NYMEX Natural Gas Future January 2010
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
5.665 |
5.500 |
-0.165 |
-2.9% |
5.650 |
| High |
5.665 |
5.556 |
-0.109 |
-1.9% |
5.786 |
| Low |
5.510 |
5.377 |
-0.133 |
-2.4% |
5.509 |
| Close |
5.575 |
5.461 |
-0.114 |
-2.0% |
5.692 |
| Range |
0.155 |
0.179 |
0.024 |
15.5% |
0.277 |
| ATR |
0.163 |
0.166 |
0.002 |
1.5% |
0.000 |
| Volume |
4,406 |
4,994 |
588 |
13.3% |
39,795 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.002 |
5.910 |
5.559 |
|
| R3 |
5.823 |
5.731 |
5.510 |
|
| R2 |
5.644 |
5.644 |
5.494 |
|
| R1 |
5.552 |
5.552 |
5.477 |
5.509 |
| PP |
5.465 |
5.465 |
5.465 |
5.443 |
| S1 |
5.373 |
5.373 |
5.445 |
5.330 |
| S2 |
5.286 |
5.286 |
5.428 |
|
| S3 |
5.107 |
5.194 |
5.412 |
|
| S4 |
4.928 |
5.015 |
5.363 |
|
|
| 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 |
5.377 |
0.409 |
7.5% |
0.160 |
2.9% |
21% |
False |
True |
6,229 |
| 10 |
5.786 |
5.302 |
0.484 |
8.9% |
0.178 |
3.3% |
33% |
False |
False |
7,143 |
| 20 |
5.844 |
5.240 |
0.604 |
11.1% |
0.147 |
2.7% |
37% |
False |
False |
6,673 |
| 40 |
6.462 |
5.240 |
1.222 |
22.4% |
0.159 |
2.9% |
18% |
False |
False |
5,925 |
| 60 |
6.462 |
5.240 |
1.222 |
22.4% |
0.171 |
3.1% |
18% |
False |
False |
5,734 |
| 80 |
6.462 |
5.240 |
1.222 |
22.4% |
0.157 |
2.9% |
18% |
False |
False |
5,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.317 |
|
2.618 |
6.025 |
|
1.618 |
5.846 |
|
1.000 |
5.735 |
|
0.618 |
5.667 |
|
HIGH |
5.556 |
|
0.618 |
5.488 |
|
0.500 |
5.467 |
|
0.382 |
5.445 |
|
LOW |
5.377 |
|
0.618 |
5.266 |
|
1.000 |
5.198 |
|
1.618 |
5.087 |
|
2.618 |
4.908 |
|
4.250 |
4.616 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5.467 |
5.522 |
| PP |
5.465 |
5.502 |
| S1 |
5.463 |
5.481 |
|