NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
5.903 |
5.998 |
0.095 |
1.6% |
6.110 |
| High |
6.073 |
6.040 |
-0.033 |
-0.5% |
6.110 |
| Low |
5.885 |
5.940 |
0.055 |
0.9% |
5.810 |
| Close |
6.055 |
5.956 |
-0.099 |
-1.6% |
6.055 |
| Range |
0.188 |
0.100 |
-0.088 |
-46.8% |
0.300 |
| ATR |
0.178 |
0.174 |
-0.005 |
-2.5% |
0.000 |
| Volume |
3,311 |
3,117 |
-194 |
-5.9% |
22,462 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.279 |
6.217 |
6.011 |
|
| R3 |
6.179 |
6.117 |
5.984 |
|
| R2 |
6.079 |
6.079 |
5.974 |
|
| R1 |
6.017 |
6.017 |
5.965 |
5.998 |
| PP |
5.979 |
5.979 |
5.979 |
5.969 |
| S1 |
5.917 |
5.917 |
5.947 |
5.898 |
| S2 |
5.879 |
5.879 |
5.938 |
|
| S3 |
5.779 |
5.817 |
5.929 |
|
| S4 |
5.679 |
5.717 |
5.901 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.892 |
6.773 |
6.220 |
|
| R3 |
6.592 |
6.473 |
6.138 |
|
| R2 |
6.292 |
6.292 |
6.110 |
|
| R1 |
6.173 |
6.173 |
6.083 |
6.083 |
| PP |
5.992 |
5.992 |
5.992 |
5.946 |
| S1 |
5.873 |
5.873 |
6.028 |
5.783 |
| S2 |
5.692 |
5.692 |
6.000 |
|
| S3 |
5.392 |
5.573 |
5.973 |
|
| S4 |
5.092 |
5.273 |
5.890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.073 |
5.810 |
0.263 |
4.4% |
0.123 |
2.1% |
56% |
False |
False |
4,541 |
| 10 |
6.462 |
5.810 |
0.652 |
10.9% |
0.163 |
2.7% |
22% |
False |
False |
5,050 |
| 20 |
6.462 |
5.800 |
0.662 |
11.1% |
0.180 |
3.0% |
24% |
False |
False |
5,524 |
| 40 |
6.462 |
5.576 |
0.886 |
14.9% |
0.185 |
3.1% |
43% |
False |
False |
5,272 |
| 60 |
6.462 |
5.460 |
1.002 |
16.8% |
0.159 |
2.7% |
50% |
False |
False |
4,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.465 |
|
2.618 |
6.302 |
|
1.618 |
6.202 |
|
1.000 |
6.140 |
|
0.618 |
6.102 |
|
HIGH |
6.040 |
|
0.618 |
6.002 |
|
0.500 |
5.990 |
|
0.382 |
5.978 |
|
LOW |
5.940 |
|
0.618 |
5.878 |
|
1.000 |
5.840 |
|
1.618 |
5.778 |
|
2.618 |
5.678 |
|
4.250 |
5.515 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.990 |
5.969 |
| PP |
5.979 |
5.964 |
| S1 |
5.967 |
5.960 |
|