NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 22-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.573 |
5.634 |
0.061 |
1.1% |
5.330 |
High |
5.680 |
5.782 |
0.102 |
1.8% |
5.694 |
Low |
5.572 |
5.573 |
0.001 |
0.0% |
5.240 |
Close |
5.647 |
5.701 |
0.054 |
1.0% |
5.596 |
Range |
0.108 |
0.209 |
0.101 |
93.5% |
0.454 |
ATR |
0.162 |
0.165 |
0.003 |
2.1% |
0.000 |
Volume |
7,934 |
6,128 |
-1,806 |
-22.8% |
36,178 |
|
Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.312 |
6.216 |
5.816 |
|
R3 |
6.103 |
6.007 |
5.758 |
|
R2 |
5.894 |
5.894 |
5.739 |
|
R1 |
5.798 |
5.798 |
5.720 |
5.846 |
PP |
5.685 |
5.685 |
5.685 |
5.710 |
S1 |
5.589 |
5.589 |
5.682 |
5.637 |
S2 |
5.476 |
5.476 |
5.663 |
|
S3 |
5.267 |
5.380 |
5.644 |
|
S4 |
5.058 |
5.171 |
5.586 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.872 |
6.688 |
5.846 |
|
R3 |
6.418 |
6.234 |
5.721 |
|
R2 |
5.964 |
5.964 |
5.679 |
|
R1 |
5.780 |
5.780 |
5.638 |
5.872 |
PP |
5.510 |
5.510 |
5.510 |
5.556 |
S1 |
5.326 |
5.326 |
5.554 |
5.418 |
S2 |
5.056 |
5.056 |
5.513 |
|
S3 |
4.602 |
4.872 |
5.471 |
|
S4 |
4.148 |
4.418 |
5.346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.782 |
5.302 |
0.480 |
8.4% |
0.195 |
3.4% |
83% |
True |
False |
8,058 |
10 |
5.782 |
5.240 |
0.542 |
9.5% |
0.153 |
2.7% |
85% |
True |
False |
7,234 |
20 |
6.073 |
5.240 |
0.833 |
14.6% |
0.139 |
2.4% |
55% |
False |
False |
6,049 |
40 |
6.462 |
5.240 |
1.222 |
21.4% |
0.170 |
3.0% |
38% |
False |
False |
5,834 |
60 |
6.462 |
5.240 |
1.222 |
21.4% |
0.169 |
3.0% |
38% |
False |
False |
5,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.670 |
2.618 |
6.329 |
1.618 |
6.120 |
1.000 |
5.991 |
0.618 |
5.911 |
HIGH |
5.782 |
0.618 |
5.702 |
0.500 |
5.678 |
0.382 |
5.653 |
LOW |
5.573 |
0.618 |
5.444 |
1.000 |
5.364 |
1.618 |
5.235 |
2.618 |
5.026 |
4.250 |
4.685 |
|
|
Fisher Pivots for day following 22-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.693 |
5.683 |
PP |
5.685 |
5.664 |
S1 |
5.678 |
5.646 |
|