NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 10-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.480 |
5.400 |
-0.080 |
-1.5% |
5.680 |
High |
5.508 |
5.400 |
-0.108 |
-2.0% |
5.682 |
Low |
5.408 |
5.350 |
-0.058 |
-1.1% |
5.350 |
Close |
5.434 |
5.378 |
-0.056 |
-1.0% |
5.378 |
Range |
0.100 |
0.050 |
-0.050 |
-50.0% |
0.332 |
ATR |
0.154 |
0.149 |
-0.005 |
-3.2% |
0.000 |
Volume |
7,677 |
6,387 |
-1,290 |
-16.8% |
32,068 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.526 |
5.502 |
5.406 |
|
R3 |
5.476 |
5.452 |
5.392 |
|
R2 |
5.426 |
5.426 |
5.387 |
|
R1 |
5.402 |
5.402 |
5.383 |
5.389 |
PP |
5.376 |
5.376 |
5.376 |
5.370 |
S1 |
5.352 |
5.352 |
5.373 |
5.339 |
S2 |
5.326 |
5.326 |
5.369 |
|
S3 |
5.276 |
5.302 |
5.364 |
|
S4 |
5.226 |
5.252 |
5.351 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.466 |
6.254 |
5.561 |
|
R3 |
6.134 |
5.922 |
5.469 |
|
R2 |
5.802 |
5.802 |
5.439 |
|
R1 |
5.590 |
5.590 |
5.408 |
5.530 |
PP |
5.470 |
5.470 |
5.470 |
5.440 |
S1 |
5.258 |
5.258 |
5.348 |
5.198 |
S2 |
5.138 |
5.138 |
5.317 |
|
S3 |
4.806 |
4.926 |
5.287 |
|
S4 |
4.474 |
4.594 |
5.195 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.682 |
5.350 |
0.332 |
6.2% |
0.114 |
2.1% |
8% |
False |
True |
6,413 |
10 |
6.040 |
5.350 |
0.690 |
12.8% |
0.111 |
2.1% |
4% |
False |
True |
5,379 |
20 |
6.462 |
5.350 |
1.112 |
20.7% |
0.144 |
2.7% |
3% |
False |
True |
5,320 |
40 |
6.462 |
5.350 |
1.112 |
20.7% |
0.165 |
3.1% |
3% |
False |
True |
5,287 |
60 |
6.462 |
5.350 |
1.112 |
20.7% |
0.160 |
3.0% |
3% |
False |
True |
5,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.613 |
2.618 |
5.531 |
1.618 |
5.481 |
1.000 |
5.450 |
0.618 |
5.431 |
HIGH |
5.400 |
0.618 |
5.381 |
0.500 |
5.375 |
0.382 |
5.369 |
LOW |
5.350 |
0.618 |
5.319 |
1.000 |
5.300 |
1.618 |
5.269 |
2.618 |
5.219 |
4.250 |
5.138 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.377 |
5.429 |
PP |
5.376 |
5.412 |
S1 |
5.375 |
5.395 |
|