NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 20-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
3.956 |
4.000 |
0.044 |
1.1% |
3.662 |
High |
4.136 |
4.121 |
-0.015 |
-0.4% |
4.136 |
Low |
3.902 |
3.891 |
-0.011 |
-0.3% |
3.584 |
Close |
4.028 |
4.045 |
0.017 |
0.4% |
4.028 |
Range |
0.234 |
0.230 |
-0.004 |
-1.7% |
0.552 |
ATR |
0.202 |
0.204 |
0.002 |
1.0% |
0.000 |
Volume |
31,997 |
15,831 |
-16,166 |
-50.5% |
101,685 |
|
Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.709 |
4.607 |
4.172 |
|
R3 |
4.479 |
4.377 |
4.108 |
|
R2 |
4.249 |
4.249 |
4.087 |
|
R1 |
4.147 |
4.147 |
4.066 |
4.198 |
PP |
4.019 |
4.019 |
4.019 |
4.045 |
S1 |
3.917 |
3.917 |
4.024 |
3.968 |
S2 |
3.789 |
3.789 |
4.003 |
|
S3 |
3.559 |
3.687 |
3.982 |
|
S4 |
3.329 |
3.457 |
3.919 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.572 |
5.352 |
4.332 |
|
R3 |
5.020 |
4.800 |
4.180 |
|
R2 |
4.468 |
4.468 |
4.129 |
|
R1 |
4.248 |
4.248 |
4.079 |
4.358 |
PP |
3.916 |
3.916 |
3.916 |
3.971 |
S1 |
3.696 |
3.696 |
3.977 |
3.806 |
S2 |
3.364 |
3.364 |
3.927 |
|
S3 |
2.812 |
3.144 |
3.876 |
|
S4 |
2.260 |
2.592 |
3.724 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.136 |
3.635 |
0.501 |
12.4% |
0.252 |
6.2% |
82% |
False |
False |
20,895 |
10 |
4.136 |
3.584 |
0.552 |
13.6% |
0.184 |
4.6% |
84% |
False |
False |
18,363 |
20 |
4.470 |
3.584 |
0.886 |
21.9% |
0.174 |
4.3% |
52% |
False |
False |
14,908 |
40 |
4.933 |
3.584 |
1.349 |
33.3% |
0.213 |
5.3% |
34% |
False |
False |
14,657 |
60 |
4.955 |
3.584 |
1.371 |
33.9% |
0.212 |
5.2% |
34% |
False |
False |
12,989 |
80 |
4.955 |
3.584 |
1.371 |
33.9% |
0.196 |
4.8% |
34% |
False |
False |
11,311 |
100 |
4.978 |
3.584 |
1.394 |
34.5% |
0.197 |
4.9% |
33% |
False |
False |
10,421 |
120 |
5.499 |
3.584 |
1.915 |
47.3% |
0.196 |
4.9% |
24% |
False |
False |
9,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.099 |
2.618 |
4.723 |
1.618 |
4.493 |
1.000 |
4.351 |
0.618 |
4.263 |
HIGH |
4.121 |
0.618 |
4.033 |
0.500 |
4.006 |
0.382 |
3.979 |
LOW |
3.891 |
0.618 |
3.749 |
1.000 |
3.661 |
1.618 |
3.519 |
2.618 |
3.289 |
4.250 |
2.914 |
|
|
Fisher Pivots for day following 20-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.032 |
3.993 |
PP |
4.019 |
3.941 |
S1 |
4.006 |
3.890 |
|