NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 23-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.634 |
5.715 |
0.081 |
1.4% |
5.330 |
High |
5.782 |
5.786 |
0.004 |
0.1% |
5.694 |
Low |
5.573 |
5.535 |
-0.038 |
-0.7% |
5.240 |
Close |
5.701 |
5.547 |
-0.154 |
-2.7% |
5.596 |
Range |
0.209 |
0.251 |
0.042 |
20.1% |
0.454 |
ATR |
0.165 |
0.171 |
0.006 |
3.7% |
0.000 |
Volume |
6,128 |
8,286 |
2,158 |
35.2% |
36,178 |
|
Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.376 |
6.212 |
5.685 |
|
R3 |
6.125 |
5.961 |
5.616 |
|
R2 |
5.874 |
5.874 |
5.593 |
|
R1 |
5.710 |
5.710 |
5.570 |
5.667 |
PP |
5.623 |
5.623 |
5.623 |
5.601 |
S1 |
5.459 |
5.459 |
5.524 |
5.416 |
S2 |
5.372 |
5.372 |
5.501 |
|
S3 |
5.121 |
5.208 |
5.478 |
|
S4 |
4.870 |
4.957 |
5.409 |
|
|
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 |
5.786 |
5.475 |
0.311 |
5.6% |
0.186 |
3.3% |
23% |
True |
False |
8,255 |
10 |
5.786 |
5.240 |
0.546 |
9.8% |
0.168 |
3.0% |
56% |
True |
False |
7,295 |
20 |
6.073 |
5.240 |
0.833 |
15.0% |
0.147 |
2.6% |
37% |
False |
False |
6,183 |
40 |
6.462 |
5.240 |
1.222 |
22.0% |
0.169 |
3.0% |
25% |
False |
False |
5,949 |
60 |
6.462 |
5.240 |
1.222 |
22.0% |
0.171 |
3.1% |
25% |
False |
False |
5,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.853 |
2.618 |
6.443 |
1.618 |
6.192 |
1.000 |
6.037 |
0.618 |
5.941 |
HIGH |
5.786 |
0.618 |
5.690 |
0.500 |
5.661 |
0.382 |
5.631 |
LOW |
5.535 |
0.618 |
5.380 |
1.000 |
5.284 |
1.618 |
5.129 |
2.618 |
4.878 |
4.250 |
4.468 |
|
|
Fisher Pivots for day following 23-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.661 |
5.661 |
PP |
5.623 |
5.623 |
S1 |
5.585 |
5.585 |
|