NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 01-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.970 |
5.858 |
-0.112 |
-1.9% |
6.110 |
High |
5.980 |
5.890 |
-0.090 |
-1.5% |
6.110 |
Low |
5.821 |
5.792 |
-0.029 |
-0.5% |
5.810 |
Close |
5.837 |
5.840 |
0.003 |
0.1% |
6.055 |
Range |
0.159 |
0.098 |
-0.061 |
-38.4% |
0.300 |
ATR |
0.173 |
0.168 |
-0.005 |
-3.1% |
0.000 |
Volume |
3,026 |
3,613 |
587 |
19.4% |
22,462 |
|
Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.135 |
6.085 |
5.894 |
|
R3 |
6.037 |
5.987 |
5.867 |
|
R2 |
5.939 |
5.939 |
5.858 |
|
R1 |
5.889 |
5.889 |
5.849 |
5.865 |
PP |
5.841 |
5.841 |
5.841 |
5.829 |
S1 |
5.791 |
5.791 |
5.831 |
5.767 |
S2 |
5.743 |
5.743 |
5.822 |
|
S3 |
5.645 |
5.693 |
5.813 |
|
S4 |
5.547 |
5.595 |
5.786 |
|
|
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 |
5.792 |
0.281 |
4.8% |
0.128 |
2.2% |
17% |
False |
True |
3,735 |
10 |
6.379 |
5.792 |
0.587 |
10.1% |
0.148 |
2.5% |
8% |
False |
True |
4,229 |
20 |
6.462 |
5.792 |
0.670 |
11.5% |
0.172 |
2.9% |
7% |
False |
True |
5,177 |
40 |
6.462 |
5.693 |
0.769 |
13.2% |
0.184 |
3.1% |
19% |
False |
False |
5,264 |
60 |
6.462 |
5.460 |
1.002 |
17.2% |
0.161 |
2.8% |
38% |
False |
False |
4,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.307 |
2.618 |
6.147 |
1.618 |
6.049 |
1.000 |
5.988 |
0.618 |
5.951 |
HIGH |
5.890 |
0.618 |
5.853 |
0.500 |
5.841 |
0.382 |
5.829 |
LOW |
5.792 |
0.618 |
5.731 |
1.000 |
5.694 |
1.618 |
5.633 |
2.618 |
5.535 |
4.250 |
5.376 |
|
|
Fisher Pivots for day following 01-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.841 |
5.916 |
PP |
5.841 |
5.891 |
S1 |
5.840 |
5.865 |
|