NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 30-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5.998 |
5.970 |
-0.028 |
-0.5% |
6.110 |
High |
6.040 |
5.980 |
-0.060 |
-1.0% |
6.110 |
Low |
5.940 |
5.821 |
-0.119 |
-2.0% |
5.810 |
Close |
5.956 |
5.837 |
-0.119 |
-2.0% |
6.055 |
Range |
0.100 |
0.159 |
0.059 |
59.0% |
0.300 |
ATR |
0.174 |
0.173 |
-0.001 |
-0.6% |
0.000 |
Volume |
3,117 |
3,026 |
-91 |
-2.9% |
22,462 |
|
Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.356 |
6.256 |
5.924 |
|
R3 |
6.197 |
6.097 |
5.881 |
|
R2 |
6.038 |
6.038 |
5.866 |
|
R1 |
5.938 |
5.938 |
5.852 |
5.909 |
PP |
5.879 |
5.879 |
5.879 |
5.865 |
S1 |
5.779 |
5.779 |
5.822 |
5.750 |
S2 |
5.720 |
5.720 |
5.808 |
|
S3 |
5.561 |
5.620 |
5.793 |
|
S4 |
5.402 |
5.461 |
5.750 |
|
|
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 |
6.073 |
5.810 |
0.263 |
4.5% |
0.125 |
2.1% |
10% |
False |
False |
4,147 |
10 |
6.379 |
5.810 |
0.569 |
9.7% |
0.153 |
2.6% |
5% |
False |
False |
4,689 |
20 |
6.462 |
5.800 |
0.662 |
11.3% |
0.182 |
3.1% |
6% |
False |
False |
5,342 |
40 |
6.462 |
5.693 |
0.769 |
13.2% |
0.183 |
3.1% |
19% |
False |
False |
5,244 |
60 |
6.462 |
5.460 |
1.002 |
17.2% |
0.161 |
2.8% |
38% |
False |
False |
4,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.656 |
2.618 |
6.396 |
1.618 |
6.237 |
1.000 |
6.139 |
0.618 |
6.078 |
HIGH |
5.980 |
0.618 |
5.919 |
0.500 |
5.901 |
0.382 |
5.882 |
LOW |
5.821 |
0.618 |
5.723 |
1.000 |
5.662 |
1.618 |
5.564 |
2.618 |
5.405 |
4.250 |
5.145 |
|
|
Fisher Pivots for day following 30-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
5.901 |
5.947 |
PP |
5.879 |
5.910 |
S1 |
5.858 |
5.874 |
|