NYMEX Natural Gas Future January 2010
Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.766 |
5.735 |
-0.031 |
-0.5% |
5.601 |
High |
5.842 |
5.790 |
-0.052 |
-0.9% |
6.127 |
Low |
5.692 |
5.680 |
-0.012 |
-0.2% |
5.601 |
Close |
5.702 |
5.706 |
0.004 |
0.1% |
5.702 |
Range |
0.150 |
0.110 |
-0.040 |
-26.7% |
0.526 |
ATR |
0.191 |
0.185 |
-0.006 |
-3.0% |
0.000 |
Volume |
9,018 |
5,449 |
-3,569 |
-39.6% |
46,244 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.055 |
5.991 |
5.767 |
|
R3 |
5.945 |
5.881 |
5.736 |
|
R2 |
5.835 |
5.835 |
5.726 |
|
R1 |
5.771 |
5.771 |
5.716 |
5.748 |
PP |
5.725 |
5.725 |
5.725 |
5.714 |
S1 |
5.661 |
5.661 |
5.696 |
5.638 |
S2 |
5.615 |
5.615 |
5.686 |
|
S3 |
5.505 |
5.551 |
5.676 |
|
S4 |
5.395 |
5.441 |
5.646 |
|
|
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 |
6.034 |
5.680 |
0.354 |
6.2% |
0.165 |
2.9% |
7% |
False |
True |
8,756 |
10 |
6.127 |
5.377 |
0.750 |
13.1% |
0.205 |
3.6% |
44% |
False |
False |
7,726 |
20 |
6.127 |
5.283 |
0.844 |
14.8% |
0.190 |
3.3% |
50% |
False |
False |
7,629 |
40 |
6.462 |
5.240 |
1.222 |
21.4% |
0.164 |
2.9% |
38% |
False |
False |
6,461 |
60 |
6.462 |
5.240 |
1.222 |
21.4% |
0.173 |
3.0% |
38% |
False |
False |
6,046 |
80 |
6.462 |
5.240 |
1.222 |
21.4% |
0.166 |
2.9% |
38% |
False |
False |
5,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.258 |
2.618 |
6.078 |
1.618 |
5.968 |
1.000 |
5.900 |
0.618 |
5.858 |
HIGH |
5.790 |
0.618 |
5.748 |
0.500 |
5.735 |
0.382 |
5.722 |
LOW |
5.680 |
0.618 |
5.612 |
1.000 |
5.570 |
1.618 |
5.502 |
2.618 |
5.392 |
4.250 |
5.213 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.735 |
5.857 |
PP |
5.725 |
5.807 |
S1 |
5.716 |
5.756 |
|