NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 08-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.572 |
4.455 |
-0.117 |
-2.6% |
5.069 |
High |
4.593 |
4.455 |
-0.138 |
-3.0% |
5.069 |
Low |
4.440 |
4.381 |
-0.059 |
-1.3% |
4.685 |
Close |
4.482 |
4.397 |
-0.085 |
-1.9% |
4.707 |
Range |
0.153 |
0.074 |
-0.079 |
-51.6% |
0.384 |
ATR |
0.177 |
0.171 |
-0.005 |
-3.1% |
0.000 |
Volume |
5,299 |
4,950 |
-349 |
-6.6% |
15,525 |
|
Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.633 |
4.589 |
4.438 |
|
R3 |
4.559 |
4.515 |
4.417 |
|
R2 |
4.485 |
4.485 |
4.411 |
|
R1 |
4.441 |
4.441 |
4.404 |
4.426 |
PP |
4.411 |
4.411 |
4.411 |
4.404 |
S1 |
4.367 |
4.367 |
4.390 |
4.352 |
S2 |
4.337 |
4.337 |
4.383 |
|
S3 |
4.263 |
4.293 |
4.377 |
|
S4 |
4.189 |
4.219 |
4.356 |
|
|
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 |
4.837 |
4.381 |
0.456 |
10.4% |
0.122 |
2.8% |
4% |
False |
True |
4,247 |
10 |
5.089 |
4.381 |
0.708 |
16.1% |
0.130 |
3.0% |
2% |
False |
True |
3,669 |
20 |
5.515 |
4.381 |
1.134 |
25.8% |
0.168 |
3.8% |
1% |
False |
True |
4,140 |
40 |
5.523 |
4.381 |
1.142 |
26.0% |
0.186 |
4.2% |
1% |
False |
True |
3,845 |
60 |
5.523 |
4.381 |
1.142 |
26.0% |
0.171 |
3.9% |
1% |
False |
True |
3,243 |
80 |
5.523 |
4.381 |
1.142 |
26.0% |
0.164 |
3.7% |
1% |
False |
True |
2,742 |
100 |
5.550 |
4.381 |
1.169 |
26.6% |
0.160 |
3.6% |
1% |
False |
True |
2,378 |
120 |
6.066 |
4.381 |
1.685 |
38.3% |
0.161 |
3.7% |
1% |
False |
True |
2,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.770 |
2.618 |
4.649 |
1.618 |
4.575 |
1.000 |
4.529 |
0.618 |
4.501 |
HIGH |
4.455 |
0.618 |
4.427 |
0.500 |
4.418 |
0.382 |
4.409 |
LOW |
4.381 |
0.618 |
4.335 |
1.000 |
4.307 |
1.618 |
4.261 |
2.618 |
4.187 |
4.250 |
4.067 |
|
|
Fisher Pivots for day following 08-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.418 |
4.504 |
PP |
4.411 |
4.468 |
S1 |
4.404 |
4.433 |
|