NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.308 |
5.535 |
0.227 |
4.3% |
5.330 |
| High |
5.600 |
5.694 |
0.094 |
1.7% |
5.694 |
| Low |
5.302 |
5.475 |
0.173 |
3.3% |
5.240 |
| Close |
5.594 |
5.596 |
0.002 |
0.0% |
5.596 |
| Range |
0.298 |
0.219 |
-0.079 |
-26.5% |
0.454 |
| ATR |
0.164 |
0.168 |
0.004 |
2.4% |
0.000 |
| Volume |
7,298 |
10,889 |
3,591 |
49.2% |
36,178 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.245 |
6.140 |
5.716 |
|
| R3 |
6.026 |
5.921 |
5.656 |
|
| R2 |
5.807 |
5.807 |
5.636 |
|
| R1 |
5.702 |
5.702 |
5.616 |
5.755 |
| PP |
5.588 |
5.588 |
5.588 |
5.615 |
| S1 |
5.483 |
5.483 |
5.576 |
5.536 |
| S2 |
5.369 |
5.369 |
5.556 |
|
| S3 |
5.150 |
5.264 |
5.536 |
|
| S4 |
4.931 |
5.045 |
5.476 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.872 |
6.688 |
5.846 |
|
| R3 |
6.418 |
6.234 |
5.721 |
|
| R2 |
5.964 |
5.964 |
5.679 |
|
| R1 |
5.780 |
5.780 |
5.638 |
5.872 |
| PP |
5.510 |
5.510 |
5.510 |
5.556 |
| S1 |
5.326 |
5.326 |
5.554 |
5.418 |
| S2 |
5.056 |
5.056 |
5.513 |
|
| S3 |
4.602 |
4.872 |
5.471 |
|
| S4 |
4.148 |
4.418 |
5.346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.694 |
5.240 |
0.454 |
8.1% |
0.184 |
3.3% |
78% |
True |
False |
7,235 |
| 10 |
5.694 |
5.240 |
0.454 |
8.1% |
0.149 |
2.7% |
78% |
True |
False |
6,824 |
| 20 |
6.110 |
5.240 |
0.870 |
15.5% |
0.137 |
2.5% |
41% |
False |
False |
5,621 |
| 40 |
6.462 |
5.240 |
1.222 |
21.8% |
0.167 |
3.0% |
29% |
False |
False |
5,570 |
| 60 |
6.462 |
5.240 |
1.222 |
21.8% |
0.166 |
3.0% |
29% |
False |
False |
5,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.625 |
|
2.618 |
6.267 |
|
1.618 |
6.048 |
|
1.000 |
5.913 |
|
0.618 |
5.829 |
|
HIGH |
5.694 |
|
0.618 |
5.610 |
|
0.500 |
5.585 |
|
0.382 |
5.559 |
|
LOW |
5.475 |
|
0.618 |
5.340 |
|
1.000 |
5.256 |
|
1.618 |
5.121 |
|
2.618 |
4.902 |
|
4.250 |
4.544 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.592 |
5.560 |
| PP |
5.588 |
5.524 |
| S1 |
5.585 |
5.489 |
|