NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 14-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.021 |
5.040 |
0.019 |
0.4% |
5.365 |
High |
5.038 |
5.150 |
0.112 |
2.2% |
5.365 |
Low |
4.942 |
5.015 |
0.073 |
1.5% |
5.050 |
Close |
4.967 |
5.116 |
0.149 |
3.0% |
5.073 |
Range |
0.096 |
0.135 |
0.039 |
40.6% |
0.315 |
ATR |
0.161 |
0.163 |
0.002 |
1.0% |
0.000 |
Volume |
2,864 |
5,505 |
2,641 |
92.2% |
21,702 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.499 |
5.442 |
5.190 |
|
R3 |
5.364 |
5.307 |
5.153 |
|
R2 |
5.229 |
5.229 |
5.141 |
|
R1 |
5.172 |
5.172 |
5.128 |
5.201 |
PP |
5.094 |
5.094 |
5.094 |
5.108 |
S1 |
5.037 |
5.037 |
5.104 |
5.066 |
S2 |
4.959 |
4.959 |
5.091 |
|
S3 |
4.824 |
4.902 |
5.079 |
|
S4 |
4.689 |
4.767 |
5.042 |
|
|
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 |
5.202 |
4.942 |
0.260 |
5.1% |
0.111 |
2.2% |
67% |
False |
False |
4,225 |
10 |
5.590 |
4.942 |
0.648 |
12.7% |
0.120 |
2.4% |
27% |
False |
False |
4,050 |
20 |
6.085 |
4.942 |
1.143 |
22.3% |
0.146 |
2.9% |
15% |
False |
False |
3,965 |
40 |
6.170 |
4.942 |
1.228 |
24.0% |
0.183 |
3.6% |
14% |
False |
False |
3,829 |
60 |
6.170 |
4.942 |
1.228 |
24.0% |
0.172 |
3.4% |
14% |
False |
False |
3,510 |
80 |
6.170 |
4.942 |
1.228 |
24.0% |
0.165 |
3.2% |
14% |
False |
False |
3,165 |
100 |
6.170 |
4.942 |
1.228 |
24.0% |
0.167 |
3.3% |
14% |
False |
False |
2,923 |
120 |
6.550 |
4.942 |
1.608 |
31.4% |
0.164 |
3.2% |
11% |
False |
False |
2,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.724 |
2.618 |
5.503 |
1.618 |
5.368 |
1.000 |
5.285 |
0.618 |
5.233 |
HIGH |
5.150 |
0.618 |
5.098 |
0.500 |
5.083 |
0.382 |
5.067 |
LOW |
5.015 |
0.618 |
4.932 |
1.000 |
4.880 |
1.618 |
4.797 |
2.618 |
4.662 |
4.250 |
4.441 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.105 |
5.100 |
PP |
5.094 |
5.085 |
S1 |
5.083 |
5.069 |
|