NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 07-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.626 |
4.572 |
-0.054 |
-1.2% |
5.069 |
High |
4.626 |
4.593 |
-0.033 |
-0.7% |
5.069 |
Low |
4.448 |
4.440 |
-0.008 |
-0.2% |
4.685 |
Close |
4.572 |
4.482 |
-0.090 |
-2.0% |
4.707 |
Range |
0.178 |
0.153 |
-0.025 |
-14.0% |
0.384 |
ATR |
0.178 |
0.177 |
-0.002 |
-1.0% |
0.000 |
Volume |
3,993 |
5,299 |
1,306 |
32.7% |
15,525 |
|
Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.964 |
4.876 |
4.566 |
|
R3 |
4.811 |
4.723 |
4.524 |
|
R2 |
4.658 |
4.658 |
4.510 |
|
R1 |
4.570 |
4.570 |
4.496 |
4.538 |
PP |
4.505 |
4.505 |
4.505 |
4.489 |
S1 |
4.417 |
4.417 |
4.468 |
4.385 |
S2 |
4.352 |
4.352 |
4.454 |
|
S3 |
4.199 |
4.264 |
4.440 |
|
S4 |
4.046 |
4.111 |
4.398 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.972 |
5.724 |
4.918 |
|
R3 |
5.588 |
5.340 |
4.813 |
|
R2 |
5.204 |
5.204 |
4.777 |
|
R1 |
4.956 |
4.956 |
4.742 |
4.888 |
PP |
4.820 |
4.820 |
4.820 |
4.787 |
S1 |
4.572 |
4.572 |
4.672 |
4.504 |
S2 |
4.436 |
4.436 |
4.637 |
|
S3 |
4.052 |
4.188 |
4.601 |
|
S4 |
3.668 |
3.804 |
4.496 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.905 |
4.440 |
0.465 |
10.4% |
0.129 |
2.9% |
9% |
False |
True |
3,960 |
10 |
5.089 |
4.440 |
0.649 |
14.5% |
0.136 |
3.0% |
6% |
False |
True |
3,474 |
20 |
5.515 |
4.440 |
1.075 |
24.0% |
0.172 |
3.8% |
4% |
False |
True |
4,086 |
40 |
5.523 |
4.440 |
1.083 |
24.2% |
0.190 |
4.2% |
4% |
False |
True |
3,827 |
60 |
5.523 |
4.434 |
1.089 |
24.3% |
0.172 |
3.8% |
4% |
False |
False |
3,168 |
80 |
5.523 |
4.434 |
1.089 |
24.3% |
0.165 |
3.7% |
4% |
False |
False |
2,690 |
100 |
5.690 |
4.434 |
1.256 |
28.0% |
0.161 |
3.6% |
4% |
False |
False |
2,336 |
120 |
6.162 |
4.434 |
1.728 |
38.6% |
0.162 |
3.6% |
3% |
False |
False |
2,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.243 |
2.618 |
4.994 |
1.618 |
4.841 |
1.000 |
4.746 |
0.618 |
4.688 |
HIGH |
4.593 |
0.618 |
4.535 |
0.500 |
4.517 |
0.382 |
4.498 |
LOW |
4.440 |
0.618 |
4.345 |
1.000 |
4.287 |
1.618 |
4.192 |
2.618 |
4.039 |
4.250 |
3.790 |
|
|
Fisher Pivots for day following 07-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.517 |
4.600 |
PP |
4.505 |
4.561 |
S1 |
4.494 |
4.521 |
|