NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.480 |
5.480 |
0.000 |
0.0% |
5.998 |
| High |
5.480 |
5.508 |
0.028 |
0.5% |
6.040 |
| Low |
5.403 |
5.408 |
0.005 |
0.1% |
5.699 |
| Close |
5.423 |
5.434 |
0.011 |
0.2% |
5.720 |
| Range |
0.077 |
0.100 |
0.023 |
29.9% |
0.341 |
| ATR |
0.158 |
0.154 |
-0.004 |
-2.6% |
0.000 |
| Volume |
5,573 |
7,677 |
2,104 |
37.8% |
21,726 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.750 |
5.692 |
5.489 |
|
| R3 |
5.650 |
5.592 |
5.462 |
|
| R2 |
5.550 |
5.550 |
5.452 |
|
| R1 |
5.492 |
5.492 |
5.443 |
5.471 |
| PP |
5.450 |
5.450 |
5.450 |
5.440 |
| S1 |
5.392 |
5.392 |
5.425 |
5.371 |
| S2 |
5.350 |
5.350 |
5.416 |
|
| S3 |
5.250 |
5.292 |
5.407 |
|
| S4 |
5.150 |
5.192 |
5.379 |
|
|
| 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 |
5.760 |
5.403 |
0.357 |
6.6% |
0.112 |
2.1% |
9% |
False |
False |
6,333 |
| 10 |
6.073 |
5.403 |
0.670 |
12.3% |
0.125 |
2.3% |
5% |
False |
False |
5,071 |
| 20 |
6.462 |
5.403 |
1.059 |
19.5% |
0.148 |
2.7% |
3% |
False |
False |
5,397 |
| 40 |
6.462 |
5.403 |
1.059 |
19.5% |
0.169 |
3.1% |
3% |
False |
False |
5,307 |
| 60 |
6.462 |
5.403 |
1.059 |
19.5% |
0.160 |
2.9% |
3% |
False |
False |
5,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.933 |
|
2.618 |
5.770 |
|
1.618 |
5.670 |
|
1.000 |
5.608 |
|
0.618 |
5.570 |
|
HIGH |
5.508 |
|
0.618 |
5.470 |
|
0.500 |
5.458 |
|
0.382 |
5.446 |
|
LOW |
5.408 |
|
0.618 |
5.346 |
|
1.000 |
5.308 |
|
1.618 |
5.246 |
|
2.618 |
5.146 |
|
4.250 |
4.983 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.458 |
5.507 |
| PP |
5.450 |
5.482 |
| S1 |
5.442 |
5.458 |
|