NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.800 |
4.620 |
-0.180 |
-3.8% |
4.726 |
High |
4.887 |
4.765 |
-0.122 |
-2.5% |
4.887 |
Low |
4.590 |
4.598 |
0.008 |
0.2% |
4.558 |
Close |
4.605 |
4.760 |
0.155 |
3.4% |
4.760 |
Range |
0.297 |
0.167 |
-0.130 |
-43.8% |
0.329 |
ATR |
0.191 |
0.189 |
-0.002 |
-0.9% |
0.000 |
Volume |
6,633 |
6,693 |
60 |
0.9% |
29,964 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.209 |
5.151 |
4.852 |
|
R3 |
5.042 |
4.984 |
4.806 |
|
R2 |
4.875 |
4.875 |
4.791 |
|
R1 |
4.817 |
4.817 |
4.775 |
4.846 |
PP |
4.708 |
4.708 |
4.708 |
4.722 |
S1 |
4.650 |
4.650 |
4.745 |
4.679 |
S2 |
4.541 |
4.541 |
4.729 |
|
S3 |
4.374 |
4.483 |
4.714 |
|
S4 |
4.207 |
4.316 |
4.668 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.722 |
5.570 |
4.941 |
|
R3 |
5.393 |
5.241 |
4.850 |
|
R2 |
5.064 |
5.064 |
4.820 |
|
R1 |
4.912 |
4.912 |
4.790 |
4.988 |
PP |
4.735 |
4.735 |
4.735 |
4.773 |
S1 |
4.583 |
4.583 |
4.730 |
4.659 |
S2 |
4.406 |
4.406 |
4.700 |
|
S3 |
4.077 |
4.254 |
4.670 |
|
S4 |
3.748 |
3.925 |
4.579 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.887 |
4.558 |
0.329 |
6.9% |
0.213 |
4.5% |
61% |
False |
False |
5,992 |
10 |
4.887 |
4.264 |
0.623 |
13.1% |
0.204 |
4.3% |
80% |
False |
False |
5,752 |
20 |
5.069 |
4.264 |
0.805 |
16.9% |
0.159 |
3.3% |
62% |
False |
False |
4,967 |
40 |
5.515 |
4.264 |
1.251 |
26.3% |
0.181 |
3.8% |
40% |
False |
False |
4,502 |
60 |
5.523 |
4.264 |
1.259 |
26.4% |
0.187 |
3.9% |
39% |
False |
False |
4,153 |
80 |
5.523 |
4.264 |
1.259 |
26.4% |
0.167 |
3.5% |
39% |
False |
False |
3,398 |
100 |
5.523 |
4.264 |
1.259 |
26.4% |
0.164 |
3.5% |
39% |
False |
False |
2,968 |
120 |
5.975 |
4.264 |
1.711 |
35.9% |
0.163 |
3.4% |
29% |
False |
False |
2,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.475 |
2.618 |
5.202 |
1.618 |
5.035 |
1.000 |
4.932 |
0.618 |
4.868 |
HIGH |
4.765 |
0.618 |
4.701 |
0.500 |
4.682 |
0.382 |
4.662 |
LOW |
4.598 |
0.618 |
4.495 |
1.000 |
4.431 |
1.618 |
4.328 |
2.618 |
4.161 |
4.250 |
3.888 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.734 |
4.753 |
PP |
4.708 |
4.746 |
S1 |
4.682 |
4.739 |
|