NYMEX Natural Gas Future December 2009
Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.159 |
5.340 |
0.181 |
3.5% |
5.332 |
High |
5.402 |
5.364 |
-0.038 |
-0.7% |
5.425 |
Low |
5.152 |
5.252 |
0.100 |
1.9% |
5.093 |
Close |
5.393 |
5.358 |
-0.035 |
-0.6% |
5.358 |
Range |
0.250 |
0.112 |
-0.138 |
-55.2% |
0.332 |
ATR |
0.184 |
0.181 |
-0.003 |
-1.7% |
0.000 |
Volume |
5,865 |
6,168 |
303 |
5.2% |
21,068 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.661 |
5.621 |
5.420 |
|
R3 |
5.549 |
5.509 |
5.389 |
|
R2 |
5.437 |
5.437 |
5.379 |
|
R1 |
5.397 |
5.397 |
5.368 |
5.417 |
PP |
5.325 |
5.325 |
5.325 |
5.335 |
S1 |
5.285 |
5.285 |
5.348 |
5.305 |
S2 |
5.213 |
5.213 |
5.337 |
|
S3 |
5.101 |
5.173 |
5.327 |
|
S4 |
4.989 |
5.061 |
5.296 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.288 |
6.155 |
5.541 |
|
R3 |
5.956 |
5.823 |
5.449 |
|
R2 |
5.624 |
5.624 |
5.419 |
|
R1 |
5.491 |
5.491 |
5.388 |
5.558 |
PP |
5.292 |
5.292 |
5.292 |
5.325 |
S1 |
5.159 |
5.159 |
5.328 |
5.226 |
S2 |
4.960 |
4.960 |
5.297 |
|
S3 |
4.628 |
4.827 |
5.267 |
|
S4 |
4.296 |
4.495 |
5.175 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.425 |
5.093 |
0.332 |
6.2% |
0.160 |
3.0% |
80% |
False |
False |
4,213 |
10 |
5.510 |
5.093 |
0.417 |
7.8% |
0.175 |
3.3% |
64% |
False |
False |
4,339 |
20 |
5.510 |
4.942 |
0.568 |
10.6% |
0.168 |
3.1% |
73% |
False |
False |
4,402 |
40 |
6.170 |
4.942 |
1.228 |
22.9% |
0.171 |
3.2% |
34% |
False |
False |
4,072 |
60 |
6.170 |
4.942 |
1.228 |
22.9% |
0.185 |
3.5% |
34% |
False |
False |
3,882 |
80 |
6.170 |
4.942 |
1.228 |
22.9% |
0.172 |
3.2% |
34% |
False |
False |
3,520 |
100 |
6.170 |
4.942 |
1.228 |
22.9% |
0.172 |
3.2% |
34% |
False |
False |
3,285 |
120 |
6.440 |
4.942 |
1.498 |
28.0% |
0.168 |
3.1% |
28% |
False |
False |
3,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.840 |
2.618 |
5.657 |
1.618 |
5.545 |
1.000 |
5.476 |
0.618 |
5.433 |
HIGH |
5.364 |
0.618 |
5.321 |
0.500 |
5.308 |
0.382 |
5.295 |
LOW |
5.252 |
0.618 |
5.183 |
1.000 |
5.140 |
1.618 |
5.071 |
2.618 |
4.959 |
4.250 |
4.776 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.341 |
5.321 |
PP |
5.325 |
5.284 |
S1 |
5.308 |
5.248 |
|