NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 15-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.319 |
5.421 |
0.102 |
1.9% |
5.680 |
High |
5.431 |
5.481 |
0.050 |
0.9% |
5.682 |
Low |
5.319 |
5.283 |
-0.036 |
-0.7% |
5.350 |
Close |
5.409 |
5.308 |
-0.101 |
-1.9% |
5.378 |
Range |
0.112 |
0.198 |
0.086 |
76.8% |
0.332 |
ATR |
0.150 |
0.153 |
0.003 |
2.3% |
0.000 |
Volume |
6,166 |
7,110 |
944 |
15.3% |
32,068 |
|
Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.951 |
5.828 |
5.417 |
|
R3 |
5.753 |
5.630 |
5.362 |
|
R2 |
5.555 |
5.555 |
5.344 |
|
R1 |
5.432 |
5.432 |
5.326 |
5.395 |
PP |
5.357 |
5.357 |
5.357 |
5.339 |
S1 |
5.234 |
5.234 |
5.290 |
5.197 |
S2 |
5.159 |
5.159 |
5.272 |
|
S3 |
4.961 |
5.036 |
5.254 |
|
S4 |
4.763 |
4.838 |
5.199 |
|
|
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 |
5.508 |
5.240 |
0.268 |
5.0% |
0.110 |
2.1% |
25% |
False |
False |
6,411 |
10 |
5.844 |
5.240 |
0.604 |
11.4% |
0.116 |
2.2% |
11% |
False |
False |
6,202 |
20 |
6.379 |
5.240 |
1.139 |
21.5% |
0.132 |
2.5% |
6% |
False |
False |
5,216 |
40 |
6.462 |
5.240 |
1.222 |
23.0% |
0.164 |
3.1% |
6% |
False |
False |
5,394 |
60 |
6.462 |
5.240 |
1.222 |
23.0% |
0.161 |
3.0% |
6% |
False |
False |
5,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.323 |
2.618 |
5.999 |
1.618 |
5.801 |
1.000 |
5.679 |
0.618 |
5.603 |
HIGH |
5.481 |
0.618 |
5.405 |
0.500 |
5.382 |
0.382 |
5.359 |
LOW |
5.283 |
0.618 |
5.161 |
1.000 |
5.085 |
1.618 |
4.963 |
2.618 |
4.765 |
4.250 |
4.442 |
|
|
Fisher Pivots for day following 15-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.382 |
5.361 |
PP |
5.357 |
5.343 |
S1 |
5.333 |
5.326 |
|