NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.760 |
5.680 |
-0.080 |
-1.4% |
5.998 |
| High |
5.760 |
5.682 |
-0.078 |
-1.4% |
6.040 |
| Low |
5.720 |
5.480 |
-0.240 |
-4.2% |
5.699 |
| Close |
5.720 |
5.613 |
-0.107 |
-1.9% |
5.720 |
| Range |
0.040 |
0.202 |
0.162 |
405.0% |
0.341 |
| ATR |
0.158 |
0.164 |
0.006 |
3.7% |
0.000 |
| Volume |
5,985 |
7,210 |
1,225 |
20.5% |
21,726 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.198 |
6.107 |
5.724 |
|
| R3 |
5.996 |
5.905 |
5.669 |
|
| R2 |
5.794 |
5.794 |
5.650 |
|
| R1 |
5.703 |
5.703 |
5.632 |
5.648 |
| PP |
5.592 |
5.592 |
5.592 |
5.564 |
| S1 |
5.501 |
5.501 |
5.594 |
5.446 |
| S2 |
5.390 |
5.390 |
5.576 |
|
| S3 |
5.188 |
5.299 |
5.557 |
|
| S4 |
4.986 |
5.097 |
5.502 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.843 |
6.622 |
5.908 |
|
| R3 |
6.502 |
6.281 |
5.814 |
|
| R2 |
6.161 |
6.161 |
5.783 |
|
| R1 |
5.940 |
5.940 |
5.751 |
5.880 |
| PP |
5.820 |
5.820 |
5.820 |
5.790 |
| S1 |
5.599 |
5.599 |
5.689 |
5.539 |
| S2 |
5.479 |
5.479 |
5.657 |
|
| S3 |
5.138 |
5.258 |
5.626 |
|
| S4 |
4.797 |
4.917 |
5.532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.980 |
5.480 |
0.500 |
8.9% |
0.129 |
2.3% |
27% |
False |
True |
5,163 |
| 10 |
6.073 |
5.480 |
0.593 |
10.6% |
0.126 |
2.2% |
22% |
False |
True |
4,852 |
| 20 |
6.462 |
5.480 |
0.982 |
17.5% |
0.159 |
2.8% |
14% |
False |
True |
5,148 |
| 40 |
6.462 |
5.480 |
0.982 |
17.5% |
0.176 |
3.1% |
14% |
False |
True |
5,294 |
| 60 |
6.462 |
5.460 |
1.002 |
17.9% |
0.161 |
2.9% |
15% |
False |
False |
5,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.541 |
|
2.618 |
6.211 |
|
1.618 |
6.009 |
|
1.000 |
5.884 |
|
0.618 |
5.807 |
|
HIGH |
5.682 |
|
0.618 |
5.605 |
|
0.500 |
5.581 |
|
0.382 |
5.557 |
|
LOW |
5.480 |
|
0.618 |
5.355 |
|
1.000 |
5.278 |
|
1.618 |
5.153 |
|
2.618 |
4.951 |
|
4.250 |
4.622 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.602 |
5.662 |
| PP |
5.592 |
5.646 |
| S1 |
5.581 |
5.629 |
|