NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.715 |
5.548 |
-0.167 |
-2.9% |
5.650 |
| High |
5.786 |
5.692 |
-0.094 |
-1.6% |
5.786 |
| Low |
5.535 |
5.548 |
0.013 |
0.2% |
5.509 |
| Close |
5.547 |
5.692 |
0.145 |
2.6% |
5.692 |
| Range |
0.251 |
0.144 |
-0.107 |
-42.6% |
0.277 |
| ATR |
0.171 |
0.169 |
-0.002 |
-1.1% |
0.000 |
| Volume |
8,286 |
9,406 |
1,120 |
13.5% |
39,795 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.076 |
6.028 |
5.771 |
|
| R3 |
5.932 |
5.884 |
5.732 |
|
| R2 |
5.788 |
5.788 |
5.718 |
|
| R1 |
5.740 |
5.740 |
5.705 |
5.764 |
| PP |
5.644 |
5.644 |
5.644 |
5.656 |
| S1 |
5.596 |
5.596 |
5.679 |
5.620 |
| S2 |
5.500 |
5.500 |
5.666 |
|
| S3 |
5.356 |
5.452 |
5.652 |
|
| S4 |
5.212 |
5.308 |
5.613 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.493 |
6.370 |
5.844 |
|
| R3 |
6.216 |
6.093 |
5.768 |
|
| R2 |
5.939 |
5.939 |
5.743 |
|
| R1 |
5.816 |
5.816 |
5.717 |
5.878 |
| PP |
5.662 |
5.662 |
5.662 |
5.693 |
| S1 |
5.539 |
5.539 |
5.667 |
5.601 |
| S2 |
5.385 |
5.385 |
5.641 |
|
| S3 |
5.108 |
5.262 |
5.616 |
|
| S4 |
4.831 |
4.985 |
5.540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.786 |
5.509 |
0.277 |
4.9% |
0.171 |
3.0% |
66% |
False |
False |
7,959 |
| 10 |
5.786 |
5.240 |
0.546 |
9.6% |
0.177 |
3.1% |
83% |
False |
False |
7,597 |
| 20 |
6.040 |
5.240 |
0.800 |
14.1% |
0.144 |
2.5% |
57% |
False |
False |
6,488 |
| 40 |
6.462 |
5.240 |
1.222 |
21.5% |
0.166 |
2.9% |
37% |
False |
False |
6,068 |
| 60 |
6.462 |
5.240 |
1.222 |
21.5% |
0.172 |
3.0% |
37% |
False |
False |
5,730 |
| 80 |
6.462 |
5.240 |
1.222 |
21.5% |
0.156 |
2.7% |
37% |
False |
False |
5,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.304 |
|
2.618 |
6.069 |
|
1.618 |
5.925 |
|
1.000 |
5.836 |
|
0.618 |
5.781 |
|
HIGH |
5.692 |
|
0.618 |
5.637 |
|
0.500 |
5.620 |
|
0.382 |
5.603 |
|
LOW |
5.548 |
|
0.618 |
5.459 |
|
1.000 |
5.404 |
|
1.618 |
5.315 |
|
2.618 |
5.171 |
|
4.250 |
4.936 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.668 |
5.682 |
| PP |
5.644 |
5.671 |
| S1 |
5.620 |
5.661 |
|