NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 10-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.135 |
5.196 |
0.061 |
1.2% |
5.365 |
High |
5.202 |
5.196 |
-0.006 |
-0.1% |
5.365 |
Low |
5.110 |
5.050 |
-0.060 |
-1.2% |
5.050 |
Close |
5.132 |
5.073 |
-0.059 |
-1.1% |
5.073 |
Range |
0.092 |
0.146 |
0.054 |
58.7% |
0.315 |
ATR |
0.165 |
0.163 |
-0.001 |
-0.8% |
0.000 |
Volume |
5,040 |
4,036 |
-1,004 |
-19.9% |
21,702 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.544 |
5.455 |
5.153 |
|
R3 |
5.398 |
5.309 |
5.113 |
|
R2 |
5.252 |
5.252 |
5.100 |
|
R1 |
5.163 |
5.163 |
5.086 |
5.135 |
PP |
5.106 |
5.106 |
5.106 |
5.092 |
S1 |
5.017 |
5.017 |
5.060 |
4.989 |
S2 |
4.960 |
4.960 |
5.046 |
|
S3 |
4.814 |
4.871 |
5.033 |
|
S4 |
4.668 |
4.725 |
4.993 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.108 |
5.905 |
5.246 |
|
R3 |
5.793 |
5.590 |
5.160 |
|
R2 |
5.478 |
5.478 |
5.131 |
|
R1 |
5.275 |
5.275 |
5.102 |
5.219 |
PP |
5.163 |
5.163 |
5.163 |
5.135 |
S1 |
4.960 |
4.960 |
5.044 |
4.904 |
S2 |
4.848 |
4.848 |
5.015 |
|
S3 |
4.533 |
4.645 |
4.986 |
|
S4 |
4.218 |
4.330 |
4.900 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.365 |
5.050 |
0.315 |
6.2% |
0.133 |
2.6% |
7% |
False |
True |
4,340 |
10 |
5.730 |
5.050 |
0.680 |
13.4% |
0.126 |
2.5% |
3% |
False |
True |
3,675 |
20 |
6.170 |
5.050 |
1.120 |
22.1% |
0.162 |
3.2% |
2% |
False |
True |
3,901 |
40 |
6.170 |
5.050 |
1.120 |
22.1% |
0.184 |
3.6% |
2% |
False |
True |
3,721 |
60 |
6.170 |
5.050 |
1.120 |
22.1% |
0.174 |
3.4% |
2% |
False |
True |
3,451 |
80 |
6.170 |
5.050 |
1.120 |
22.1% |
0.173 |
3.4% |
2% |
False |
True |
3,181 |
100 |
6.170 |
5.050 |
1.120 |
22.1% |
0.166 |
3.3% |
2% |
False |
True |
2,898 |
120 |
6.550 |
5.050 |
1.500 |
29.6% |
0.165 |
3.3% |
2% |
False |
True |
2,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.817 |
2.618 |
5.578 |
1.618 |
5.432 |
1.000 |
5.342 |
0.618 |
5.286 |
HIGH |
5.196 |
0.618 |
5.140 |
0.500 |
5.123 |
0.382 |
5.106 |
LOW |
5.050 |
0.618 |
4.960 |
1.000 |
4.904 |
1.618 |
4.814 |
2.618 |
4.668 |
4.250 |
4.430 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.123 |
5.126 |
PP |
5.106 |
5.108 |
S1 |
5.090 |
5.091 |
|