NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 13-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.196 |
5.021 |
-0.175 |
-3.4% |
5.365 |
High |
5.196 |
5.038 |
-0.158 |
-3.0% |
5.365 |
Low |
5.050 |
4.942 |
-0.108 |
-2.1% |
5.050 |
Close |
5.073 |
4.967 |
-0.106 |
-2.1% |
5.073 |
Range |
0.146 |
0.096 |
-0.050 |
-34.2% |
0.315 |
ATR |
0.163 |
0.161 |
-0.002 |
-1.4% |
0.000 |
Volume |
4,036 |
2,864 |
-1,172 |
-29.0% |
21,702 |
|
Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.270 |
5.215 |
5.020 |
|
R3 |
5.174 |
5.119 |
4.993 |
|
R2 |
5.078 |
5.078 |
4.985 |
|
R1 |
5.023 |
5.023 |
4.976 |
5.003 |
PP |
4.982 |
4.982 |
4.982 |
4.972 |
S1 |
4.927 |
4.927 |
4.958 |
4.907 |
S2 |
4.886 |
4.886 |
4.949 |
|
S3 |
4.790 |
4.831 |
4.941 |
|
S4 |
4.694 |
4.735 |
4.914 |
|
|
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 |
5.302 |
4.942 |
0.360 |
7.2% |
0.113 |
2.3% |
7% |
False |
True |
3,960 |
10 |
5.708 |
4.942 |
0.766 |
15.4% |
0.126 |
2.5% |
3% |
False |
True |
3,733 |
20 |
6.170 |
4.942 |
1.228 |
24.7% |
0.154 |
3.1% |
2% |
False |
True |
3,892 |
40 |
6.170 |
4.942 |
1.228 |
24.7% |
0.183 |
3.7% |
2% |
False |
True |
3,736 |
60 |
6.170 |
4.942 |
1.228 |
24.7% |
0.172 |
3.5% |
2% |
False |
True |
3,464 |
80 |
6.170 |
4.942 |
1.228 |
24.7% |
0.165 |
3.3% |
2% |
False |
True |
3,202 |
100 |
6.170 |
4.942 |
1.228 |
24.7% |
0.166 |
3.3% |
2% |
False |
True |
2,908 |
120 |
6.550 |
4.942 |
1.608 |
32.4% |
0.164 |
3.3% |
2% |
False |
True |
2,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.446 |
2.618 |
5.289 |
1.618 |
5.193 |
1.000 |
5.134 |
0.618 |
5.097 |
HIGH |
5.038 |
0.618 |
5.001 |
0.500 |
4.990 |
0.382 |
4.979 |
LOW |
4.942 |
0.618 |
4.883 |
1.000 |
4.846 |
1.618 |
4.787 |
2.618 |
4.691 |
4.250 |
4.534 |
|
|
Fisher Pivots for day following 13-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4.990 |
5.072 |
PP |
4.982 |
5.037 |
S1 |
4.975 |
5.002 |
|