NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.950 |
6.033 |
0.083 |
1.4% |
5.622 |
High |
6.030 |
6.034 |
0.004 |
0.1% |
5.688 |
Low |
5.917 |
5.736 |
-0.181 |
-3.1% |
5.377 |
Close |
6.003 |
5.744 |
-0.259 |
-4.3% |
5.643 |
Range |
0.113 |
0.298 |
0.185 |
163.7% |
0.311 |
ATR |
0.186 |
0.194 |
0.008 |
4.3% |
0.000 |
Volume |
9,125 |
6,929 |
-2,196 |
-24.1% |
29,629 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.732 |
6.536 |
5.908 |
|
R3 |
6.434 |
6.238 |
5.826 |
|
R2 |
6.136 |
6.136 |
5.799 |
|
R1 |
5.940 |
5.940 |
5.771 |
5.889 |
PP |
5.838 |
5.838 |
5.838 |
5.813 |
S1 |
5.642 |
5.642 |
5.717 |
5.591 |
S2 |
5.540 |
5.540 |
5.689 |
|
S3 |
5.242 |
5.344 |
5.662 |
|
S4 |
4.944 |
5.046 |
5.580 |
|
|
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 |
5.540 |
0.587 |
10.2% |
0.243 |
4.2% |
35% |
False |
False |
9,344 |
10 |
6.127 |
5.377 |
0.750 |
13.1% |
0.201 |
3.5% |
49% |
False |
False |
7,626 |
20 |
6.127 |
5.240 |
0.887 |
15.4% |
0.184 |
3.2% |
57% |
False |
False |
7,460 |
40 |
6.462 |
5.240 |
1.222 |
21.3% |
0.166 |
2.9% |
41% |
False |
False |
6,428 |
60 |
6.462 |
5.240 |
1.222 |
21.3% |
0.174 |
3.0% |
41% |
False |
False |
6,025 |
80 |
6.462 |
5.240 |
1.222 |
21.3% |
0.166 |
2.9% |
41% |
False |
False |
5,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.301 |
2.618 |
6.814 |
1.618 |
6.516 |
1.000 |
6.332 |
0.618 |
6.218 |
HIGH |
6.034 |
0.618 |
5.920 |
0.500 |
5.885 |
0.382 |
5.850 |
LOW |
5.736 |
0.618 |
5.552 |
1.000 |
5.438 |
1.618 |
5.254 |
2.618 |
4.956 |
4.250 |
4.470 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.885 |
5.885 |
PP |
5.838 |
5.838 |
S1 |
5.791 |
5.791 |
|