|
0.618 |
3.601 |
|
1.000 |
3.556 |
|
1.618 |
3.484 |
|
2.618 |
3.367 |
|
4.250 |
3.176 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.732 |
3.744 |
| PP |
3.724 |
3.732 |
| S1 |
3.716 |
3.720 |
|