NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 17-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.015 |
5.308 |
0.293 |
5.8% |
5.021 |
High |
5.321 |
5.412 |
0.091 |
1.7% |
5.412 |
Low |
5.015 |
5.199 |
0.184 |
3.7% |
4.942 |
Close |
5.314 |
5.316 |
0.002 |
0.0% |
5.316 |
Range |
0.306 |
0.213 |
-0.093 |
-30.4% |
0.470 |
ATR |
0.175 |
0.178 |
0.003 |
1.5% |
0.000 |
Volume |
4,562 |
5,387 |
825 |
18.1% |
22,962 |
|
Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.948 |
5.845 |
5.433 |
|
R3 |
5.735 |
5.632 |
5.375 |
|
R2 |
5.522 |
5.522 |
5.355 |
|
R1 |
5.419 |
5.419 |
5.336 |
5.471 |
PP |
5.309 |
5.309 |
5.309 |
5.335 |
S1 |
5.206 |
5.206 |
5.296 |
5.258 |
S2 |
5.096 |
5.096 |
5.277 |
|
S3 |
4.883 |
4.993 |
5.257 |
|
S4 |
4.670 |
4.780 |
5.199 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.633 |
6.445 |
5.575 |
|
R3 |
6.163 |
5.975 |
5.445 |
|
R2 |
5.693 |
5.693 |
5.402 |
|
R1 |
5.505 |
5.505 |
5.359 |
5.599 |
PP |
5.223 |
5.223 |
5.223 |
5.271 |
S1 |
5.035 |
5.035 |
5.273 |
5.129 |
S2 |
4.753 |
4.753 |
5.230 |
|
S3 |
4.283 |
4.565 |
5.187 |
|
S4 |
3.813 |
4.095 |
5.058 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.412 |
4.942 |
0.470 |
8.8% |
0.189 |
3.6% |
80% |
True |
False |
4,592 |
10 |
5.412 |
4.942 |
0.470 |
8.8% |
0.161 |
3.0% |
80% |
True |
False |
4,466 |
20 |
5.815 |
4.942 |
0.873 |
16.4% |
0.152 |
2.9% |
43% |
False |
False |
4,064 |
40 |
6.170 |
4.942 |
1.228 |
23.1% |
0.184 |
3.5% |
30% |
False |
False |
3,985 |
60 |
6.170 |
4.942 |
1.228 |
23.1% |
0.180 |
3.4% |
30% |
False |
False |
3,622 |
80 |
6.170 |
4.942 |
1.228 |
23.1% |
0.169 |
3.2% |
30% |
False |
False |
3,283 |
100 |
6.170 |
4.942 |
1.228 |
23.1% |
0.170 |
3.2% |
30% |
False |
False |
3,023 |
120 |
6.550 |
4.942 |
1.608 |
30.2% |
0.166 |
3.1% |
23% |
False |
False |
2,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.317 |
2.618 |
5.970 |
1.618 |
5.757 |
1.000 |
5.625 |
0.618 |
5.544 |
HIGH |
5.412 |
0.618 |
5.331 |
0.500 |
5.306 |
0.382 |
5.280 |
LOW |
5.199 |
0.618 |
5.067 |
1.000 |
4.986 |
1.618 |
4.854 |
2.618 |
4.641 |
4.250 |
4.294 |
|
|
Fisher Pivots for day following 17-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.313 |
5.279 |
PP |
5.309 |
5.241 |
S1 |
5.306 |
5.204 |
|