NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 09-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.140 |
5.135 |
-0.005 |
-0.1% |
5.690 |
High |
5.174 |
5.202 |
0.028 |
0.5% |
5.730 |
Low |
5.088 |
5.110 |
0.022 |
0.4% |
5.371 |
Close |
5.116 |
5.132 |
0.016 |
0.3% |
5.400 |
Range |
0.086 |
0.092 |
0.006 |
7.0% |
0.359 |
ATR |
0.170 |
0.165 |
-0.006 |
-3.3% |
0.000 |
Volume |
3,682 |
5,040 |
1,358 |
36.9% |
15,050 |
|
Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.424 |
5.370 |
5.183 |
|
R3 |
5.332 |
5.278 |
5.157 |
|
R2 |
5.240 |
5.240 |
5.149 |
|
R1 |
5.186 |
5.186 |
5.140 |
5.167 |
PP |
5.148 |
5.148 |
5.148 |
5.139 |
S1 |
5.094 |
5.094 |
5.124 |
5.075 |
S2 |
5.056 |
5.056 |
5.115 |
|
S3 |
4.964 |
5.002 |
5.107 |
|
S4 |
4.872 |
4.910 |
5.081 |
|
|
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 |
5.440 |
5.088 |
0.352 |
6.9% |
0.117 |
2.3% |
13% |
False |
False |
4,306 |
10 |
5.764 |
5.088 |
0.676 |
13.2% |
0.131 |
2.5% |
7% |
False |
False |
3,570 |
20 |
6.170 |
5.088 |
1.082 |
21.1% |
0.164 |
3.2% |
4% |
False |
False |
3,934 |
40 |
6.170 |
5.088 |
1.082 |
21.1% |
0.185 |
3.6% |
4% |
False |
False |
3,730 |
60 |
6.170 |
5.088 |
1.082 |
21.1% |
0.173 |
3.4% |
4% |
False |
False |
3,422 |
80 |
6.170 |
5.088 |
1.082 |
21.1% |
0.173 |
3.4% |
4% |
False |
False |
3,149 |
100 |
6.170 |
5.088 |
1.082 |
21.1% |
0.166 |
3.2% |
4% |
False |
False |
2,868 |
120 |
6.560 |
5.088 |
1.472 |
28.7% |
0.165 |
3.2% |
3% |
False |
False |
2,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.593 |
2.618 |
5.443 |
1.618 |
5.351 |
1.000 |
5.294 |
0.618 |
5.259 |
HIGH |
5.202 |
0.618 |
5.167 |
0.500 |
5.156 |
0.382 |
5.145 |
LOW |
5.110 |
0.618 |
5.053 |
1.000 |
5.018 |
1.618 |
4.961 |
2.618 |
4.869 |
4.250 |
4.719 |
|
|
Fisher Pivots for day following 09-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.156 |
5.195 |
PP |
5.148 |
5.174 |
S1 |
5.140 |
5.153 |
|