NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 07-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
6.033 |
5.766 |
-0.267 |
-4.4% |
5.601 |
High |
6.034 |
5.842 |
-0.192 |
-3.2% |
6.127 |
Low |
5.736 |
5.692 |
-0.044 |
-0.8% |
5.601 |
Close |
5.744 |
5.702 |
-0.042 |
-0.7% |
5.702 |
Range |
0.298 |
0.150 |
-0.148 |
-49.7% |
0.526 |
ATR |
0.194 |
0.191 |
-0.003 |
-1.6% |
0.000 |
Volume |
6,929 |
9,018 |
2,089 |
30.1% |
46,244 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.195 |
6.099 |
5.785 |
|
R3 |
6.045 |
5.949 |
5.743 |
|
R2 |
5.895 |
5.895 |
5.730 |
|
R1 |
5.799 |
5.799 |
5.716 |
5.772 |
PP |
5.745 |
5.745 |
5.745 |
5.732 |
S1 |
5.649 |
5.649 |
5.688 |
5.622 |
S2 |
5.595 |
5.595 |
5.675 |
|
S3 |
5.445 |
5.499 |
5.661 |
|
S4 |
5.295 |
5.349 |
5.620 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.388 |
7.071 |
5.991 |
|
R3 |
6.862 |
6.545 |
5.847 |
|
R2 |
6.336 |
6.336 |
5.798 |
|
R1 |
6.019 |
6.019 |
5.750 |
6.178 |
PP |
5.810 |
5.810 |
5.810 |
5.889 |
S1 |
5.493 |
5.493 |
5.654 |
5.652 |
S2 |
5.284 |
5.284 |
5.606 |
|
S3 |
4.758 |
4.967 |
5.557 |
|
S4 |
4.232 |
4.441 |
5.413 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.127 |
5.601 |
0.526 |
9.2% |
0.248 |
4.4% |
19% |
False |
False |
9,248 |
10 |
6.127 |
5.377 |
0.750 |
13.2% |
0.202 |
3.5% |
43% |
False |
False |
7,587 |
20 |
6.127 |
5.240 |
0.887 |
15.6% |
0.189 |
3.3% |
52% |
False |
False |
7,592 |
40 |
6.462 |
5.240 |
1.222 |
21.4% |
0.166 |
2.9% |
38% |
False |
False |
6,456 |
60 |
6.462 |
5.240 |
1.222 |
21.4% |
0.173 |
3.0% |
38% |
False |
False |
6,055 |
80 |
6.462 |
5.240 |
1.222 |
21.4% |
0.167 |
2.9% |
38% |
False |
False |
5,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.480 |
2.618 |
6.235 |
1.618 |
6.085 |
1.000 |
5.992 |
0.618 |
5.935 |
HIGH |
5.842 |
0.618 |
5.785 |
0.500 |
5.767 |
0.382 |
5.749 |
LOW |
5.692 |
0.618 |
5.599 |
1.000 |
5.542 |
1.618 |
5.449 |
2.618 |
5.299 |
4.250 |
5.055 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.767 |
5.863 |
PP |
5.745 |
5.809 |
S1 |
5.724 |
5.756 |
|