NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.715 |
5.548 |
-0.167 |
-2.9% |
5.650 |
High |
5.786 |
5.692 |
-0.094 |
-1.6% |
5.786 |
Low |
5.535 |
5.548 |
0.013 |
0.2% |
5.509 |
Close |
5.547 |
5.692 |
0.145 |
2.6% |
5.692 |
Range |
0.251 |
0.144 |
-0.107 |
-42.6% |
0.277 |
ATR |
0.171 |
0.169 |
-0.002 |
-1.1% |
0.000 |
Volume |
8,286 |
9,406 |
1,120 |
13.5% |
39,795 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.076 |
6.028 |
5.771 |
|
R3 |
5.932 |
5.884 |
5.732 |
|
R2 |
5.788 |
5.788 |
5.718 |
|
R1 |
5.740 |
5.740 |
5.705 |
5.764 |
PP |
5.644 |
5.644 |
5.644 |
5.656 |
S1 |
5.596 |
5.596 |
5.679 |
5.620 |
S2 |
5.500 |
5.500 |
5.666 |
|
S3 |
5.356 |
5.452 |
5.652 |
|
S4 |
5.212 |
5.308 |
5.613 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.493 |
6.370 |
5.844 |
|
R3 |
6.216 |
6.093 |
5.768 |
|
R2 |
5.939 |
5.939 |
5.743 |
|
R1 |
5.816 |
5.816 |
5.717 |
5.878 |
PP |
5.662 |
5.662 |
5.662 |
5.693 |
S1 |
5.539 |
5.539 |
5.667 |
5.601 |
S2 |
5.385 |
5.385 |
5.641 |
|
S3 |
5.108 |
5.262 |
5.616 |
|
S4 |
4.831 |
4.985 |
5.540 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.786 |
5.509 |
0.277 |
4.9% |
0.171 |
3.0% |
66% |
False |
False |
7,959 |
10 |
5.786 |
5.240 |
0.546 |
9.6% |
0.177 |
3.1% |
83% |
False |
False |
7,597 |
20 |
6.040 |
5.240 |
0.800 |
14.1% |
0.144 |
2.5% |
57% |
False |
False |
6,488 |
40 |
6.462 |
5.240 |
1.222 |
21.5% |
0.166 |
2.9% |
37% |
False |
False |
6,068 |
60 |
6.462 |
5.240 |
1.222 |
21.5% |
0.172 |
3.0% |
37% |
False |
False |
5,730 |
80 |
6.462 |
5.240 |
1.222 |
21.5% |
0.156 |
2.7% |
37% |
False |
False |
5,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.304 |
2.618 |
6.069 |
1.618 |
5.925 |
1.000 |
5.836 |
0.618 |
5.781 |
HIGH |
5.692 |
0.618 |
5.637 |
0.500 |
5.620 |
0.382 |
5.603 |
LOW |
5.548 |
0.618 |
5.459 |
1.000 |
5.404 |
1.618 |
5.315 |
2.618 |
5.171 |
4.250 |
4.936 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.668 |
5.682 |
PP |
5.644 |
5.671 |
S1 |
5.620 |
5.661 |
|