NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 03-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
03-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.828 |
5.760 |
-0.068 |
-1.2% |
5.998 |
High |
5.844 |
5.760 |
-0.084 |
-1.4% |
6.040 |
Low |
5.699 |
5.720 |
0.021 |
0.4% |
5.699 |
Close |
5.707 |
5.720 |
0.013 |
0.2% |
5.720 |
Range |
0.145 |
0.040 |
-0.105 |
-72.4% |
0.341 |
ATR |
0.166 |
0.158 |
-0.008 |
-4.9% |
0.000 |
Volume |
5,985 |
5,985 |
0 |
0.0% |
21,726 |
|
Daily Pivots for day following 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.853 |
5.827 |
5.742 |
|
R3 |
5.813 |
5.787 |
5.731 |
|
R2 |
5.773 |
5.773 |
5.727 |
|
R1 |
5.747 |
5.747 |
5.724 |
5.740 |
PP |
5.733 |
5.733 |
5.733 |
5.730 |
S1 |
5.707 |
5.707 |
5.716 |
5.700 |
S2 |
5.693 |
5.693 |
5.713 |
|
S3 |
5.653 |
5.667 |
5.709 |
|
S4 |
5.613 |
5.627 |
5.698 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.843 |
6.622 |
5.908 |
|
R3 |
6.502 |
6.281 |
5.814 |
|
R2 |
6.161 |
6.161 |
5.783 |
|
R1 |
5.940 |
5.940 |
5.751 |
5.880 |
PP |
5.820 |
5.820 |
5.820 |
5.790 |
S1 |
5.599 |
5.599 |
5.689 |
5.539 |
S2 |
5.479 |
5.479 |
5.657 |
|
S3 |
5.138 |
5.258 |
5.626 |
|
S4 |
4.797 |
4.917 |
5.532 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.040 |
5.699 |
0.341 |
6.0% |
0.108 |
1.9% |
6% |
False |
False |
4,345 |
10 |
6.110 |
5.699 |
0.411 |
7.2% |
0.126 |
2.2% |
5% |
False |
False |
4,418 |
20 |
6.462 |
5.699 |
0.763 |
13.3% |
0.155 |
2.7% |
3% |
False |
False |
5,093 |
40 |
6.462 |
5.693 |
0.769 |
13.4% |
0.176 |
3.1% |
4% |
False |
False |
5,318 |
60 |
6.462 |
5.460 |
1.002 |
17.5% |
0.161 |
2.8% |
26% |
False |
False |
5,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.930 |
2.618 |
5.865 |
1.618 |
5.825 |
1.000 |
5.800 |
0.618 |
5.785 |
HIGH |
5.760 |
0.618 |
5.745 |
0.500 |
5.740 |
0.382 |
5.735 |
LOW |
5.720 |
0.618 |
5.695 |
1.000 |
5.680 |
1.618 |
5.655 |
2.618 |
5.615 |
4.250 |
5.550 |
|
|
Fisher Pivots for day following 03-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.740 |
5.795 |
PP |
5.733 |
5.770 |
S1 |
5.727 |
5.745 |
|