NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 15-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.040 |
5.160 |
0.120 |
2.4% |
5.365 |
High |
5.150 |
5.192 |
0.042 |
0.8% |
5.365 |
Low |
5.015 |
4.995 |
-0.020 |
-0.4% |
5.050 |
Close |
5.116 |
5.021 |
-0.095 |
-1.9% |
5.073 |
Range |
0.135 |
0.197 |
0.062 |
45.9% |
0.315 |
ATR |
0.163 |
0.165 |
0.002 |
1.5% |
0.000 |
Volume |
5,505 |
4,644 |
-861 |
-15.6% |
21,702 |
|
Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.660 |
5.538 |
5.129 |
|
R3 |
5.463 |
5.341 |
5.075 |
|
R2 |
5.266 |
5.266 |
5.057 |
|
R1 |
5.144 |
5.144 |
5.039 |
5.107 |
PP |
5.069 |
5.069 |
5.069 |
5.051 |
S1 |
4.947 |
4.947 |
5.003 |
4.910 |
S2 |
4.872 |
4.872 |
4.985 |
|
S3 |
4.675 |
4.750 |
4.967 |
|
S4 |
4.478 |
4.553 |
4.913 |
|
|
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 |
5.2% |
0.133 |
2.7% |
30% |
False |
False |
4,417 |
10 |
5.540 |
4.942 |
0.598 |
11.9% |
0.132 |
2.6% |
13% |
False |
False |
4,244 |
20 |
6.085 |
4.942 |
1.143 |
22.8% |
0.148 |
2.9% |
7% |
False |
False |
3,972 |
40 |
6.170 |
4.942 |
1.228 |
24.5% |
0.183 |
3.6% |
6% |
False |
False |
3,877 |
60 |
6.170 |
4.942 |
1.228 |
24.5% |
0.175 |
3.5% |
6% |
False |
False |
3,566 |
80 |
6.170 |
4.942 |
1.228 |
24.5% |
0.165 |
3.3% |
6% |
False |
False |
3,196 |
100 |
6.170 |
4.942 |
1.228 |
24.5% |
0.167 |
3.3% |
6% |
False |
False |
2,958 |
120 |
6.550 |
4.942 |
1.608 |
32.0% |
0.164 |
3.3% |
5% |
False |
False |
2,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.029 |
2.618 |
5.708 |
1.618 |
5.511 |
1.000 |
5.389 |
0.618 |
5.314 |
HIGH |
5.192 |
0.618 |
5.117 |
0.500 |
5.094 |
0.382 |
5.070 |
LOW |
4.995 |
0.618 |
4.873 |
1.000 |
4.798 |
1.618 |
4.676 |
2.618 |
4.479 |
4.250 |
4.158 |
|
|
Fisher Pivots for day following 15-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.094 |
5.067 |
PP |
5.069 |
5.052 |
S1 |
5.045 |
5.036 |
|