NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.900 |
5.903 |
0.003 |
0.1% |
6.110 |
High |
5.960 |
6.073 |
0.113 |
1.9% |
6.110 |
Low |
5.864 |
5.885 |
0.021 |
0.4% |
5.810 |
Close |
5.929 |
6.055 |
0.126 |
2.1% |
6.055 |
Range |
0.096 |
0.188 |
0.092 |
95.8% |
0.300 |
ATR |
0.178 |
0.178 |
0.001 |
0.4% |
0.000 |
Volume |
5,608 |
3,311 |
-2,297 |
-41.0% |
22,462 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.568 |
6.500 |
6.158 |
|
R3 |
6.380 |
6.312 |
6.107 |
|
R2 |
6.192 |
6.192 |
6.089 |
|
R1 |
6.124 |
6.124 |
6.072 |
6.158 |
PP |
6.004 |
6.004 |
6.004 |
6.022 |
S1 |
5.936 |
5.936 |
6.038 |
5.970 |
S2 |
5.816 |
5.816 |
6.021 |
|
S3 |
5.628 |
5.748 |
6.003 |
|
S4 |
5.440 |
5.560 |
5.952 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.892 |
6.773 |
6.220 |
|
R3 |
6.592 |
6.473 |
6.138 |
|
R2 |
6.292 |
6.292 |
6.110 |
|
R1 |
6.173 |
6.173 |
6.083 |
6.083 |
PP |
5.992 |
5.992 |
5.992 |
5.946 |
S1 |
5.873 |
5.873 |
6.028 |
5.783 |
S2 |
5.692 |
5.692 |
6.000 |
|
S3 |
5.392 |
5.573 |
5.973 |
|
S4 |
5.092 |
5.273 |
5.890 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.110 |
5.810 |
0.300 |
5.0% |
0.143 |
2.4% |
82% |
False |
False |
4,492 |
10 |
6.462 |
5.810 |
0.652 |
10.8% |
0.176 |
2.9% |
38% |
False |
False |
5,261 |
20 |
6.462 |
5.800 |
0.662 |
10.9% |
0.187 |
3.1% |
39% |
False |
False |
5,648 |
40 |
6.462 |
5.547 |
0.915 |
15.1% |
0.185 |
3.1% |
56% |
False |
False |
5,351 |
60 |
6.462 |
5.460 |
1.002 |
16.5% |
0.160 |
2.6% |
59% |
False |
False |
5,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.872 |
2.618 |
6.565 |
1.618 |
6.377 |
1.000 |
6.261 |
0.618 |
6.189 |
HIGH |
6.073 |
0.618 |
6.001 |
0.500 |
5.979 |
0.382 |
5.957 |
LOW |
5.885 |
0.618 |
5.769 |
1.000 |
5.697 |
1.618 |
5.581 |
2.618 |
5.393 |
4.250 |
5.086 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
6.030 |
6.017 |
PP |
6.004 |
5.979 |
S1 |
5.979 |
5.942 |
|