NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 05-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.911 |
5.950 |
0.039 |
0.7% |
5.622 |
High |
5.990 |
6.030 |
0.040 |
0.7% |
5.688 |
Low |
5.836 |
5.917 |
0.081 |
1.4% |
5.377 |
Close |
5.951 |
6.003 |
0.052 |
0.9% |
5.643 |
Range |
0.154 |
0.113 |
-0.041 |
-26.6% |
0.311 |
ATR |
0.192 |
0.186 |
-0.006 |
-2.9% |
0.000 |
Volume |
13,261 |
9,125 |
-4,136 |
-31.2% |
29,629 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.322 |
6.276 |
6.065 |
|
R3 |
6.209 |
6.163 |
6.034 |
|
R2 |
6.096 |
6.096 |
6.024 |
|
R1 |
6.050 |
6.050 |
6.013 |
6.073 |
PP |
5.983 |
5.983 |
5.983 |
5.995 |
S1 |
5.937 |
5.937 |
5.993 |
5.960 |
S2 |
5.870 |
5.870 |
5.982 |
|
S3 |
5.757 |
5.824 |
5.972 |
|
S4 |
5.644 |
5.711 |
5.941 |
|
|
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 |
5.445 |
0.682 |
11.4% |
0.232 |
3.9% |
82% |
False |
False |
9,294 |
10 |
6.127 |
5.377 |
0.750 |
12.5% |
0.196 |
3.3% |
83% |
False |
False |
7,761 |
20 |
6.127 |
5.240 |
0.887 |
14.8% |
0.174 |
2.9% |
86% |
False |
False |
7,498 |
40 |
6.462 |
5.240 |
1.222 |
20.4% |
0.165 |
2.7% |
62% |
False |
False |
6,396 |
60 |
6.462 |
5.240 |
1.222 |
20.4% |
0.173 |
2.9% |
62% |
False |
False |
6,047 |
80 |
6.462 |
5.240 |
1.222 |
20.4% |
0.164 |
2.7% |
62% |
False |
False |
5,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.510 |
2.618 |
6.326 |
1.618 |
6.213 |
1.000 |
6.143 |
0.618 |
6.100 |
HIGH |
6.030 |
0.618 |
5.987 |
0.500 |
5.974 |
0.382 |
5.960 |
LOW |
5.917 |
0.618 |
5.847 |
1.000 |
5.804 |
1.618 |
5.734 |
2.618 |
5.621 |
4.250 |
5.437 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.993 |
5.957 |
PP |
5.983 |
5.910 |
S1 |
5.974 |
5.864 |
|