NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.400 |
5.330 |
-0.070 |
-1.3% |
5.680 |
| High |
5.400 |
5.332 |
-0.068 |
-1.3% |
5.682 |
| Low |
5.350 |
5.240 |
-0.110 |
-2.1% |
5.350 |
| Close |
5.378 |
5.260 |
-0.118 |
-2.2% |
5.378 |
| Range |
0.050 |
0.092 |
0.042 |
84.0% |
0.332 |
| ATR |
0.149 |
0.148 |
-0.001 |
-0.5% |
0.000 |
| Volume |
6,387 |
4,715 |
-1,672 |
-26.2% |
32,068 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.553 |
5.499 |
5.311 |
|
| R3 |
5.461 |
5.407 |
5.285 |
|
| R2 |
5.369 |
5.369 |
5.277 |
|
| R1 |
5.315 |
5.315 |
5.268 |
5.296 |
| PP |
5.277 |
5.277 |
5.277 |
5.268 |
| S1 |
5.223 |
5.223 |
5.252 |
5.204 |
| S2 |
5.185 |
5.185 |
5.243 |
|
| S3 |
5.093 |
5.131 |
5.235 |
|
| S4 |
5.001 |
5.039 |
5.209 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.466 |
6.254 |
5.561 |
|
| R3 |
6.134 |
5.922 |
5.469 |
|
| R2 |
5.802 |
5.802 |
5.439 |
|
| R1 |
5.590 |
5.590 |
5.408 |
5.530 |
| PP |
5.470 |
5.470 |
5.470 |
5.440 |
| S1 |
5.258 |
5.258 |
5.348 |
5.198 |
| S2 |
5.138 |
5.138 |
5.317 |
|
| S3 |
4.806 |
4.926 |
5.287 |
|
| S4 |
4.474 |
4.594 |
5.195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.610 |
5.240 |
0.370 |
7.0% |
0.092 |
1.8% |
5% |
False |
True |
5,914 |
| 10 |
5.980 |
5.240 |
0.740 |
14.1% |
0.111 |
2.1% |
3% |
False |
True |
5,539 |
| 20 |
6.462 |
5.240 |
1.222 |
23.2% |
0.137 |
2.6% |
2% |
False |
True |
5,294 |
| 40 |
6.462 |
5.240 |
1.222 |
23.2% |
0.164 |
3.1% |
2% |
False |
True |
5,255 |
| 60 |
6.462 |
5.240 |
1.222 |
23.2% |
0.158 |
3.0% |
2% |
False |
True |
5,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.723 |
|
2.618 |
5.573 |
|
1.618 |
5.481 |
|
1.000 |
5.424 |
|
0.618 |
5.389 |
|
HIGH |
5.332 |
|
0.618 |
5.297 |
|
0.500 |
5.286 |
|
0.382 |
5.275 |
|
LOW |
5.240 |
|
0.618 |
5.183 |
|
1.000 |
5.148 |
|
1.618 |
5.091 |
|
2.618 |
4.999 |
|
4.250 |
4.849 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.286 |
5.374 |
| PP |
5.277 |
5.336 |
| S1 |
5.269 |
5.298 |
|