NYMEX Natural Gas Future October 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
3.944 |
4.040 |
0.096 |
2.4% |
4.000 |
| High |
4.092 |
4.048 |
-0.044 |
-1.1% |
4.255 |
| Low |
3.920 |
3.958 |
0.038 |
1.0% |
3.891 |
| Close |
4.086 |
4.008 |
-0.078 |
-1.9% |
4.086 |
| Range |
0.172 |
0.090 |
-0.082 |
-47.7% |
0.364 |
| ATR |
0.209 |
0.204 |
-0.006 |
-2.8% |
0.000 |
| Volume |
20,384 |
10,813 |
-9,571 |
-47.0% |
88,875 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.275 |
4.231 |
4.058 |
|
| R3 |
4.185 |
4.141 |
4.033 |
|
| R2 |
4.095 |
4.095 |
4.025 |
|
| R1 |
4.051 |
4.051 |
4.016 |
4.028 |
| PP |
4.005 |
4.005 |
4.005 |
3.993 |
| S1 |
3.961 |
3.961 |
4.000 |
3.938 |
| S2 |
3.915 |
3.915 |
3.992 |
|
| S3 |
3.825 |
3.871 |
3.983 |
|
| S4 |
3.735 |
3.781 |
3.959 |
|
|
| 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 |
3.920 |
0.335 |
8.4% |
0.197 |
4.9% |
26% |
False |
False |
16,771 |
| 10 |
4.255 |
3.635 |
0.620 |
15.5% |
0.225 |
5.6% |
60% |
False |
False |
18,833 |
| 20 |
4.372 |
3.584 |
0.788 |
19.7% |
0.184 |
4.6% |
54% |
False |
False |
16,329 |
| 40 |
4.933 |
3.584 |
1.349 |
33.7% |
0.204 |
5.1% |
31% |
False |
False |
15,295 |
| 60 |
4.955 |
3.584 |
1.371 |
34.2% |
0.217 |
5.4% |
31% |
False |
False |
13,823 |
| 80 |
4.955 |
3.584 |
1.371 |
34.2% |
0.198 |
4.9% |
31% |
False |
False |
11,889 |
| 100 |
4.978 |
3.584 |
1.394 |
34.8% |
0.195 |
4.9% |
30% |
False |
False |
10,898 |
| 120 |
5.499 |
3.584 |
1.915 |
47.8% |
0.195 |
4.9% |
22% |
False |
False |
10,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.431 |
|
2.618 |
4.284 |
|
1.618 |
4.194 |
|
1.000 |
4.138 |
|
0.618 |
4.104 |
|
HIGH |
4.048 |
|
0.618 |
4.014 |
|
0.500 |
4.003 |
|
0.382 |
3.992 |
|
LOW |
3.958 |
|
0.618 |
3.902 |
|
1.000 |
3.868 |
|
1.618 |
3.812 |
|
2.618 |
3.722 |
|
4.250 |
3.576 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4.006 |
4.088 |
| PP |
4.005 |
4.061 |
| S1 |
4.003 |
4.035 |
|