NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.500 |
5.465 |
-0.035 |
-0.6% |
5.650 |
High |
5.556 |
5.688 |
0.132 |
2.4% |
5.786 |
Low |
5.377 |
5.445 |
0.068 |
1.3% |
5.509 |
Close |
5.461 |
5.677 |
0.216 |
4.0% |
5.692 |
Range |
0.179 |
0.243 |
0.064 |
35.8% |
0.277 |
ATR |
0.166 |
0.171 |
0.006 |
3.3% |
0.000 |
Volume |
4,994 |
6,678 |
1,684 |
33.7% |
39,795 |
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.332 |
6.248 |
5.811 |
|
R3 |
6.089 |
6.005 |
5.744 |
|
R2 |
5.846 |
5.846 |
5.722 |
|
R1 |
5.762 |
5.762 |
5.699 |
5.804 |
PP |
5.603 |
5.603 |
5.603 |
5.625 |
S1 |
5.519 |
5.519 |
5.655 |
5.561 |
S2 |
5.360 |
5.360 |
5.632 |
|
S3 |
5.117 |
5.276 |
5.610 |
|
S4 |
4.874 |
5.033 |
5.543 |
|
|
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 |
5.692 |
5.377 |
0.315 |
5.5% |
0.159 |
2.8% |
95% |
False |
False |
5,907 |
10 |
5.786 |
5.377 |
0.409 |
7.2% |
0.172 |
3.0% |
73% |
False |
False |
7,081 |
20 |
5.786 |
5.240 |
0.546 |
9.6% |
0.152 |
2.7% |
80% |
False |
False |
6,707 |
40 |
6.462 |
5.240 |
1.222 |
21.5% |
0.157 |
2.8% |
36% |
False |
False |
5,961 |
60 |
6.462 |
5.240 |
1.222 |
21.5% |
0.172 |
3.0% |
36% |
False |
False |
5,777 |
80 |
6.462 |
5.240 |
1.222 |
21.5% |
0.160 |
2.8% |
36% |
False |
False |
5,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.721 |
2.618 |
6.324 |
1.618 |
6.081 |
1.000 |
5.931 |
0.618 |
5.838 |
HIGH |
5.688 |
0.618 |
5.595 |
0.500 |
5.567 |
0.382 |
5.538 |
LOW |
5.445 |
0.618 |
5.295 |
1.000 |
5.202 |
1.618 |
5.052 |
2.618 |
4.809 |
4.250 |
4.412 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.640 |
5.629 |
PP |
5.603 |
5.581 |
S1 |
5.567 |
5.533 |
|