NYMEX Natural Gas Future October 2009
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.150 |
3.944 |
-0.206 |
-5.0% |
4.000 |
High |
4.255 |
4.092 |
-0.163 |
-3.8% |
4.255 |
Low |
3.925 |
3.920 |
-0.005 |
-0.1% |
3.891 |
Close |
3.939 |
4.086 |
0.147 |
3.7% |
4.086 |
Range |
0.330 |
0.172 |
-0.158 |
-47.9% |
0.364 |
ATR |
0.212 |
0.209 |
-0.003 |
-1.4% |
0.000 |
Volume |
20,196 |
20,384 |
188 |
0.9% |
88,875 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.549 |
4.489 |
4.181 |
|
R3 |
4.377 |
4.317 |
4.133 |
|
R2 |
4.205 |
4.205 |
4.118 |
|
R1 |
4.145 |
4.145 |
4.102 |
4.175 |
PP |
4.033 |
4.033 |
4.033 |
4.048 |
S1 |
3.973 |
3.973 |
4.070 |
4.003 |
S2 |
3.861 |
3.861 |
4.054 |
|
S3 |
3.689 |
3.801 |
4.039 |
|
S4 |
3.517 |
3.629 |
3.991 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.169 |
4.992 |
4.286 |
|
R3 |
4.805 |
4.628 |
4.186 |
|
R2 |
4.441 |
4.441 |
4.153 |
|
R1 |
4.264 |
4.264 |
4.119 |
4.353 |
PP |
4.077 |
4.077 |
4.077 |
4.122 |
S1 |
3.900 |
3.900 |
4.053 |
3.989 |
S2 |
3.713 |
3.713 |
4.019 |
|
S3 |
3.349 |
3.536 |
3.986 |
|
S4 |
2.985 |
3.172 |
3.886 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.255 |
3.891 |
0.364 |
8.9% |
0.225 |
5.5% |
54% |
False |
False |
17,775 |
10 |
4.255 |
3.584 |
0.671 |
16.4% |
0.227 |
5.6% |
75% |
False |
False |
19,056 |
20 |
4.437 |
3.584 |
0.853 |
20.9% |
0.186 |
4.6% |
59% |
False |
False |
16,240 |
40 |
4.933 |
3.584 |
1.349 |
33.0% |
0.211 |
5.2% |
37% |
False |
False |
15,310 |
60 |
4.955 |
3.584 |
1.371 |
33.6% |
0.218 |
5.3% |
37% |
False |
False |
13,788 |
80 |
4.955 |
3.584 |
1.371 |
33.6% |
0.199 |
4.9% |
37% |
False |
False |
11,849 |
100 |
4.978 |
3.584 |
1.394 |
34.1% |
0.197 |
4.8% |
36% |
False |
False |
10,896 |
120 |
5.499 |
3.584 |
1.915 |
46.9% |
0.196 |
4.8% |
26% |
False |
False |
9,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.823 |
2.618 |
4.542 |
1.618 |
4.370 |
1.000 |
4.264 |
0.618 |
4.198 |
HIGH |
4.092 |
0.618 |
4.026 |
0.500 |
4.006 |
0.382 |
3.986 |
LOW |
3.920 |
0.618 |
3.814 |
1.000 |
3.748 |
1.618 |
3.642 |
2.618 |
3.470 |
4.250 |
3.189 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.059 |
4.088 |
PP |
4.033 |
4.087 |
S1 |
4.006 |
4.087 |
|