NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5.465 |
5.662 |
0.197 |
3.6% |
5.622 |
High |
5.688 |
5.665 |
-0.023 |
-0.4% |
5.688 |
Low |
5.445 |
5.540 |
0.095 |
1.7% |
5.377 |
Close |
5.677 |
5.643 |
-0.034 |
-0.6% |
5.643 |
Range |
0.243 |
0.125 |
-0.118 |
-48.6% |
0.311 |
ATR |
0.171 |
0.169 |
-0.002 |
-1.4% |
0.000 |
Volume |
6,678 |
9,496 |
2,818 |
42.2% |
29,629 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.991 |
5.942 |
5.712 |
|
R3 |
5.866 |
5.817 |
5.677 |
|
R2 |
5.741 |
5.741 |
5.666 |
|
R1 |
5.692 |
5.692 |
5.654 |
5.654 |
PP |
5.616 |
5.616 |
5.616 |
5.597 |
S1 |
5.567 |
5.567 |
5.632 |
5.529 |
S2 |
5.491 |
5.491 |
5.620 |
|
S3 |
5.366 |
5.442 |
5.609 |
|
S4 |
5.241 |
5.317 |
5.574 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.502 |
6.384 |
5.814 |
|
R3 |
6.191 |
6.073 |
5.729 |
|
R2 |
5.880 |
5.880 |
5.700 |
|
R1 |
5.762 |
5.762 |
5.672 |
5.821 |
PP |
5.569 |
5.569 |
5.569 |
5.599 |
S1 |
5.451 |
5.451 |
5.614 |
5.510 |
S2 |
5.258 |
5.258 |
5.586 |
|
S3 |
4.947 |
5.140 |
5.557 |
|
S4 |
4.636 |
4.829 |
5.472 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.688 |
5.377 |
0.311 |
5.5% |
0.155 |
2.7% |
86% |
False |
False |
5,925 |
10 |
5.786 |
5.377 |
0.409 |
7.2% |
0.163 |
2.9% |
65% |
False |
False |
6,942 |
20 |
5.786 |
5.240 |
0.546 |
9.7% |
0.156 |
2.8% |
74% |
False |
False |
6,883 |
40 |
6.462 |
5.240 |
1.222 |
21.7% |
0.156 |
2.8% |
33% |
False |
False |
5,988 |
60 |
6.462 |
5.240 |
1.222 |
21.7% |
0.169 |
3.0% |
33% |
False |
False |
5,840 |
80 |
6.462 |
5.240 |
1.222 |
21.7% |
0.160 |
2.8% |
33% |
False |
False |
5,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.196 |
2.618 |
5.992 |
1.618 |
5.867 |
1.000 |
5.790 |
0.618 |
5.742 |
HIGH |
5.665 |
0.618 |
5.617 |
0.500 |
5.603 |
0.382 |
5.588 |
LOW |
5.540 |
0.618 |
5.463 |
1.000 |
5.415 |
1.618 |
5.338 |
2.618 |
5.213 |
4.250 |
5.009 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5.630 |
5.606 |
PP |
5.616 |
5.569 |
S1 |
5.603 |
5.533 |
|