NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 16-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.421 |
5.308 |
-0.113 |
-2.1% |
5.680 |
High |
5.481 |
5.600 |
0.119 |
2.2% |
5.682 |
Low |
5.283 |
5.302 |
0.019 |
0.4% |
5.350 |
Close |
5.308 |
5.594 |
0.286 |
5.4% |
5.378 |
Range |
0.198 |
0.298 |
0.100 |
50.5% |
0.332 |
ATR |
0.153 |
0.164 |
0.010 |
6.7% |
0.000 |
Volume |
7,110 |
7,298 |
188 |
2.6% |
32,068 |
|
Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.393 |
6.291 |
5.758 |
|
R3 |
6.095 |
5.993 |
5.676 |
|
R2 |
5.797 |
5.797 |
5.649 |
|
R1 |
5.695 |
5.695 |
5.621 |
5.746 |
PP |
5.499 |
5.499 |
5.499 |
5.524 |
S1 |
5.397 |
5.397 |
5.567 |
5.448 |
S2 |
5.201 |
5.201 |
5.539 |
|
S3 |
4.903 |
5.099 |
5.512 |
|
S4 |
4.605 |
4.801 |
5.430 |
|
|
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 |
5.600 |
5.240 |
0.360 |
6.4% |
0.150 |
2.7% |
98% |
True |
False |
6,335 |
10 |
5.760 |
5.240 |
0.520 |
9.3% |
0.131 |
2.3% |
68% |
False |
False |
6,334 |
20 |
6.294 |
5.240 |
1.054 |
18.8% |
0.137 |
2.4% |
34% |
False |
False |
5,356 |
40 |
6.462 |
5.240 |
1.222 |
21.8% |
0.168 |
3.0% |
29% |
False |
False |
5,393 |
60 |
6.462 |
5.240 |
1.222 |
21.8% |
0.165 |
2.9% |
29% |
False |
False |
5,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.867 |
2.618 |
6.380 |
1.618 |
6.082 |
1.000 |
5.898 |
0.618 |
5.784 |
HIGH |
5.600 |
0.618 |
5.486 |
0.500 |
5.451 |
0.382 |
5.416 |
LOW |
5.302 |
0.618 |
5.118 |
1.000 |
5.004 |
1.618 |
4.820 |
2.618 |
4.522 |
4.250 |
4.036 |
|
|
Fisher Pivots for day following 16-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.546 |
5.543 |
PP |
5.499 |
5.492 |
S1 |
5.451 |
5.442 |
|