NYMEX Natural Gas Future November 2009
Trading Metrics calculated at close of trading on 28-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4.700 |
4.716 |
0.016 |
0.3% |
4.726 |
High |
4.725 |
4.744 |
0.019 |
0.4% |
4.887 |
Low |
4.648 |
4.546 |
-0.102 |
-2.2% |
4.558 |
Close |
4.700 |
4.618 |
-0.082 |
-1.7% |
4.760 |
Range |
0.077 |
0.198 |
0.121 |
157.1% |
0.329 |
ATR |
0.183 |
0.185 |
0.001 |
0.6% |
0.000 |
Volume |
5,033 |
5,089 |
56 |
1.1% |
29,964 |
|
Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.230 |
5.122 |
4.727 |
|
R3 |
5.032 |
4.924 |
4.672 |
|
R2 |
4.834 |
4.834 |
4.654 |
|
R1 |
4.726 |
4.726 |
4.636 |
4.681 |
PP |
4.636 |
4.636 |
4.636 |
4.614 |
S1 |
4.528 |
4.528 |
4.600 |
4.483 |
S2 |
4.438 |
4.438 |
4.582 |
|
S3 |
4.240 |
4.330 |
4.564 |
|
S4 |
4.042 |
4.132 |
4.509 |
|
|
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 |
4.546 |
0.341 |
7.4% |
0.196 |
4.2% |
21% |
False |
True |
5,796 |
10 |
4.887 |
4.314 |
0.573 |
12.4% |
0.211 |
4.6% |
53% |
False |
False |
5,849 |
20 |
4.905 |
4.264 |
0.641 |
13.9% |
0.158 |
3.4% |
55% |
False |
False |
5,222 |
40 |
5.515 |
4.264 |
1.251 |
27.1% |
0.176 |
3.8% |
28% |
False |
False |
4,578 |
60 |
5.523 |
4.264 |
1.259 |
27.3% |
0.185 |
4.0% |
28% |
False |
False |
4,210 |
80 |
5.523 |
4.264 |
1.259 |
27.3% |
0.167 |
3.6% |
28% |
False |
False |
3,491 |
100 |
5.523 |
4.264 |
1.259 |
27.3% |
0.163 |
3.5% |
28% |
False |
False |
3,048 |
120 |
5.975 |
4.264 |
1.711 |
37.1% |
0.164 |
3.5% |
21% |
False |
False |
2,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.586 |
2.618 |
5.262 |
1.618 |
5.064 |
1.000 |
4.942 |
0.618 |
4.866 |
HIGH |
4.744 |
0.618 |
4.668 |
0.500 |
4.645 |
0.382 |
4.622 |
LOW |
4.546 |
0.618 |
4.424 |
1.000 |
4.348 |
1.618 |
4.226 |
2.618 |
4.028 |
4.250 |
3.705 |
|
|
Fisher Pivots for day following 28-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.645 |
4.656 |
PP |
4.636 |
4.643 |
S1 |
4.627 |
4.631 |
|