NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 10-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.420 |
4.385 |
-0.035 |
-0.8% |
4.626 |
High |
4.502 |
4.397 |
-0.105 |
-2.3% |
4.626 |
Low |
4.400 |
4.367 |
-0.033 |
-0.8% |
4.367 |
Close |
4.426 |
4.387 |
-0.039 |
-0.9% |
4.387 |
Range |
0.102 |
0.030 |
-0.072 |
-70.6% |
0.259 |
ATR |
0.166 |
0.159 |
-0.008 |
-4.6% |
0.000 |
Volume |
6,338 |
5,710 |
-628 |
-9.9% |
26,290 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.474 |
4.460 |
4.404 |
|
R3 |
4.444 |
4.430 |
4.395 |
|
R2 |
4.414 |
4.414 |
4.393 |
|
R1 |
4.400 |
4.400 |
4.390 |
4.407 |
PP |
4.384 |
4.384 |
4.384 |
4.387 |
S1 |
4.370 |
4.370 |
4.384 |
4.377 |
S2 |
4.354 |
4.354 |
4.382 |
|
S3 |
4.324 |
4.340 |
4.379 |
|
S4 |
4.294 |
4.310 |
4.371 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.237 |
5.071 |
4.529 |
|
R3 |
4.978 |
4.812 |
4.458 |
|
R2 |
4.719 |
4.719 |
4.434 |
|
R1 |
4.553 |
4.553 |
4.411 |
4.507 |
PP |
4.460 |
4.460 |
4.460 |
4.437 |
S1 |
4.294 |
4.294 |
4.363 |
4.248 |
S2 |
4.201 |
4.201 |
4.340 |
|
S3 |
3.942 |
4.035 |
4.316 |
|
S4 |
3.683 |
3.776 |
4.245 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.626 |
4.367 |
0.259 |
5.9% |
0.107 |
2.4% |
8% |
False |
True |
5,258 |
10 |
5.069 |
4.367 |
0.702 |
16.0% |
0.114 |
2.6% |
3% |
False |
True |
4,181 |
20 |
5.515 |
4.367 |
1.148 |
26.2% |
0.151 |
3.4% |
2% |
False |
True |
4,214 |
40 |
5.515 |
4.367 |
1.148 |
26.2% |
0.178 |
4.1% |
2% |
False |
True |
3,877 |
60 |
5.523 |
4.367 |
1.156 |
26.4% |
0.171 |
3.9% |
2% |
False |
True |
3,412 |
80 |
5.523 |
4.367 |
1.156 |
26.4% |
0.164 |
3.7% |
2% |
False |
True |
2,869 |
100 |
5.523 |
4.367 |
1.156 |
26.4% |
0.158 |
3.6% |
2% |
False |
True |
2,487 |
120 |
5.976 |
4.367 |
1.609 |
36.7% |
0.160 |
3.6% |
1% |
False |
True |
2,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.525 |
2.618 |
4.476 |
1.618 |
4.446 |
1.000 |
4.427 |
0.618 |
4.416 |
HIGH |
4.397 |
0.618 |
4.386 |
0.500 |
4.382 |
0.382 |
4.378 |
LOW |
4.367 |
0.618 |
4.348 |
1.000 |
4.337 |
1.618 |
4.318 |
2.618 |
4.288 |
4.250 |
4.240 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.385 |
4.435 |
PP |
4.384 |
4.419 |
S1 |
4.382 |
4.403 |
|