NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 08-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.255 |
5.140 |
-0.115 |
-2.2% |
5.690 |
High |
5.302 |
5.174 |
-0.128 |
-2.4% |
5.730 |
Low |
5.157 |
5.088 |
-0.069 |
-1.3% |
5.371 |
Close |
5.195 |
5.116 |
-0.079 |
-1.5% |
5.400 |
Range |
0.145 |
0.086 |
-0.059 |
-40.7% |
0.359 |
ATR |
0.175 |
0.170 |
-0.005 |
-2.8% |
0.000 |
Volume |
4,182 |
3,682 |
-500 |
-12.0% |
15,050 |
|
Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.384 |
5.336 |
5.163 |
|
R3 |
5.298 |
5.250 |
5.140 |
|
R2 |
5.212 |
5.212 |
5.132 |
|
R1 |
5.164 |
5.164 |
5.124 |
5.145 |
PP |
5.126 |
5.126 |
5.126 |
5.117 |
S1 |
5.078 |
5.078 |
5.108 |
5.059 |
S2 |
5.040 |
5.040 |
5.100 |
|
S3 |
4.954 |
4.992 |
5.092 |
|
S4 |
4.868 |
4.906 |
5.069 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.577 |
6.348 |
5.597 |
|
R3 |
6.218 |
5.989 |
5.499 |
|
R2 |
5.859 |
5.859 |
5.466 |
|
R1 |
5.630 |
5.630 |
5.433 |
5.565 |
PP |
5.500 |
5.500 |
5.500 |
5.468 |
S1 |
5.271 |
5.271 |
5.367 |
5.206 |
S2 |
5.141 |
5.141 |
5.334 |
|
S3 |
4.782 |
4.912 |
5.301 |
|
S4 |
4.423 |
4.553 |
5.203 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.540 |
5.088 |
0.452 |
8.8% |
0.130 |
2.5% |
6% |
False |
True |
4,071 |
10 |
5.764 |
5.088 |
0.676 |
13.2% |
0.133 |
2.6% |
4% |
False |
True |
3,774 |
20 |
6.170 |
5.088 |
1.082 |
21.1% |
0.172 |
3.4% |
3% |
False |
True |
3,868 |
40 |
6.170 |
5.088 |
1.082 |
21.1% |
0.190 |
3.7% |
3% |
False |
True |
3,710 |
60 |
6.170 |
5.088 |
1.082 |
21.1% |
0.173 |
3.4% |
3% |
False |
True |
3,368 |
80 |
6.170 |
5.088 |
1.082 |
21.1% |
0.172 |
3.4% |
3% |
False |
True |
3,097 |
100 |
6.170 |
5.088 |
1.082 |
21.1% |
0.167 |
3.3% |
3% |
False |
True |
2,822 |
120 |
6.613 |
5.088 |
1.525 |
29.8% |
0.165 |
3.2% |
2% |
False |
True |
2,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.540 |
2.618 |
5.399 |
1.618 |
5.313 |
1.000 |
5.260 |
0.618 |
5.227 |
HIGH |
5.174 |
0.618 |
5.141 |
0.500 |
5.131 |
0.382 |
5.121 |
LOW |
5.088 |
0.618 |
5.035 |
1.000 |
5.002 |
1.618 |
4.949 |
2.618 |
4.863 |
4.250 |
4.723 |
|
|
Fisher Pivots for day following 08-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.131 |
5.227 |
PP |
5.126 |
5.190 |
S1 |
5.121 |
5.153 |
|