NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.662 |
5.601 |
-0.061 |
-1.1% |
5.622 |
High |
5.665 |
6.127 |
0.462 |
8.2% |
5.688 |
Low |
5.540 |
5.601 |
0.061 |
1.1% |
5.377 |
Close |
5.643 |
5.963 |
0.320 |
5.7% |
5.643 |
Range |
0.125 |
0.526 |
0.401 |
320.8% |
0.311 |
ATR |
0.169 |
0.194 |
0.026 |
15.1% |
0.000 |
Volume |
9,496 |
7,911 |
-1,585 |
-16.7% |
29,629 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.475 |
7.245 |
6.252 |
|
R3 |
6.949 |
6.719 |
6.108 |
|
R2 |
6.423 |
6.423 |
6.059 |
|
R1 |
6.193 |
6.193 |
6.011 |
6.308 |
PP |
5.897 |
5.897 |
5.897 |
5.955 |
S1 |
5.667 |
5.667 |
5.915 |
5.782 |
S2 |
5.371 |
5.371 |
5.867 |
|
S3 |
4.845 |
5.141 |
5.818 |
|
S4 |
4.319 |
4.615 |
5.674 |
|
|
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 |
6.127 |
5.377 |
0.750 |
12.6% |
0.246 |
4.1% |
78% |
True |
False |
6,697 |
10 |
6.127 |
5.377 |
0.750 |
12.6% |
0.201 |
3.4% |
78% |
True |
False |
6,929 |
20 |
6.127 |
5.240 |
0.887 |
14.9% |
0.172 |
2.9% |
82% |
True |
False |
6,918 |
40 |
6.462 |
5.240 |
1.222 |
20.5% |
0.165 |
2.8% |
59% |
False |
False |
6,033 |
60 |
6.462 |
5.240 |
1.222 |
20.5% |
0.175 |
2.9% |
59% |
False |
False |
5,836 |
80 |
6.462 |
5.240 |
1.222 |
20.5% |
0.164 |
2.7% |
59% |
False |
False |
5,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.363 |
2.618 |
7.504 |
1.618 |
6.978 |
1.000 |
6.653 |
0.618 |
6.452 |
HIGH |
6.127 |
0.618 |
5.926 |
0.500 |
5.864 |
0.382 |
5.802 |
LOW |
5.601 |
0.618 |
5.276 |
1.000 |
5.075 |
1.618 |
4.750 |
2.618 |
4.224 |
4.250 |
3.366 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.930 |
5.904 |
PP |
5.897 |
5.845 |
S1 |
5.864 |
5.786 |
|