NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 09-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.455 |
4.420 |
-0.035 |
-0.8% |
5.069 |
High |
4.455 |
4.502 |
0.047 |
1.1% |
5.069 |
Low |
4.381 |
4.400 |
0.019 |
0.4% |
4.685 |
Close |
4.397 |
4.426 |
0.029 |
0.7% |
4.707 |
Range |
0.074 |
0.102 |
0.028 |
37.8% |
0.384 |
ATR |
0.171 |
0.166 |
-0.005 |
-2.8% |
0.000 |
Volume |
4,950 |
6,338 |
1,388 |
28.0% |
15,525 |
|
Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.749 |
4.689 |
4.482 |
|
R3 |
4.647 |
4.587 |
4.454 |
|
R2 |
4.545 |
4.545 |
4.445 |
|
R1 |
4.485 |
4.485 |
4.435 |
4.515 |
PP |
4.443 |
4.443 |
4.443 |
4.458 |
S1 |
4.383 |
4.383 |
4.417 |
4.413 |
S2 |
4.341 |
4.341 |
4.407 |
|
S3 |
4.239 |
4.281 |
4.398 |
|
S4 |
4.137 |
4.179 |
4.370 |
|
|
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 |
4.760 |
4.381 |
0.379 |
8.6% |
0.112 |
2.5% |
12% |
False |
False |
4,815 |
10 |
5.089 |
4.381 |
0.708 |
16.0% |
0.129 |
2.9% |
6% |
False |
False |
3,928 |
20 |
5.515 |
4.381 |
1.134 |
25.6% |
0.158 |
3.6% |
4% |
False |
False |
4,264 |
40 |
5.515 |
4.381 |
1.134 |
25.6% |
0.183 |
4.1% |
4% |
False |
False |
3,858 |
60 |
5.523 |
4.381 |
1.142 |
25.8% |
0.172 |
3.9% |
4% |
False |
False |
3,332 |
80 |
5.523 |
4.381 |
1.142 |
25.8% |
0.165 |
3.7% |
4% |
False |
False |
2,810 |
100 |
5.523 |
4.381 |
1.142 |
25.8% |
0.159 |
3.6% |
4% |
False |
False |
2,437 |
120 |
5.985 |
4.381 |
1.604 |
36.2% |
0.161 |
3.6% |
3% |
False |
False |
2,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.936 |
2.618 |
4.769 |
1.618 |
4.667 |
1.000 |
4.604 |
0.618 |
4.565 |
HIGH |
4.502 |
0.618 |
4.463 |
0.500 |
4.451 |
0.382 |
4.439 |
LOW |
4.400 |
0.618 |
4.337 |
1.000 |
4.298 |
1.618 |
4.235 |
2.618 |
4.133 |
4.250 |
3.967 |
|
|
Fisher Pivots for day following 09-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.451 |
4.487 |
PP |
4.443 |
4.467 |
S1 |
4.434 |
4.446 |
|