NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 14-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.349 |
4.372 |
0.023 |
0.5% |
4.626 |
High |
4.349 |
4.473 |
0.124 |
2.9% |
4.626 |
Low |
4.264 |
4.356 |
0.092 |
2.2% |
4.367 |
Close |
4.289 |
4.445 |
0.156 |
3.6% |
4.387 |
Range |
0.085 |
0.117 |
0.032 |
37.6% |
0.259 |
ATR |
0.156 |
0.158 |
0.002 |
1.3% |
0.000 |
Volume |
2,962 |
6,194 |
3,232 |
109.1% |
26,290 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.776 |
4.727 |
4.509 |
|
R3 |
4.659 |
4.610 |
4.477 |
|
R2 |
4.542 |
4.542 |
4.466 |
|
R1 |
4.493 |
4.493 |
4.456 |
4.518 |
PP |
4.425 |
4.425 |
4.425 |
4.437 |
S1 |
4.376 |
4.376 |
4.434 |
4.401 |
S2 |
4.308 |
4.308 |
4.424 |
|
S3 |
4.191 |
4.259 |
4.413 |
|
S4 |
4.074 |
4.142 |
4.381 |
|
|
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 |
4.502 |
4.264 |
0.238 |
5.4% |
0.082 |
1.8% |
76% |
False |
False |
5,230 |
10 |
4.905 |
4.264 |
0.641 |
14.4% |
0.106 |
2.4% |
28% |
False |
False |
4,595 |
20 |
5.445 |
4.264 |
1.181 |
26.6% |
0.135 |
3.0% |
15% |
False |
False |
4,241 |
40 |
5.515 |
4.264 |
1.251 |
28.1% |
0.176 |
4.0% |
14% |
False |
False |
3,962 |
60 |
5.523 |
4.264 |
1.259 |
28.3% |
0.169 |
3.8% |
14% |
False |
False |
3,510 |
80 |
5.523 |
4.264 |
1.259 |
28.3% |
0.159 |
3.6% |
14% |
False |
False |
2,939 |
100 |
5.523 |
4.264 |
1.259 |
28.3% |
0.158 |
3.5% |
14% |
False |
False |
2,553 |
120 |
5.975 |
4.264 |
1.711 |
38.5% |
0.159 |
3.6% |
11% |
False |
False |
2,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.970 |
2.618 |
4.779 |
1.618 |
4.662 |
1.000 |
4.590 |
0.618 |
4.545 |
HIGH |
4.473 |
0.618 |
4.428 |
0.500 |
4.415 |
0.382 |
4.401 |
LOW |
4.356 |
0.618 |
4.284 |
1.000 |
4.239 |
1.618 |
4.167 |
2.618 |
4.050 |
4.250 |
3.859 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.435 |
4.420 |
PP |
4.425 |
4.394 |
S1 |
4.415 |
4.369 |
|