NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.330 |
5.319 |
-0.011 |
-0.2% |
5.680 |
| High |
5.332 |
5.431 |
0.099 |
1.9% |
5.682 |
| Low |
5.240 |
5.319 |
0.079 |
1.5% |
5.350 |
| Close |
5.260 |
5.409 |
0.149 |
2.8% |
5.378 |
| Range |
0.092 |
0.112 |
0.020 |
21.7% |
0.332 |
| ATR |
0.148 |
0.150 |
0.002 |
1.1% |
0.000 |
| Volume |
4,715 |
6,166 |
1,451 |
30.8% |
32,068 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.722 |
5.678 |
5.471 |
|
| R3 |
5.610 |
5.566 |
5.440 |
|
| R2 |
5.498 |
5.498 |
5.430 |
|
| R1 |
5.454 |
5.454 |
5.419 |
5.476 |
| PP |
5.386 |
5.386 |
5.386 |
5.398 |
| S1 |
5.342 |
5.342 |
5.399 |
5.364 |
| S2 |
5.274 |
5.274 |
5.388 |
|
| S3 |
5.162 |
5.230 |
5.378 |
|
| S4 |
5.050 |
5.118 |
5.347 |
|
|
| 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 |
5.508 |
5.240 |
0.268 |
5.0% |
0.086 |
1.6% |
63% |
False |
False |
6,103 |
| 10 |
5.890 |
5.240 |
0.650 |
12.0% |
0.106 |
2.0% |
26% |
False |
False |
5,853 |
| 20 |
6.379 |
5.240 |
1.139 |
21.1% |
0.129 |
2.4% |
15% |
False |
False |
5,271 |
| 40 |
6.462 |
5.240 |
1.222 |
22.6% |
0.164 |
3.0% |
14% |
False |
False |
5,303 |
| 60 |
6.462 |
5.240 |
1.222 |
22.6% |
0.159 |
2.9% |
14% |
False |
False |
5,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.907 |
|
2.618 |
5.724 |
|
1.618 |
5.612 |
|
1.000 |
5.543 |
|
0.618 |
5.500 |
|
HIGH |
5.431 |
|
0.618 |
5.388 |
|
0.500 |
5.375 |
|
0.382 |
5.362 |
|
LOW |
5.319 |
|
0.618 |
5.250 |
|
1.000 |
5.207 |
|
1.618 |
5.138 |
|
2.618 |
5.026 |
|
4.250 |
4.843 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.398 |
5.385 |
| PP |
5.386 |
5.360 |
| S1 |
5.375 |
5.336 |
|