NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.607 |
5.480 |
-0.127 |
-2.3% |
5.998 |
| High |
5.610 |
5.480 |
-0.130 |
-2.3% |
6.040 |
| Low |
5.467 |
5.403 |
-0.064 |
-1.2% |
5.699 |
| Close |
5.504 |
5.423 |
-0.081 |
-1.5% |
5.720 |
| Range |
0.143 |
0.077 |
-0.066 |
-46.2% |
0.341 |
| ATR |
0.162 |
0.158 |
-0.004 |
-2.7% |
0.000 |
| Volume |
5,221 |
5,573 |
352 |
6.7% |
21,726 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.666 |
5.622 |
5.465 |
|
| R3 |
5.589 |
5.545 |
5.444 |
|
| R2 |
5.512 |
5.512 |
5.437 |
|
| R1 |
5.468 |
5.468 |
5.430 |
5.452 |
| PP |
5.435 |
5.435 |
5.435 |
5.427 |
| S1 |
5.391 |
5.391 |
5.416 |
5.375 |
| S2 |
5.358 |
5.358 |
5.409 |
|
| S3 |
5.281 |
5.314 |
5.402 |
|
| S4 |
5.204 |
5.237 |
5.381 |
|
|
| 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 |
5.844 |
5.403 |
0.441 |
8.1% |
0.121 |
2.2% |
5% |
False |
True |
5,994 |
| 10 |
6.073 |
5.403 |
0.670 |
12.4% |
0.125 |
2.3% |
3% |
False |
True |
4,864 |
| 20 |
6.462 |
5.403 |
1.059 |
19.5% |
0.155 |
2.9% |
2% |
False |
True |
5,295 |
| 40 |
6.462 |
5.403 |
1.059 |
19.5% |
0.172 |
3.2% |
2% |
False |
True |
5,322 |
| 60 |
6.462 |
5.403 |
1.059 |
19.5% |
0.160 |
3.0% |
2% |
False |
True |
5,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.807 |
|
2.618 |
5.682 |
|
1.618 |
5.605 |
|
1.000 |
5.557 |
|
0.618 |
5.528 |
|
HIGH |
5.480 |
|
0.618 |
5.451 |
|
0.500 |
5.442 |
|
0.382 |
5.432 |
|
LOW |
5.403 |
|
0.618 |
5.355 |
|
1.000 |
5.326 |
|
1.618 |
5.278 |
|
2.618 |
5.201 |
|
4.250 |
5.076 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.442 |
5.543 |
| PP |
5.435 |
5.503 |
| S1 |
5.429 |
5.463 |
|