NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 13-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.385 |
4.349 |
-0.036 |
-0.8% |
4.626 |
High |
4.397 |
4.349 |
-0.048 |
-1.1% |
4.626 |
Low |
4.367 |
4.264 |
-0.103 |
-2.4% |
4.367 |
Close |
4.387 |
4.289 |
-0.098 |
-2.2% |
4.387 |
Range |
0.030 |
0.085 |
0.055 |
183.3% |
0.259 |
ATR |
0.159 |
0.156 |
-0.003 |
-1.6% |
0.000 |
Volume |
5,710 |
2,962 |
-2,748 |
-48.1% |
26,290 |
|
Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.556 |
4.507 |
4.336 |
|
R3 |
4.471 |
4.422 |
4.312 |
|
R2 |
4.386 |
4.386 |
4.305 |
|
R1 |
4.337 |
4.337 |
4.297 |
4.319 |
PP |
4.301 |
4.301 |
4.301 |
4.292 |
S1 |
4.252 |
4.252 |
4.281 |
4.234 |
S2 |
4.216 |
4.216 |
4.273 |
|
S3 |
4.131 |
4.167 |
4.266 |
|
S4 |
4.046 |
4.082 |
4.242 |
|
|
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 |
4.593 |
4.264 |
0.329 |
7.7% |
0.089 |
2.1% |
8% |
False |
True |
5,051 |
10 |
5.010 |
4.264 |
0.746 |
17.4% |
0.111 |
2.6% |
3% |
False |
True |
4,189 |
20 |
5.515 |
4.264 |
1.251 |
29.2% |
0.143 |
3.3% |
2% |
False |
True |
4,188 |
40 |
5.515 |
4.264 |
1.251 |
29.2% |
0.177 |
4.1% |
2% |
False |
True |
3,858 |
60 |
5.523 |
4.264 |
1.259 |
29.4% |
0.169 |
3.9% |
2% |
False |
True |
3,440 |
80 |
5.523 |
4.264 |
1.259 |
29.4% |
0.160 |
3.7% |
2% |
False |
True |
2,898 |
100 |
5.523 |
4.264 |
1.259 |
29.4% |
0.157 |
3.7% |
2% |
False |
True |
2,504 |
120 |
5.975 |
4.264 |
1.711 |
39.9% |
0.159 |
3.7% |
1% |
False |
True |
2,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.710 |
2.618 |
4.572 |
1.618 |
4.487 |
1.000 |
4.434 |
0.618 |
4.402 |
HIGH |
4.349 |
0.618 |
4.317 |
0.500 |
4.307 |
0.382 |
4.296 |
LOW |
4.264 |
0.618 |
4.211 |
1.000 |
4.179 |
1.618 |
4.126 |
2.618 |
4.041 |
4.250 |
3.903 |
|
|
Fisher Pivots for day following 13-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.307 |
4.383 |
PP |
4.301 |
4.352 |
S1 |
4.295 |
4.320 |
|