NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.680 |
5.607 |
-0.073 |
-1.3% |
5.998 |
| High |
5.682 |
5.610 |
-0.072 |
-1.3% |
6.040 |
| Low |
5.480 |
5.467 |
-0.013 |
-0.2% |
5.699 |
| Close |
5.613 |
5.504 |
-0.109 |
-1.9% |
5.720 |
| Range |
0.202 |
0.143 |
-0.059 |
-29.2% |
0.341 |
| ATR |
0.164 |
0.162 |
-0.001 |
-0.8% |
0.000 |
| Volume |
7,210 |
5,221 |
-1,989 |
-27.6% |
21,726 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.956 |
5.873 |
5.583 |
|
| R3 |
5.813 |
5.730 |
5.543 |
|
| R2 |
5.670 |
5.670 |
5.530 |
|
| R1 |
5.587 |
5.587 |
5.517 |
5.557 |
| PP |
5.527 |
5.527 |
5.527 |
5.512 |
| S1 |
5.444 |
5.444 |
5.491 |
5.414 |
| S2 |
5.384 |
5.384 |
5.478 |
|
| S3 |
5.241 |
5.301 |
5.465 |
|
| S4 |
5.098 |
5.158 |
5.425 |
|
|
| 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 |
5.890 |
5.467 |
0.423 |
7.7% |
0.126 |
2.3% |
9% |
False |
True |
5,602 |
| 10 |
6.073 |
5.467 |
0.606 |
11.0% |
0.125 |
2.3% |
6% |
False |
True |
4,875 |
| 20 |
6.462 |
5.467 |
0.995 |
18.1% |
0.160 |
2.9% |
4% |
False |
True |
5,171 |
| 40 |
6.462 |
5.467 |
0.995 |
18.1% |
0.176 |
3.2% |
4% |
False |
True |
5,301 |
| 60 |
6.462 |
5.460 |
1.002 |
18.2% |
0.161 |
2.9% |
4% |
False |
False |
5,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.218 |
|
2.618 |
5.984 |
|
1.618 |
5.841 |
|
1.000 |
5.753 |
|
0.618 |
5.698 |
|
HIGH |
5.610 |
|
0.618 |
5.555 |
|
0.500 |
5.539 |
|
0.382 |
5.522 |
|
LOW |
5.467 |
|
0.618 |
5.379 |
|
1.000 |
5.324 |
|
1.618 |
5.236 |
|
2.618 |
5.093 |
|
4.250 |
4.859 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.539 |
5.614 |
| PP |
5.527 |
5.577 |
| S1 |
5.516 |
5.541 |
|